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Portfolio Diversification, Leverage, and Financial Contagion

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References

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2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis

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2003What Is International Financial Contagion?115 cited

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2005Banking on Foreigners: The Behavior of International Bank Claims on Latin America, 1985-200062 cited

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2006Contagion and interdependence: Measuring CEE banking sector co-movements56 cited

2011International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey53 cited

2001The Economics and Politics of Monetary Regionalism in Asia51 cited

2014Diversification and systemic risk49 cited

2009Shocks at large banks and banking sector distress: The Banking Granular Residual44 cited

2004International Financial Contagion: The Theory, Evidence and Policy Implications43 cited

2003Are Foreign Institutional Investors Good for Emerging Markets?42 cited