Interdependence and Contagion in Global Asset Markets
Author:
Affiliation:
1. European Central Bank; Kaiserstraße 29 Frankfurt am Main 60311 Germany
2. International Monetary Fund; Western Hemisphere Department; 700 19th Street N.W. Washington DC 20431 USA
Publisher
Wiley
Subject
Development,Geography, Planning and Development
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/roie.12116/fullpdf
Reference24 articles.
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4. Financial Contagion Vulnerability and Resistance: A Comparison of European Stock Markets;Bohl;Economic Systems,2005
5. Identifying the Global Transmission of the 2007-2009 Financial Crisis in a GVAR model;Chudik;European Economic Review,2011a
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