Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N.R. - In: Economic Modelling 33 (2013) C, pp. 209-225
This paper examines the financial contagion in an emerging market setting by investigating the contagion effects of … compared to Greece. The study reports that Brazil, India, Russia, China and South Africa are strongly hit by the contagion … shock during the Eurozone crisis period. However, Indonesia and South Korea report only interdependence and not contagion …