Chapelle, Ariane; Szafarz, Ariane; Briere, Marie - Solvay Brussels School of Economics and Management, … - 2012
In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and … contagion tests are neutralized with respect to globalization effects. A large database is constructed to study the stability of … combination of globalization and flight to quality, while emphasizing that contagion on the equity markets appears as an artifact …