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Correlation, Contagion, and Asian Evidence
16 references·3 citing·34 second hop
Correlation, Contagion, and Asian Evidence (2006)Correlation, Contagion, and Asian EvidenceMarket Integration and Contagion (2005)Market Integration and Contag…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Is the crisis problem growing more severe? (2001)Is the crisis problem growing…On crises, contagion, and confusion (2000)On crises, contagion, and con…Financial Contagion (2000)Financial ContagionThe Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Economic Crises: Evidence and Insights from East Asia (1998)Economic Crises: Evidence and…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)Exchange Market Mayhem: The A…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Manias, Panics and Crashes (1978)Manias, Panics and CrashesCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching (2015)Analysis of contagion from th…TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS (2010)TESTING FOR ASSET MARKET LINK…Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals (2010)Evaluation of contagion or in…A Model of Balance-of-Payments Crises (1979)Leading Indicators of Currency Crises (1998)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)A Simple Model of Herd Behavior (1992)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Demand–Deposit Contracts and the Probability of Bank Runs (2005)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)The Adaptive Markets Hypothesis (2004)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inefficient Markets (2000)Competition and Financial Stability (2004)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)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2000Financial Contagion3,393 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2001Is the crisis problem growing more severe?1,324 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 1995Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks1,205 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 2005Market Integration and Contagion1,061 cited
  • 1998Economic Crises: Evidence and Insights from East Asia

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1,032 cited

Cited by

  • 2010Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals41 cited
  • 2010TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS32 cited
  • 2015Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching29 cited