The current global financial crisis: Do Asian stock markets show contagion or interdependence effects?
- 1 December 2012
- journal article
- Published by Elsevier in Journal of Asian Economics
- Vol. 23 (6), 616-626
- https://doi.org/10.1016/j.asieco.2012.09.002
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Measuring financial market contagion using dually-traded stocks of Asian firmsJournal of Asian Economics, 2007
- Market Integration and ContagionThe Journal of Business, 2005
- No Contagion, Only Interdependence: Measuring Stock Market ComovementsThe Journal of Finance, 2002
- Is the international propagation of financial shocks non-linear?: Evidence from the ERMJournal of International Economics, 2002
- International Contagion Effects from the Russian Crisis and the Ltcm Near-CollapseSSRN Electronic Journal, 2002
- Contagion: Understanding How It SpreadsThe World Bank Research Observer, 2000
- What caused the Asian currency and financial crisis?Japan and the World Economy, 1999
- Financial Market Contagion in the Asian CrisisIMF Staff Papers, 1999
- Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple EquilibriaIMF Working Papers, 1998
- Exchange Market Mayhem: The Antecedents and Aftermath of Speculative AttacksEconomic Policy, 1995