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The Russian Default and the Contagion to Brazil
12 references·16 citing·38 second hop
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this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1993Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors1,512 cited
  • 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements968 cited
  • 1996Contagious Currency Crises959 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 1999What Triggers Market Jitters? A Chronicle of the Asian Crisis329 cited
  • 1999What triggers market jitters?308 cited
  • 1998Before the Fall: Were East Asian Currencies Overvalued?229 cited
  • 1992Capital Inflows and Real Exchange Rate Appreciation in Latin America171 cited
  • 1999Contagion and trade: why are currency crises regional?114 cited

Cited by

  • 2007Globalization and social determinants of health: The role of the global marketplace (part 2 of 3)96 cited
  • 2014Causality and contagion in EMU sovereign debt markets91 cited
  • 2008Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests

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85 cited
  • 2009Oil Prices and Equity Returns in the BRIC Countries82 cited
  • 2007Risk and wealth in a model of self-fulfilling currency attacks77 cited
  • 2008International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis71 cited
  • 2007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises68 cited
  • 2010GLOBAL OIL PRICES, OIL INDUSTRY AND EQUITY RETURNS: RUSSIAN EXPERIENCE66 cited
  • 2010Time for a Visible Hand64 cited
  • 2002International Contagion Effects from the Russian Crisis and the Ltcm Near-Collapse57 cited
  • 2008Investors’ Risk Appetite and Global Financial Market Conditions55 cited
  • 2015Corporate Vulnerability Index as a Fear Gauge?Exploring the Contagion Effect between U.S. and Korean Markets45 cited
  • 2006Correlation, Contagion, and Asian Evidence45 cited
  • 2007Towards Health-Equitable Globalisation: Rights, Regulation and Redistribution41 cited
  • 2004Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach37 cited
  • 2015Effect of the subprime mortgage crisis on a leading emerging market34 cited