Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s11079-013-9289-1.pdf
Reference103 articles.
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3. AuYong HH, Gan C, Treepongkaruna S (2004) Cointegration and causality in the asian and emerging foreign exchange markets: evidence from the 1990s financial crises. Int Rev Financ Anal 13:479–515
4. Baig T, Goldfajn I (2000) The Russian default and the contagion to Brazil. NBER working paper no 160
5. Baur D (2003) Testing for contagion- mean and volatility contagion. J Multinatl Financ Manag 13:405–422
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