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Financial Contagion between Economies - an Exploratory Spatial Analysis. (2005). Vaya, Esther ; Villar, Oscar.
In: ERSA conference papers.
RePEc:wiw:wiwrsa:ersa05p574.

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Cited: 6

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  1. Spatial Econometric Models and The Analysis of the Determinants of Internal Migration in Turkey. (2022). Tatoglu, Ferda Yerdelen ; Tatli, Suna.
    In: EKOIST Journal of Econometrics and Statistics.
    RePEc:ist:ekoist:v:0:y:2022:i:36:p:93-110.

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  2. Internet access and its role on educational inequality during the COVID-19 pandemic. (2022). Erer, Deniz ; Korkmaz, Ozge.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:46:y:2022:i:5:s0308596122000556.

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  3. Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic. (2022). Shahrier, Nur Ain.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000596.

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  4. A spatial–temporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:42:y:2014:i:2:p:304-327.

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  5. Spatial Linkages in International Financial Markets. (2007). Fernandez, Viviana.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp234.

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  6. The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war. (2007). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:243.

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References

References cited by this document

  1. ANSELIN, L. and REY, S. (1997), Introduction to the special Issue on Spatial Econometrics, Special Issue on Spatial Econometrics Regional International Science Review, 20 (1, 2), 1-8.
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  2. ANSELIN, L., (1988), Spatial Econometrics: Methods and Models. Kluwer Academic Publishers, The Netherlands.
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  3. BAIG, T. and GOLDFAJN, I. (1999) Financial market contagion in the Asian crisis.

  4. DE GREGORIO, J. and RODRIGO O. VALDÉS (2001) Crisis transmission: Evidence from the Debt, Tequilla, and Asian Crisis, World Bank Economic Review, 15 iss 2, 289-314.
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  5. DRAZEN, A. (2000) Political Contagion In Currency Crisis, in P.Krugman (ed.), Currency Crises, Chicago and London: University of Chicago Press, 47-67.

  6. DUNGEY, M., FRY, R.A., GONZÁLEZ-HERMOSILLO, B. AND MARTIN, V.L. (2004) Empirical Modelling of Contagion: A Review of Methodologies, Econometric Society 2004 Australasian Meetings 243, Econometric Society.

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  9. IMF Papers Staff, 46, 167-195. ClIFF, To and ORD, J. (1973), Spatial Autocorrelation. London, Pion.
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  10. MASSON, P. (1999) Contagion: Macroeconomic Models Multiple With Equilibria, Journal of International Money and Finance, 18, 587-602.

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  12. MORAN, P., 1948, The statistical interpretation of maps, Journal of the Royal Statistical Society B, 10, 243-251.
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  13. OBSTFELD, M. (1994) The logic of currency crises. Cahiers Economiques et Monetaires, 43, 189-213.

  14. PAELINCK, J.H.P and KLAASSEN, L.H. (1979), Spatial Econometrics. Farnborough, Saxon House.

  15. PERICOLI, M. and SBRACIA, M. (2001) A primer on Financial contagion, Journal of Economic Surveys, 17, 571-608.

  16. VAN RIJCKEGHEM, C and WEDER, B. (2001) Sources of contagion: is it finance or trade? Journal on International Economics, 54, 293-308.

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  3. Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis. (2014). SAIDI, Youssef ; El Ghini, Ahmed.
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  4. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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  6. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. (2012). Lee, Hsien-Yi .
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  11. Unobservable shocks as carriers of contagion. (2010). Thorp, Susan ; Milunovich, George ; Dungey, Mardi.
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  13. Effects of the 2008 Financial Crisis on developing Asias Economic Growth. (2010). PHAM, Thi Hong Hanh ; Thi Hong Hanh Pham, ; Thi Hong Hanh Pham, ; Thi Hong Hanh Pham, .
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