Multiple channels of financial contagion: an empirical analysis of stock price dynamics
Author:
Publisher
CAIRN
Subject
Marketing,Economics and Econometrics,Finance,Accounting
Reference42 articles.
1. The Network Origins of Aggregate Fluctuations;Econometrica
2. Microeconomic Origins of Macroeconomic Tail Risks;Acemoglu Daron;American Economic Review
3. Do Common Stocks Have Perfect Substitutes? Product Market Competition and the Elasticity of Demand for Stocks;Ahern Kenneth R.;Review of Economics and Statistics
4. Modeling financial contagion using mutually exciting jump processes;Aït-Sahalia Yacine;Journal of Financial Economics
5. Financial Contagion;Allen Franklin;Journal of Political Economy
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