Showing 1 - 10 of 20
Persistent link: https://www.econbiz.de/10005201437
Persistent link: https://www.econbiz.de/10005332029
Persistent link: https://www.econbiz.de/10006876730
Persistent link: https://www.econbiz.de/10005301801
Persistent link: https://www.econbiz.de/10005374455
Persistent link: https://www.econbiz.de/10005326371
This study tests for the existence of financial contagion, using a method that allows an incubation period before contagion takes effect. We define contagion as an increase in cross-market linkages following shocks. With daily data on Asian stock markets during the 1997-98 crisis, we find...
Persistent link: https://www.econbiz.de/10009275202
Persistent link: https://www.econbiz.de/10005952686
Persistent link: https://www.econbiz.de/10007668191
Persistent link: https://www.econbiz.de/10009328562