Was the Russian Financial Crisis Contagious?
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- Brian H. Boyer & Michael S. Gibson & Mico Loretan, 1997. "Pitfalls in tests for changes in correlations," International Finance Discussion Papers 597, Board of Governors of the Federal Reserve System (U.S.).
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More about this item
Keywords
The Russian crisis; stock market contagion;JEL classification:
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2004-09-12 (Confederation of Independent States)
- NEP-FIN-2004-09-12 (Finance)
- NEP-TRA-2004-09-12 (Transition Economics)
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