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A Spatial Modelling Approach to Contagion Among Emerging Economies · Study

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ArticleA Spatial Modelling Approach to Contagion Among Emerging Economies

Harry H. Kelejian2006

Article2006

A Spatial Modelling Approach to Contagion Among Emerging Economies

Harry H. Kelejian · George S. Tavlas · George Hondroyiannis

107 citations·0/0 files stored·Open Economies Review

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 107 citations exist upstream.

References

1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 2000On crises, contagion, and confusion 1996Contagious Currency Crises 1996Financial Crises in Emerging Markets: The Lessons from 1995 1996Contagious Currency Crises: First Tests

Cited by

2010Testing for spatial autocorrelation in a fixed effects panel data model 2014Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes 2021A Review of Software for Spatial Econometrics in R 2011On model specification and parameter space definitions in higher order spatial econometric models 2013Interpreting Spatial Econometric Models 2022What are the roles of green technology innovation and ICT employment in lowering carbon intensity in China? A city-level analysis of the spatial effects 2016Economic and environmental impacts of foreign direct investment in China: A spatial spillover analysis 2020CROSS‐SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET

Details

Year2006

Typearticle

Published2006-11-28

VenueOpen Economies Review

ISSN-L0923-7992

Languageen

Citations107

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/s11079-006-0357-7

openalex_workW2041547580

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