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International Contagion Effects from the Russian Crisis and the Ltcm Near-Collapse
16 references·4 citing·39 second hop
International Contagion Effects from the Russian Crisis and the Ltcm Near-Collapse (2002)International Contagion Effects from the …International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectRational contagion and the globalization of securities markets (2000)Rational contagion and the gl…On crises, contagion, and confusion (2000)On crises, contagion, and con…Contagion: Understanding How It Spreads (2000)Contagion: Understanding How …What Happened to Asia (1999)What Happened to AsiaFinancial Market Contagion in the Asian Crisis (1999)Financial Market Contagion in…Contagion and Trade: Why Are Currency Crises Regional? (1998)Contagion and Trade: Why Are …Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Contagious Currency Crises (1996)Contagious Currency CrisesExchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)Exchange Market Mayhem: The A…ARCH modeling in finance (1992)ARCH modeling in financeVolatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)The dynamics of exchange rate…Financial contagion: review of empirical literature (2017)Financial contagion: review o…On the stability of domestic financial market linkages in the presence of time-varying volatility (2008)On the stability of domestic …Contagion in emerging markets: the Russian crisis (2007)Contagion in emerging markets…CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION (2004)CURRENCY MARKET CONTAGION IN …A Model of Balance-of-Payments Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Emerging markets finance (2003)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Empirical exchange rate models of the seventies (1983)Political and economic determinants of budget deficits in the industrial democracies (1989)Political and Monetary Institutions and Public Financial Policies in the Industrial Countries (1991)Models of Currency Crises with Self-Fulfilling Features (1995)Is the crisis problem growing more severe? (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)The General Theory of Employment (1937)On the Impossibility of Informationally Efficient Markets (1980)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Limited-dependent and qualitative variables in econometrics (1983)Financial Contagion (2000)Measuring financial contagion: A Copula approach (2007)New Indexes of Coincident and Leading Economic Indicators (1989)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)A Rational Expectations Model of Financial Contagion (2002)Introduction: The International Diffusion of Liberalism (2006)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Stories of the Twentieth Century for the Twenty-First (2012)
this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1992ARCH modeling in finance4,288 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1995Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks1,205 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 1996Contagious Currency Crises959 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 2000Contagion: Understanding How It Spreads812 cited
  • 1998Contagion and Trade: Why Are Currency Crises Regional?798 cited
  • 1999What Happened to Asia781 cited
  • 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
  • 1990Volatiltiy and Links Between National Stock Markets709 cited
  • 1999Financial Market Contagion in the Asian Crisis

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594 cited

Cited by

  • 2017Financial contagion: review of empirical literature37 cited
  • 2008On the stability of domestic financial market linkages in the presence of time-varying volatility35 cited
  • 2004CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION34 cited
  • 2007Contagion in emerging markets: the Russian crisis28 cited