SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Financial contagion and asset pricing · Study

ArticleShelves

ArticleFinancial contagion and asset pricing

Renée A. Fry-McKibbin2014

OA

Articlegreen2014

Financial contagion and asset pricing

Renée A. Fry-McKibbin · Vance L. Martin · Chrismin Tang

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 56 citations exist upstream.

References

1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*1996Currency crashes in emerging markets: An empirical treatment 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER 1977Options: A Monte Carlo approach 1995Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks 2003A New Approach to Measuring Financial Contagion

Cited by

2023Intelligent design: stablecoins (in)stability and collateral during market turbulence 2017Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?2018Joint tests of contagion with applications 2020Financial contagion in real economy: The key role of policy uncertainty 2018A regime switching skew-normal model of contagion 2018

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Extremal dependence tests for contagionarticle · 7 shared references 2006Correlation, Contagion, and Asian Evidencearticle · 7 shared references 2018Joint tests of contagion with applicationsarticle · 7 shared references 2013Volatility Threshold Dynamic Conditional Correlations: An International Analysisarticle · 6 shared references 2012The more contagion effect on emerging markets: The evidence of DCC-GARCH modelarticle · 5 shared references 2016Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformationsarticle · 5 shared references

Details

Year2014

Typearticle

Published2014-05-16

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations56

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.jbankfin.2014.05.002

openalex_workW3122817566

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Global and regional financial integration in East Asia and the ASEAN

2019The hedging effectiveness of global sectors in emerging and developed stock markets

2019Do Banks Change Their Liquidity Ratios Based on Network Characteristics?