Author:
Chakrabarti Rajesh,Roll Richard
Subject
Economics and Econometrics,Finance
Reference28 articles.
1. International stock market linkages;Arshanapalli;Journal of Banking and Finance,1993
2. Bae, K., Karolyi, G.A., Stulz, R.M., 2000. A new approach to measuring financial contagion. Dice Center Working Paper, Fisher College of Business, Ohio State University.
3. Baig, T., Goldfajn, I., 1998. Financial market contagion in the Asian crisis. IMF working paper, International Monetary Fund, Washington DC.
4. Bansal, R., Lundblad, C., 2001. Market efficiency, fundamental values, and asset returns in global equity markets. Working paper, Fuqua School of Business, Duke University, February.
5. Boyer, B.H., Gibson, M.S., Loretan, M., 1997. Pitfalls in tests for changes in correlations. International Finance Discussion Papers No. 597, Board of Governors of the Federal Reserve System, Washington DC.
Cited by
83 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献