Diagnosing the Source of Financial Market Shocks: An Application to the Asian, Subprime and European Financial Crises
Author:
Affiliation:
1. Pennsylvania State University, Economic Research Southern Africa and University of the Witwatersrand
2. International Monetary Fund
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1468-0106.12162/fullpdf
Reference76 articles.
1. A New Approach to Measuring Financial Contagion;Bae;Review of Financial Studies,2003
2. Testing Contagion of the 1997-98 Crisis in Asian Stock Markets with Structural Breaks and Incubation Periods;Baek;Journal of Asian Economics,2011
3. Baig , T. I. Goldfajn 1998 Financial Market Contagion in the Asian Crisis
4. Bayoumi , T. G. Fazio M. Kunan R. McDonald 2003 Fatal Attraction: A New Measure of Contagion IMF Working Paper 03 80
5. Fatal Attraction: Using Distance to Measure Contagion in Good Times as Well as Bad;Bayoumi;Review of Financial Economics,2007
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