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Was financial market contagion the source of economic crisis in Asia?
16 references·16 citing·33 second hopsampled
Was financial market contagion the source of economic crisis in Asia? (2003)Was financial market contagion the source…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)No Contagion, Only Interdepen…Financial Market Contagion in the Asian Crisis (1999)Financial Market Contagion in…Contagion and trade (1999)Contagion and tradeGeneralized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Contagion and Trade: Why Are Currency Crises Regional? (1998)Contagion and Trade: Why Are …Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Contagious Currency Crises: First Tests (1996)Contagious Currency Crises: F…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Vector Autoregressions and Causality (1993)Vector Autoregressions and Ca…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Rational and Self-Fulfilling Balance-of-Payments Crises (1984)Rational and Self-Fulfilling …Collapsing exchange-rate regimes (1984)Collapsing exchange-rate regi…Macroeconomics and Reality (1980)Macroeconomics and RealityInterconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets (2023)Interconnected multilayer net…The impact of the COVID-19 crisis on consumer purchasing motivation and behavior (2021)The impact of the COVID-19 cr…Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan (2019)Bayesian analysis of dynamic …Financial contagion: review of empirical literature (2017)Financial contagion: review o…Which market integration measure? (2016)Which market integration meas…Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets (2016)Spreading crisis: Evidence of…Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets (2014)Why is no financial crisis a …The global financial crisis: World market or regional contagion effects? (2013)The global financial crisis: …Usefulness of support vector machine to develop an early warning system for financial crisis (2010)Usefulness of support vector …Contagion in the stock markets: The Asian financial crisis revisited (2009)Contagion in the stock market…Managing the Monetary Consequences of Reserve Accumulation in Emerging Asia (2008)Managing the Monetary Consequ…Correlation, Contagion, and Asian Evidence (2006)Correlation, Contagion, and A…Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach (2006)Analysis of the relationship …An early warning system for detection of financial crisis using financial market volatility (2006)An early warning system for d…Usefulness of artificial neural networks for early warning system of economic crisis (2004)Usefulness of artificial neur…Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises (2004)Cointegration and causality i…A Model of Balance-of-Payments Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)Good-bye financial repression, hello financial crash (1985)Contagious Currency Crises (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Common stochastic trends in international stock markets (1992)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Testing for a Unit Root in Time Series Regression (1988)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)The portfolio flows of international investors (2001)Emerging markets finance (2003)Financial contagion during COVID–19 crisis (2020)Models of Currency Crises with Self-Fulfilling Features (1995)The Mirage of Fixed Exchange Rates (1995)Economic Crises: Evidence and Insights from East Asia (1998)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Extreme Correlation of International Equity Markets (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1984Collapsing exchange-rate regimes1,190 cited
  • 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements968 cited
  • 1984Rational and Self-Fulfilling Balance-of-Payments Crises960 cited
  • 1993Vector Autoregressions and Causality867 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 1996Contagious Currency Crises: First Tests847 cited
  • 1998Contagion and Trade: Why Are Currency Crises Regional?798 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited

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  • 1999Contagion and trade574 cited
  • Cited by

    • 2021The impact of the COVID-19 crisis on consumer purchasing motivation and behavior142 cited
    • 2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets109 cited
    • 2009Contagion in the stock markets: The Asian financial crisis revisited100 cited
    • 2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan96 cited
    • 2016Which market integration measure?94 cited
    • 2004Usefulness of artificial neural networks for early warning system of economic crisis90 cited
    • 2013The global financial crisis: World market or regional contagion effects?63 cited
    • 2010Usefulness of support vector machine to develop an early warning system for financial crisis51 cited
    • 2006An early warning system for detection of financial crisis using financial market volatility47 cited
    • 2006Correlation, Contagion, and Asian Evidence45 cited
    • 2006Analysis of the relationship between the share market performance and exchange rates in New Zealand: A cointegrating VAR approach42 cited
    • 2008Managing the Monetary Consequences of Reserve Accumulation in Emerging Asia42 cited
    • 2014Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets38 cited
    • 2016Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets38 cited
    • 2017Financial contagion: review of empirical literature37 cited
    • 2004Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises35 cited