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publications

(30)   

• Looking for risk premium and contagion in Asia-Pacific foreign exchange markets
  Chu-Sheng Tai International Review of Financial Analysis13(4):381--409(2004)
  to Contagion by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Contagion and causality: an empirical investigation of four Asian crisis episodes
  Harald Sander and Stefanie Kleimeier Journal of International Financial Markets, Institutions and Money13(2):171--186Apr2003.
  to Contagion by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• An empirical study to identify shift contagion during the Asian crisis
  E. Marais and S. Bates Journal of International Financial Markets, Institutions and Money16(5):468--479Dec2006.
  to Contagion Shift by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Deconstructing the Nasdaq bubble: A look at contagion across international stock markets
  Mark T. Hon and Jack K. Strauss and Soo-Keong Yong Journal of International Financial Markets, Institutions and Money17(3):213--230Jul2007.
  to Contagion by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Transmissions of real economic shocks across the Pacific Rim economies
  Abdol S. Soofi and Saadat Moussavi Journal of Policy Modeling26(8-9):959--972Dec2004.
  to Contagion by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX 
• Contagion effect in financial markets after the South-East Asia Tsunami
  Hsien-Yi Lee and Hsing-Chi Wu and Yung-Jang Wang Research in International Business and Finance21(2):281--296Jun2007.
  to Contagion effect by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Contagion in Africa: South Africa and a troubled neighbour, Zimbabwe
  Anmar Pretorius and Jesse de Beer Economic Modelling21(4):703--717Jul2004.
  to Contagion by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Fundamentals, beliefs, and financial contagion
  Roberto Chang and Giovanni Majnoni European Economic Review46(4-5):801--808May2002.
  to Contagion by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?
  Christian Upper and Andreas Worms European Economic Review48(4):827--849Aug2004.
  to Contagion by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Informational contagion of bank runs in a third-generation crisis model
  Victor Vaugirard Journal of International Money and Finance26(3):403--429Apr2007.
  to Contagion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Contagion:: macroeconomic models with multiple equilibria
  Paul Masson Journal of International Money and Finance18(4):587--602Aug1999.
  to Contagion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• [`]Some contagion, some interdependence': More pitfalls in tests of financial contagion
  Giancarlo Corsetti and Marcello Pericoli and Massimo Sbracia Journal of International Money and Finance24(8):1177--1199Dec2005.
  to Contagion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Dynamic correlation analysis of financial contagion: Evidence from Asian markets
  Thomas C. Chiang and Bang Nam Jeon and Huimin Li Journal of International Money and Finance26(7):1206--1228Nov2007.
  to Financial contagion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Testing for contagion: a conditional correlation analysis
  Guglielmo Maria Caporale and Andrea Cipollini and Nicola Spagnolo Journal of Empirical Finance12(3):476--489Jun2005.
  to Contagion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Explaining co-movements between stock markets: The case of US and Germany
  Alessandra Bonfiglioli and Carlo A. Favero Journal of International Money and Finance24(8):1299--1316Dec2005.
  to Contagion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Sources of contagion: is it finance or trade?
  Caroline Van Rijckeghem and Beatrice Weder Journal of International Economics54(2):293--308Aug2001.
  to Contagion by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• An analysis of contagion and competitive effects at commercial banks
  Myron B. Slovin and Marie E. Sushka and John A. Polonchek Journal of Financial Economics54(2):197--225Oct1999.
  to Contagion by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• On the measurement of the international propagation of shocks: is the transmission stable?
  Roberto Rigobon Journal of International Economics61(2):261--283Dec2003.
  to Contagion by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Econometric issues in the analysis of contagion
  M. Hashem Pesaran and Andreas Pick Journal of Economic Dynamics and Control31(4):1245--1277Apr2007.
  to Contagion by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Coordination, cooperation, contagion and currency crises
  Olivier Loisel and Philippe Martin Journal of International Economics53(2):399--419Apr2001.
  to Contagion by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX