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Identifying investor contagion during the Asian crisis
Tuluca, Sorin; Zwick, Burton - In: International journal of economic perspectives : IJEP 2 (2008) 1, pp. 24-37
Persistent link: https://www.econbiz.de/10003984311
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Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil
Yiu, Matthew S.; Ho, Wai-yip Alex; Choi, Daniel F. S. - In: Applied financial economics 20 (2010) 4/6, pp. 345-354
Asian markets. However, we find no such evidence of having contagion between the US and individual markets in Asia during …
Persistent link: https://www.econbiz.de/10003963165
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Financial contagion and vulnerability of Asian financial markets
Devereux, Michael B.; Yetman, James - In: The dynamics of Asian financial integration : facts and …, (pp. 229-258). 2011
Persistent link: https://www.econbiz.de/10008992148
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Contagion and risk premia in the amplification of crisis : evidence from Asian names in the global CDS market
Kim, Don H.; Loretan, Mico; Remolona, Eli M. - In: Journal of Asian economics 21 (2010) 3, pp. 314-326
Persistent link: https://www.econbiz.de/10009243534
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Market integration of Asian markets : evidence from global financial crisis of 2007
Tikmakçıoğlu, Kaya; Taş, Oktay - In: The global journal of finance and economics 8 (2011) 1, pp. 89-100
Persistent link: https://www.econbiz.de/10009248019
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Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
Kenourgios, Dimitris; Samitas, Aristeidis; Paltalidis, Nikos - In: Journal of international financial markets, … 21 (2011) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10009259718
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Sovereign spreads and contagion risks in Asia
Caceres, Carlos; Unsal, D. Filiz - 2011
Persistent link: https://www.econbiz.de/10009424780
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The current global financial crisis : do Asian markets show contagion or interdependence effects?
Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626
Persistent link: https://www.econbiz.de/10009690289
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Sovereign spreads and contagion risks in Asia
Caceres, Carlos; Unsal, D. Filiz - In: Asian economic journal : journal of the East Asian … 27 (2013) 3, pp. 219-243
Persistent link: https://www.econbiz.de/10010229554
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An analysis of contagion among Asian countries using the canonical model of contagion
Ribeiro, André L. P.; Hotta, Luiz K. - In: International review of financial analysis 29 (2013), pp. 62-69
Persistent link: https://www.econbiz.de/10010244127