International crises, instability periods and contagion: the case of the ERM
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/content/pdf/10.1007/s12232-009-0064-y.pdf
Reference26 articles.
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3. Edwards S (1998) Interest rate volatility, contagion and convergence: an empirical investigation of the cases of Argentina, Chile and Mexico. J Appl Econ 1:55–86
4. Eichengreen B, Rose AK, Wyplosz C (1996) Contagious currency crises: first tests. Scand J Econ 98:463–484
5. Engle RF (2002) Dynamic conditional correlation: a simple case of multivariate generalized autoregressive conditional heteroskedasticity models. J Bus Econ Stat 20:339–350
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