Detecting shift-contagion in currency and bond marketsToni Gravelle, Maral Kichian, James Morley2005-11-09articleJournal of International Economics111 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingGlobal Financial Crisis and PoliciesMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 111 citations exist upstream.References1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle2002No Contagion, Only Interdependence: Measuring Stock Market Comovements1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis1995Time‐Varying World Market Integration2006Were There Regime Switches in U.S. Monetary Policy?1990Transmission of Volatility between Stock Markets1989Transmission of Volatility Between Stock Markets2000On crises, contagion, and confusionCited by2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis2006Contagion effect in financial markets after the South-East Asia Tsunami2013Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes2020Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory2015MACRO‐FINANCE LINKAGES