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Are Financial Crises Becoming Increasingly More Contagious? What is the Historical Evidence on Contagion?. (2000). Murshid, Antu ; Bordo, Michael.
In: NBER Working Papers.
RePEc:nbr:nberwo:7900.

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  1. Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

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  2. Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu.
    In: Journal of Economics and Financial Analysis.
    RePEc:trp:01jefa:jefa0011.

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  3. Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas. (2018). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer.
    In: MPRA Paper.
    RePEc:pra:mprapa:88578.

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  4. Banking Crises. (2016). Grossman, Richard.
    In: Wesleyan Economics Working Papers.
    RePEc:wes:weswpa:2016-001.

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  5. Financial Contagion: A New Perspective (and a New Test). (2016). Cominetta, Matteo .
    In: Working Papers.
    RePEc:stm:wpaper:12.

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  6. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:73481.

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  7. Sovereign Debt and Financial Crises: Theory and Historical Evidence. (2016). Rogoff, Kenneth ; Reinhart, Carmen ; Kalemli-Ozcan, Ebnem.
    In: Journal of the European Economic Association.
    RePEc:oup:jeurec:v:14:y:2016:i:1:p:1-6..

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  8. Are Islamic Equity Markets “Safe Havens”? Testing the Contagion Effect using DCC-GARCH. (2016). Buğan, Mehmet ; Kilic, Yunus .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:6:y:2016:i:4:p:167-176.

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  9. US Crashes of 2008 and 1929 How did the French market react? An empirical study. (2016). le Bris, David ; Hekimian, Raphael.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141589.

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  10. US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2016-21.

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  11. Banking Crises. (2016). Grossman, Richard.
    In: CEPR Discussion Papers.
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  12. Banking Crises. (2016). Grossman, Richard.
    In: CESifo Working Paper Series.
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  13. A Wake-Up-Call Theory of Contagion. (2015). Bertsch, Christoph ; Ahnert, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-14.

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  14. Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method. (2014). Du, Shaofu ; Luo, Kebing ; Ye, Wuyi.
    In: Discrete Dynamics in Nature and Society.
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  15. A wake-up call: information contagion and strategic uncertainty. (2014). Bertsch, Christoph ; Ahnert, Toni.
    In: Working Paper Series.
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  16. The global financial crisis: World market or regional contagion effects?. (2014). Andreosso-O'Callaghan, Bernadette ; Morales, Lucia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:108-131.

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  17. Capital Flows, Credit Booms, and Financial Crises in the Classical Gold Standard Era. (2013). Meissner, Christopher.
    In: NBER Working Papers.
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  18. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
    In: NBER Working Papers.
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  19. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
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  20. International propagation of shocks: an evaluation of contagion effects for some Latin American countries. (2011). Ramirez, Manuel ; Martínez, Constanza ; Martinez, Constanza.
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:4:y:2011:i:2:p:213-233.

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  21. Banks and Swedish financial crises in the 1920s and 1930s. (2011). Ögren, Anders ; Ogren, Anders ; Lonnborg, Mikael ; Rafferty, Michael.
    In: Business History.
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  22. Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals. (2011). Valls Pereira, Pedro ; Marçal, Emerson ; Diogenes Manoel Leiva Martin, ; Nakamura, Wilson Toshiro .
    In: Applied Economics.
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  23. Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states. (2011). PAAS, TIIU ; Kuusk, Andres .
    In: Eastern Journal of European Studies.
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  24. Jadis et Naguère, la vision des crises financières dans l’histoire selon Reinhart et Rogoff. (2011). PARENT, Antoine.
    In: Working Papers.
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  25. The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007. (2010). Flores, Juan H. ; Nieto-Parra, Sebastian ; Gaillard, Norbert ; Flandreau, Marc.
    In: NBER Chapters.
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  26. Regime switching: Italian financial markets over a century. (2009). Velucchi, Margherita.
    In: Statistical Methods & Applications.
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  27. The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815–2007. (2009). Nieto-Parra, Sebastián ; Flores, Juan ; Flandreau, Marc ; Gaillard, Norbert.
    In: Working Papers CEB.
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  28. Las Crisis Financieras: Un Marco Conceptual. (2009). Parodi, Carlos ; Trece, Carlos Parodi.
    In: Working Papers.
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  29. The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007. (2009). Nieto-Parra, Sebastián ; Flores, Juan ; Flandreau, Marc ; Gaillard, Norbert.
    In: NBER Working Papers.
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  30. Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals. (2009). Valls Pereira, Pedro ; Marçal, Emerson ; Pereira, Pedro L. Valls, .
    In: Textos para discussão.
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  31. Financial vs. Non-financial Stocks: Time-varying Correlations and Risks. (2009). Flavin, Thomas ; Sygelaki, Eirini.
    In: The Journal of Economic Asymmetries.
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  32. The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007. (2009). Nieto-Parra, Sebastián ; Flores, Juan ; Flandreau, Marc ; Flores Zendejas, Juan Huitzilihuitl, ; Gaillard, Norbert.
    In: CEPR Discussion Papers.
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  33. On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility. (2008). Unalmis, Deren ; Panopoulou, Ekaterini ; Flavin, Thomas.
    In: Working Papers.
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  34. On the stability of domestic financial market linkages in the presence of time-varying volatility. (2008). Unalmis, Deren ; Panopoulou, Ekaterini ; Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
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  35. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach.. (2008). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
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  36. On the stability of domestic financial market linkages in the presence of time-varying volatility. (2008). Unalmis, Deren ; Panopoulou, Ekaterini ; Flavin, Thomas.
    In: Emerging Markets Review.
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  37. The Baring Crisis and the Great Latin American Meltdown of the 1890s. (2007). Weidenmier, Marc ; Mitchener, KrisJames.
    In: NBER Working Papers.
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  38. Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach. (2007). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
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  39. Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin.
    In: Journal of International Money and Finance.
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  40. Do universal banks create value? Universal bank affiliation and company performance in Belgium, 1905-1909. (2007). Annaert J., ; Van Overfelt W., ; Deloof M., ; De Ceuster M., .
    In: Working Papers.
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  41. Shift versus traditional contagion in Asian markets. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
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  42. Globalization and imbalances in historical perspective. (2006). Bordo, Michael.
    In: Policy Discussion Papers.
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  43. Detecting shift-contagion in currency and bond markets. (2006). Morley, James ; Gravelle, Toni ; Kichian, Maral.
    In: Journal of International Economics.
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  44. Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Global Finance Journal.
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  45. Historical Perspective on Global Imbalances. (2005). Bordo, Michael.
    In: NBER Working Papers.
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  46. Some contagion, some interdependence: More pitfalls in tests of financial contagion. (2005). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199.

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  47. External factors in emerging market recoveries: An empirical investigation. (2005). Siotis, Georges ; Mora Villarrubia, Ricardo.
    In: European Economic Review.
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  48. Implications of the design of monetary policy for financial stability. (2003). Garcia Herrero, Alicia ; del Río, Pedro ; Pedro del Rio Lopez, .
    In: Macroeconomics.
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  49. Financial stability and the design of monetary policy. (2003). Garcia Herrero, Alicia ; del Río, Pedro ; del Rio, Pedro.
    In: Working Papers.
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  50. Shift Contagion in Asset Markets. (2003). Morley, James ; Gravelle, Toni.
    In: Staff Working Papers.
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  51. Real Shock, Monetary Aftershock: The San Francisco Earthquake and the Panic of 1907. (2002). Weidenmier, Marc ; Odell, Kerry A..
    In: NBER Working Papers.
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  52. Crises in the Global Economy from Tulips to Today: Contagion and Consequences. (2002). Weidenmier, Marc ; Neal, Larry.
    In: NBER Working Papers.
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  53. Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets. (2002). Murshid, Antu ; Bordo, Michael.
    In: NBER Working Papers.
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  54. Crises Now and Then: What Lessons from the Last Era of Financial Globalization. (2002). Eichengreen, Barry ; Bordo, Michael.
    In: NBER Working Papers.
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  55. Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion. (2002). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo.
    In: CEPR Discussion Papers.
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  56. Cross-Border Banking and Transmission Mechanisms: The Case of Europe. (2001). Buch, Claudia.
    In: Kiel Working Papers.
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  57. Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?. (2001). Pierdzioch, Christian ; Buch, Claudia ; Heinrich, Ralph P..
    In: Kiel Discussion Papers.
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  58. Some critics to the contagion correlation test. (2001). Criado, Sarai ; Nuevo, Sarai Criado.
    In: Working Papers on International Economics and Finance.
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  59. Correlation Analysis of Financial Contagion: What One Should Know before Running a Test. (2001). Sbracia, Massimo ; Pericoli, Marcello ; Corsetti, Giancarlo.
    In: Temi di discussione (Economic working papers).
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  19. An analysis of contagion among Asian countries using the canonical model of contagion. (2013). Hotta, Luiz ; Ribeiro, Andre L. P., .
    In: International Review of Financial Analysis.
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  20. A wavelet-based approach to test for financial market contagion. (2012). Gallegati, Marco.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3491-3497.

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  21. Were there warning signals from banking sectors for the 2008/2009 global financial crisis?. (2010). Simpson, John.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:45-61.

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  22. De la transmission de la volatilité à la contagion entre marchés boursiers : l’éclairage d’un modèle VAR non linéaire avec bris structurels en variance. (2009). bensafta, kamel malik ; SEMEDO, Gervasio .
    In: L'Actualité Economique.
    RePEc:ris:actuec:0002.

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  23. International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis. (2009). Saleem, Kashif.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:3:p:243-256.

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  24. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Jirasakuldech, Benjamas ; Emekter, Riza .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:3:p:298-315.

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  25. Japanese vocal intervention and the yen/dollar exchange rate. (2008). Song, Chi-Young ; Park, Haesik .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:1:p:61-81.

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  26. Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas. (2007). Candelon, Bertrand ; Manner, Hans.
    In: Research Memorandum.
    RePEc:unm:umamet:2007052.

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  27. Economic activity, foreign exchange rate, and the interest rate during the Asian crisis. (2006). Ratti, Ronald ; Kim, Jung-Kwan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:28:y:2006:i:4:p:387-402.

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  28. Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis. (2006). Iori, Giulia ; Mattiussi, V..
    In: Working Papers.
    RePEc:cty:dpaper:06/09.

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  29. Evidences of Interdependence and Contagion using a Frequency Domain Framework. (2005). Candelon, Bertrand ; Bodart, Vincent.
    In: Research Memorandum.
    RePEc:unm:umamet:2005024.

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  30. The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?. (2004). Kox, Henk ; Creusen, Harold ; Schyns, Peggy ; de Goede, Irene ; Dekker, Paul.
    In: CPB Memorandum.
    RePEc:cpb:memodm:87.rdf.

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  31. The Asian Financial Crisis in Retrospect: What Happened? What Can We Conclude?. (2004). Joosten, Wink.
    In: CPB Memorandum.
    RePEc:cpb:memodm:87.

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  32. The Effects of Financial Crises on International Trade. (2003). Cheng, Leonard ; Ma, Zihui .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10172.

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  33. On currency crises and contagion. (2003). Fratzscher, Marcel.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:2:p:109-129.

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  34. Banking Crises and Contagion: Empirical Evidence. (2003). Santor, Eric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-1.

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  35. International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse. (2002). Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda ; Martin, Vance.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/074.

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  36. Is the international propagation of financial shocks non-linear?: Evidence from the ERM. (2002). Giavazzi, Francesco ; Favero, Carlo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:57:y:2002:i:1:p:231-246.

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  37. On currency crises and contagion. (2002). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2002139.

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  38. Testing the Gaussian Copula Hypothesis for Financial Assets Dependences. (2001). Malevergne, Yannick ; Sornette, D..
    In: Finance.
    RePEc:wpa:wuwpfi:0111003.

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  39. Volatility spillovers and the role of leading financial centres. (2001). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:2001:12.

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  40. Volatility spillovers and the role of leading financial centres. (2001). Paladino, Giovanna ; Cifarelli, Giulio.
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:2001:12.

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  41. Are Trade Linkages Important Determinants of Country Vulnerability to Crises?. (2001). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8194.

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  42. Currency Crises: Theoretical and Empirical Overview of the 1990s. (2001). igman, Ante ; Babi, Ante .
    In: Surveys.
    RePEc:hnb:survey:5.

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  43. Financial market integration in Europe: on the effects of EMU on stock markets. (2001). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:200148.

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  44. Financial market integration in Europe: on the effects of EMU on stock markets. (2001). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20010048.

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  45. A New Approach to Measuring Financial Contagion. (2000). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7913.

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  46. Are Financial Crises Becoming Increasingly More Contagious? What is the Historical Evidence on Contagion?. (2000). Murshid, Antu ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7900.

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  47. The Asian Flu and Russian Virus: Firm-level Evidence on How Crises are Transmitted Internationally. (2000). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7807.

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  48. On Currency Crises and Contagion. (2000). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp00-9.

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  49. On crises, contagion, and confusion. (2000). Reinhart, Carmen ; Kaminsky, Graciela.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:1:p:145-168.

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  50. Which exchange rate regimes in an era of high capital mobility?. (2000). Wagner, Helmut.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:11:y:2000:i:2:p:191-203.

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