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ArticleFinancial contagion and the real economy

Dirk G. Baur2011

Article2011

Financial contagion and the real economy

334 citations·0/0 files stored·Journal of Banking & Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2005Market Integration and Contagion 2003A New Approach to Measuring Financial Contagion 2007Measuring financial contagion: A Copula approach 2000A New Approach to Measuring Financial Contagion 1999Financial Market Contagion in the Asian Crisis 2005Empirical modelling of contagion: a review of methodologies

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2018Exploring the sources of default clustering 2014The 2008 financial crisis: Stock market contagion and its determinants 2013Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?2016Islamic financial markets and global crises: Contagion or decoupling?2014Contagion of the Global Financial Crisis and the real economy: A regional analysis 2015Contagion and banking crisis – International evidence for 2007–2009

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Year2011

Typearticle

Published2011-06-20

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations334

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jbankfin.2011.05.019

openalex_workW3121600896

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