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Contagion: Monsoonal Effects, Spillovers, and Jumps between Multiple Equilibria
0 references·16 citing·50 second hopsampled
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  • 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?399 cited
  • 1998Current Account Reversals and Currency Crises: Empirical Regularities307 cited
  • 1999Contagion:306 cited
  • 2006Econometric issues in the analysis of contagion289 cited
  • 2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic268 cited
  • 2004Contagion of self-fulfilling financial crises due to diversification of investment portfolios260 cited
  • 1998Current Account Reversals and Currency Crises226 cited
  • 2003The Asian flu and Russian virus: the international transmission of crises in firm-level data222 cited
  • 1998Capital Account Liberalization: Theoretical and Practical Aspects221 cited
  • 2007Unravelling financial market linkages during crises195 cited
  • 2000Contagion in Latin America: Definitions, Measurement, and Policy Implications194 cited
  • 2003Spillovers through banking centers: a panel data analysis of bank flows185 cited
  • 2001The Channels for Financial Contagion176 cited
  • 2005Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?175 cited

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  • 2001Contagion: Why Crises Spread and How This Can Be Stopped174 cited
  • 2009Understanding Banking Sector Globalization171 cited