and volatilities (contagion). More precisely, cyber attacks appear to strengthen cross-market linkages, thereby reducing …

In this paper we examine whether during the 1997 East Asian crisis there was any contagion from the four largest … France). Following Forbes and Rigobon (2002), we test for contagion as a significant positive shift in the correlation …)identifying restrictions. The estimation results provide some evidence of contagion, in particular from Japan (the major nternational lender in …

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and …-country news and other fundamentals, the paper shows evidence of cross-border contagion in the currency and equity markets …

This paper investigates whether, during the Asian crisis, contagion occurred from Thailand to the other crisis … countries through the foreign exchange market, and, if so, determines the contribution of this contagion to the crisis. More … of four Asian crisis countries increased during the crisis. Instead of measuring contagion by the commonly used …

and volatilities (contagion). More precisely, cyber attacks appear to strengthen cross-market linkages, thereby reducing …

this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish … equity markets and the investigated European equity markets. The contagion effects are found to ease dramatically in the … intervention as a mechanism to mitigate and absorb contagion associated with state-specific financial crises and if possible …

This paper analyzes the role of contagion in the currency crises in emerging markets during the 1990s. It employs a non …: contagion, weak economic fundamentals, and sunspots, i.e. unobservable shifts in agents' beliefs. Testing this model empirically … through Markov-switching and panel data models reveals that contagion, i.e. a high degree of real integration and financial …