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How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test
16 references·1 citing·44 second hop
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References

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  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
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  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
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  • 1996Contagious Currency Crises959 cited
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  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
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  • 1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?476 cited
  • 1997

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Pitfalls in Tests for Changes in Correlations
381 cited

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  • 2013Regional and global contagion in real estate investment trusts25 cited