Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis

Published:2005 Issue:4 Volume:10 Page:359-367
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Arestis Philip,Maria Caporale Guglielmo,Cipollini Andrea,Spagnolo Nicola

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference19 articles.

1. . 1998. Financial market contagion in the Asian crisis. WP/98/155, International Monetary Fund.

2. 1999. Supervisory lessons to be drawn from the Asian crisis. BIS Working Paper No. 2.

3. Testing for contagion: a conditional correlation analysis

4. Contagion: Understanding How It Spreads

5. , , . 2004a. Empirical modeling of contagion: a review of methodologies. WP/04/78, International Monetary Fund.

Cited by 14 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

1. Volatility spillover networks of credit risk: Evidence from ASW and CDS spreads in Turkey and Brazil;Panoeconomicus;2023

2. Analysis of financial contagion in influential African stock markets;Future Business Journal;2021-02-25

3. VARMA-EGARCH Model for Air-Quality Analyses and Application in Southern Taiwan;Atmosphere;2020-10-14

4. Forecasting of dependence, market, and investment risks of a global index portfolio;Journal of Forecasting;2020-01-07

5. Systemic risk contagion in FX market: A frequency connectedness and network analysis;Bulletin of Economic Research;2019-05-27

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP