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Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria
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Cited by:
- Ramkishen S. Rajan & Rahul Sen & Reza Y. Siregar, 2002.
"Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?,"
The World Economy, Wiley Blackwell, vol. 25(4), pages 503-537, April.
- Ramkishen Rajan & Rahul Sen & Reza Y. Siregar, 2002. "Hong Kong, Singapore and the East Asian Crisis: How Important were Trade Spillovers?," Working Papers 142002, Hong Kong Institute for Monetary Research.
- Lizarazo, Sandra, 2009.
"Contagion of Financial Crises in Sovereign Debt Markets,"
MPRA Paper
20795, University Library of Munich, Germany, revised 06 Feb 2010.
- Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.
- Konstantinos Drakos, 2010.
"The determinants of terrorist shocks' cross‐market transmission,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 11(2), pages 147-163, March.
- Konstantinos Drakos, 2009. "The Determinants of Terrorist Shocks' Cross-Market Transmission," Economics of Security Working Paper Series 17, DIW Berlin, German Institute for Economic Research.
- Koh, Seng Kee & Fong, Wai Mun & Chan, Fabrice, 2007. "A Cardan's discriminant approach to predicting currency crashes," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 131-148, February.
- Ms. Kalpana Kochhar & Mr. Prakash Loungani & Mr. Mark R. Stone, 1998. "The East Asian Crisis: Macroeconomic Developments and Policy Lessons," IMF Working Papers 1998/128, International Monetary Fund.
- Urbina, Jilber, 2013. "Contagion or Interdependence in the recent Global Financial Crisis? An application to the stock markets using unconditional cross-market correlations," Working Papers 2072/211884, Universitat Rovira i Virgili, Department of Economics.
- Trenca Ioan & Petria Nicolae & Dezsi Eva, 2013. "An Inquiry Into Contagion Transmission And Spillover Effects In Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 472-482, December.
- Gimet, Celine, 2007.
"Conditions necessary for the sustainability of an emerging area: The importance of banking and financial regional criteria,"
Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 317-335, October.
- Céline Gimet, 2007. "Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria," Post-Print halshs-00356066, HAL.
- Peter Rowland, 2004. "The Colombian Sovereign Spread and its Determinants," Borradores de Economia 315, Banco de la Republica de Colombia.
- Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008.
"Testing the Hypothesis of Contagion Using Multivariate Volatility Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
- Marçal, Emerson F. & Valls Pereira, Pedro L., 2008. "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper 15623, University Library of Munich, Germany.
- Pereira, Pedro L. Valls, 2009. "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão 174, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Mody, Ashoka & Taylor, Mark P., 2007.
"Regional vulnerability: The case of East Asia,"
Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1292-1310, December.
- Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS) 776, University of Warwick, Department of Economics.
- Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability: The Case of East Asia," Economic Research Papers 269746, University of Warwick - Department of Economics.
- Meixing Dai, 2012.
"External Constraint and Financial Crises with Balance Sheet Effects,"
International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 567-585, March.
- Meixing DAI, 2009. "External constraint and financial crises with balance sheet effects," Working Papers of BETA 2009-02, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Dai, Meixing, 2010. "External constraint and financial crises with balance sheet effects," MPRA Paper 21625, University Library of Munich, Germany.
- Meixing Dai, 2010. "External constraint and financial crises with balance sheet effects," Working Papers of BETA 2010-23, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Miller, Marcus & Thampanishvong, Kannika, 2003.
"Learning to Forget? Contagion and Political Risk in Brazil,"
CEPR Discussion Papers
3785, C.E.P.R. Discussion Papers.
- Zhang, Lei & Marcus Miller & Kannika Thampanishvong, 2003. "Learning to Forget? Contagion and Political Risk in Brazil," Royal Economic Society Annual Conference 2003 227, Royal Economic Society.
- Ramkishen Rajan, 2010. "The Currency and Financial Crisis in Southeast Asia: A Case of 'Sudden Death' or Death Foretold'?," Working Papers id:2583, eSocialSciences.
- Афанасьев Д.О. & Федорова Е.А., 2016. "Эконометрический Анализ Взаимовлияния России И Развитых Стран," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(3), pages 36-49, июль.
- Thomas D. Willett & Aida Budiman & Arthur Denzau & Gab‐Je Jo & Cesar Ramos & John Thomas, 2004. "The Falsification of Four Popular Hypotheses About the Asian Crisis," The World Economy, Wiley Blackwell, vol. 27(1), pages 25-44, January.
- MARAIS Elise, 2004. "La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique," International Finance 0404003, University Library of Munich, Germany.
- Jonathan E. Leightner, 2007. "Omitted Variables, Confidence Intervals, And The Productivity Of Exchange Rates," Pacific Economic Review, Wiley Blackwell, vol. 12(1), pages 15-45, February.
- Marta Gómez-Puig, 2007.
"EU-15 sovereign governments' cost of borrowing after seven years of Monetary Union,"
Working Papers
07-03, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gomez-Puig, 2007. "Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union," IREA Working Papers 200711, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
- Jokipii, Terhi & Lucey, Brian, 2007.
"Contagion and interdependence: Measuring CEE banking sector co-movements,"
Economic Systems, Elsevier, vol. 31(1), pages 71-96, March.
- Jokipii, Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers 15/2006, Bank of Finland.
- Femminis, Gianluca, 2007.
"Currency Attacks With Multiple Equilibria And Imperfect Information: The Role Of Wage-Setters,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(1), pages 79-112, February.
- Femminis, Gianluca, 2002. "Currency Attacks with Multiple Equilibria and Imperfect Information: The Role of Wage-setters," CEPR Discussion Papers 3291, C.E.P.R. Discussion Papers.
- Linda S Goldberg, 2009. "Understanding Banking Sector Globalization," IMF Staff Papers, Palgrave Macmillan, vol. 56(1), pages 171-197, April.
- Pragidis, I.C. & Aielli, G.P. & Chionis, D. & Schizas, P., 2015. "Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market," Journal of Financial Stability, Elsevier, vol. 18(C), pages 127-138.
- Afanasiev, Dmitriy (Афанасьев, Дмитрий) & Fedorova, Elena, 2016. "Currency integration of Russia and other CIS countries: what is changing in a crisis? [Валютная Интеграция России И Других Стран Снг: Что Меняется В Кризис?]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 133-147, April.
- Böninghausen, Benjamin & Zabel, Michael, 2015. "Credit ratings and cross-border bond market spillovers," Working Paper Series 1831, European Central Bank.
- Echeverria Garaigorta, Paulina Elisa & Iza Padilla, María Amaya, 2011. "Business cycles in a small open economy: The case of Hong Kong," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Carlos Parodi Trece, 2011.
"Las crisis financieras: un marco conceptual,"
Chapters of Books, in: Carlos Parodi Trece (ed.), La primera crisis financiera internacional del siglo XXI, edition 1, volume 1, chapter 1, pages 15-76,
Fondo Editorial, Universidad del Pacífico.
- Carlos Parodi Trece, 2009. "Las Crisis Financieras: Un Marco Conceptual," Working Papers 09-16, Centro de Investigación, Universidad del Pacífico.
- Raghavan, Mala & Devadason, Evelyn S, 2019.
"How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared,"
Working Papers
2019-04, University of Tasmania, Tasmanian School of Business and Economics.
- Mala Raghavan & Evelyn S. Devadason, 2019. "How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared," CAMA Working Papers 2019-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Younes Boujelbène & Majdi Ksantini, 2009. "La transmission entre les marchés boursiers :Une analyse en composante principale," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(2), pages 161-194.
- Ariel M. Viale & David A. Bessler & James W. Kolari, 2014.
"On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 17(2), pages 373-400, November.
- Ariel M. Viale & David A. Bessler & James W. Kolari, 2014. "On the structure of financial contagion: Econometric tests and Mercosur evidence," Journal of Applied Economics, Universidad del CEMA, vol. 17, pages 373-400, November.
- Sander, Harald & Kleimeier, Stefanie, 2003.
"Contagion and causality: an empirical investigation of four Asian crisis episodes,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 171-186, April.
- Sander, H. & Kleimeier, S., 2002. "Contagion and causality: an empirical investigation of four Asian crisis episodes," Research Memorandum 061, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Büttner, David & Hayo, Bernd, 2010.
"News and correlations of CEEC-3 financial markets,"
Economic Modelling, Elsevier, vol. 27(5), pages 915-922, September.
- David Büttner & Bernd Hayo, 2009. "News and Correlations of CEEC-3 Financial Markets," MAGKS Papers on Economics 200944, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Nagayasu, Jun, 2015. "Global and country-specific factors in real effective exchange rates," MPRA Paper 64217, University Library of Munich, Germany.
- Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," PSE Working Papers halshs-00952153, HAL.
- repec:zbw:bofrdp:2006_015 is not listed on IDEAS
- Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018.
"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
- DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," LIDAM Discussion Papers CORE 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Post-Print hal-01744629, HAL.
- Nicolas DEBARSY & CYRILLE DOSSOUGOIN & Cem ERTUR & Jean-Yves GNABO, 2016. "Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach," LEO Working Papers / DR LEO 2441, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE 2937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gan-Ochir Doojav & Borkhuu Gotovsuren & Tsenddorj Dorjpurev, 2012.
"Financial Contagion and Volatile Capital Flows,"
Occasional Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number occ56, April.
- Doojav, Gan-Ochir & Gotovsuren, Borkhuu & Dorjpurev, Tsenddorj, 2012. "Financial Contagion and Volatile Capital Flows," MPRA Paper 110015, University Library of Munich, Germany.
- Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
- Ansgar Belke & Ralph Setzer, 2004.
"Contagion, herding and exchange-rate instability — A survey,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 39(4), pages 222-228, July.
- Ansgar Belke & Ralph Setzer, 2004. "Contagion, Herding and Exchange Rate Instability - A Survey," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 234/2004, Department of Economics, University of Hohenheim, Germany.
- Burdekin, Richard C.K. & Siklos, Pierre L., 2012.
"Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010,"
Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 521-541.
- Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," CAMA Working Papers 2011-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers 232011, Hong Kong Institute for Monetary Research.
- Giorgos Cheliotis & Chris Kenyon, 2002. "Dynamics of Link Failure Events in Network Markets," Netnomics, Springer, vol. 4(2), pages 163-185, November.
- Van Rijckeghem, Caroline & Weder, Beatrice, 1999. "Financial contagion: Spillovers through banking centers," CFS Working Paper Series 1999/17, Center for Financial Studies (CFS).
- Saqib, Omar F., 2003.
"An Investigation into the 1999 Collapse of the Brazilian Real,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(2), pages 193-206.
- Omar F. Saqib, 2002. "An Investigation into the 1999 Collapse of the Brazilian Real," Discussion Papers of DIW Berlin 304, DIW Berlin, German Institute for Economic Research.
- Mala Raghavan & Faisal Khan & Sonia Kumari Selvarajan & Evelyn S. Devadason, 2023. "Cross‐country linkages between ASEAN and non‐ASEAN‐RCEP member states: A global VAR analysis," The World Economy, Wiley Blackwell, vol. 46(6), pages 1782-1814, June.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"“Sovereigns and banks in the euro area: a tale of two crises”,"
IREA Working Papers
201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.
- Lord Mensah & Charles Andoh & Saint Kuttu & Eric Boachie-Yiadom, 2023. "The level of African forex markets integration and Eurobond issue," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 232-250, March.
- Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers 0904, Centro de Investigacion Economica, ITAM.
- Ali M. Kutan, 2007. "Contagion or Real Linkages? Some Evidence from China's Emerging Parallel Markets," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 15(4), pages 52-65, July.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2013.
"Volatility Spillovers and Contagion from Mature to Emerging Stock Markets,"
Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1060-1075, November.
- Guglielmo Maria Caporale & Mrs. Marianne Schulze-Gattas & John Beirne & Nicola Spagnolo, 2008. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers 2008/286, International Monetary Fund.
- Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2009. "Volatility spillovers and contagion from mature to emerging stock markets," Working Paper Series 1113, European Central Bank.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series 2545, CESifo.
- John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Discussion Papers of DIW Berlin 873, DIW Berlin, German Institute for Economic Research.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini & Cedric Tille, 1999.
"Competitive Devaluations: A Welfare-Based Approach,"
NBER Working Papers
6889, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini & Cédric Tille, 1999. "Competitive devaluations: a welfare-based approach," Staff Reports 58, Federal Reserve Bank of New York.
- Begüm Yurteri Kösedağlı & A. Özlem Önder, 2021. "Determinants of financial stress in emerging market economies: Are spatial effects important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4653-4669, July.
- Ayadi, Mohamed & Khallouli, Wajih & Sandretto, René, 2006.
"Les déterminants des crises financières récentes des pays émergents,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 82(3), pages 341-376, septembre.
- Mohamed Ayadi & Wajih Khallouli & René Sandretto, 2006. "Les déterminants des crises financières récentes des pays émergents," Post-Print halshs-00137700, HAL.
- Akçay, Cevdet & Zenginobuz, Unal, 2000.
"Vulnerability to purely contagious balance of payment crises in emerging economies: An application to the cases of Russia, Turkey, and Brazil,"
MPRA Paper
195, University Library of Munich, Germany.
- Cevdet Akcay & Unal Zenginobuz, 2001. "Vulnerability to Purely Contagious Balance of Payment Crises in Emerging Economies: An Application to the Cases of Russia, Turkey, and Brazil," Working Papers 2001/03, Bogazici University, Department of Economics.
- Baek, In-Mee, 2006. "Portfolio investment flows to Asia and Latin America: Pull, push or market sentiment?," Journal of Asian Economics, Elsevier, vol. 17(2), pages 363-373, April.
- Tillmann, Peter, 2004. "External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching VAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 439-454, December.
- Lizarazo, Sandra Valentina, 2013.
"Default risk and risk averse international investors,"
Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
- Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
- Rakesh Shahani & Riya Paliwal, 2023. "An empirical investigation of the impact of spillover dynamics from crude to NSE Nifty Index during and prior to the COVID-19 pandemic period," SN Business & Economics, Springer, vol. 3(8), pages 1-21, August.
- Mironova Yuliya, 2007. "Elaboration of crisis early warning system for Kyrgyzstan," EERC Working Paper Series 03-084e, EERC Research Network, Russia and CIS.
- Henri Audigé, 2013. "A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis," Working Papers hal-04141224, HAL.
- Zhaohui Chen & Mr. Jorge A Chan-Lau, 1998.
"Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis,"
IMF Working Papers
1998/127, International Monetary Fund.
- Jorge A. Chan-Lau & Zhaohui Chen, 1998. "Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis," International Finance 9804001, University Library of Munich, Germany, revised 22 Sep 1998.
- Lopes, José Mário & Nunes, Luis C., 2012. "A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1141-1153.
- Bonga-Bonga, Lumengo, 2018.
"Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 36-44.
- Bonga-Bonga, Lumengo, 2015. "Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model," MPRA Paper 66262, University Library of Munich, Germany.
- Chul Park, Yung & Song, Chi-Young, 2001. "Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis," Journal of the Japanese and International Economies, Elsevier, vol. 15(2), pages 199-224, June.
- Lili Zhu & Jiawen Yang, 2010. "Psychic Distance in the Eight-year Crisis: An Empirical Study," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 7, Edward Elgar Publishing.
- Chui, Michael & Gai, Prasanna & Haldane, Andrew G., 2002.
"Sovereign liquidity crises: Analytics and implications for public policy,"
Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 519-546, March.
- Michael Chui & Prasanna Gui & Andrew G Haldane, 2000. "Sovereign liquidity crises: analytics and implications for public policy," Bank of England working papers 121, Bank of England.
- Donato Ceci & Marcello Pericoli, 2022. "Sovereign spreads and economic fundamentals: an econometric analysis," Questioni di Economia e Finanza (Occasional Papers) 713, Bank of Italy, Economic Research and International Relations Area.
- Ms. Nada Choueiri, 1999. "A Model of Contagious Currency Crises with Application to Argentina," IMF Working Papers 1999/029, International Monetary Fund.
- Konstantinos Drakos, 2009. "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series 16, DIW Berlin, German Institute for Economic Research.
- Smimou, K. & Khallouli, W., 2016. "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 388-405.
- Michał Adam, 2013. "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, Narodowy Bank Polski, vol. 44(6), pages 571-604.
- Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016.
"International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan,"
The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 295-328, September.
- Kaoru Hosono & Miho Takizawa & Kotaro Tsuru, 2016. "International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan," The Japanese Economic Review, Springer, vol. 67(3), pages 295-328, September.
- Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," Working Papers halshs-00952153, HAL.
- Ionuț NICA, 2020. "Simulation of financial contagion effect using the NetLogo software at the level of the banking network," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 55-74, Autumn.
- MacDonald, Ronald & Bayoumi, Tamim & Kumar, Manmohan & Fazio, Giorgio, 2003. "Fatal Attraction," CEPR Discussion Papers 3870, C.E.P.R. Discussion Papers.
- Bhatia, Shipra & Tuteja, Divya, 2024. "Contagion and linkages across international currencies," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Chunxiu, Ma & Masih, Mansur, 2014. "Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application," MPRA Paper 57004, University Library of Munich, Germany.
- Loisel, Olivier & Martin, Philippe, 2001.
"Coordination, cooperation, contagion and currency crises,"
Journal of International Economics, Elsevier, vol. 53(2), pages 399-419, April.
- Loisel, Olivier & Martin, Philippe, 1999. "Coordination, Cooperation, Contagion and Currency Crises," CEPR Discussion Papers 2075, C.E.P.R. Discussion Papers.
- Olivier Loisel & Philippe Martin, 2001. "Coordination, cooperation, contagion and currency crises," Post-Print hal-03609263, HAL.
- Leonardo Bartolini & Lorenzo Giorgianni, 2001.
"Excess Volatility of Exchange Rates with Unobservable Fundamentals,"
Review of International Economics, Wiley Blackwell, vol. 9(3), pages 518-530, August.
- Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York.
- Marais, E. & Bates, S., 2006.
"An empirical study to identify shift contagion during the Asian crisis,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(5), pages 468-479, December.
- Samuel Bates & Elise Marais, 2006. "An empirical study to identify shift contagion during the Asian crisis," Post-Print hal-02136530, HAL.
- Elise Marais & Samuel Bates, 2006. "An empirical study to identify shift contagion during the Asian crisis," Post-Print hal-01288429, HAL.
- Gerardo Esquivel & Felipe Larrain B., 1999.
"Currency Crises: Is Central America Different?,"
CID Working Papers
26A, Center for International Development at Harvard University.
- Gerardo Esquivel & Felipe B. Larrain, 2000. "Currency Crises: Is Central America Different?," Econometric Society World Congress 2000 Contributed Papers 0566, Econometric Society.
- Gerardo Esquivel & Felipe Larraín, 1999. "Currency Crises: Is Central America Different?," CID Working Papers 26, Center for International Development at Harvard University.
- Mustapha Djennas & Mohamed Benbouziane & Meriem Djennas, 2011. "An Approach of Combining Empirical Mode Decomposition and Neural Network Learning for Currency Crisis Forecasting," Working Papers 627, Economic Research Forum, revised 09 Jan 2011.
- Bruno P. Arruda & Pedro L. Valls Pereira, 2013. "Analysis of the volatility's dependency structure during the subprime crisis," Applied Economics, Taylor & Francis Journals, vol. 45(36), pages 5031-5045, December.
- Hee Soo Lee & Tae Yoon Kim, 2022. "A new analytical approach for identifying market contagion," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-35, December.
- Mita Bhattacharya & John Inekwe, 2021. "Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 792-811, June.
- Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007.
"Fatal attraction: Using distance to measure contagion in good times as well as bad,"
Review of Financial Economics, Elsevier, vol. 16(3), pages 259-273.
- Tamim Bayoumi & Giorgio Fazio & Manmohan Kumar & Ronald MacDonald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 259-273.
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