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Financial market spillovers in transition economies

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Author Info
R. Gaston Gelos
Ratna Sahay

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Article provided by The European Bank for Reconstruction and Development in its journal Economics of Transition.

Volume (Year): 9 (2001)
Issue (Month): 1 (March)
Pages: 53-86
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Handle: RePEc:bla:etrans:v:9:y:2001:i:1:p:53-86

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  2. Theodore Syriopoulos, 2004. "International portfolio diversification to Central European stock markets," Applied Financial Economics, Taylor and Francis Journals, vol. 14(17), pages 1253-1268, November. [Downloadable!] (restricted)
  3. Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Ashoka Mody & Thomas Helnling & Ratna Sahay, 2004. "Debt Accumulation in the CIS-7 Countries: Bad Luck, Bad Policies, or Bad Advice," IMF Working Papers 04/93, International Monetary Fund. [Downloadable!]
  5. Marcel Fratzscher, 2003. "On currency crises and contagion," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 109-129. [Downloadable!]
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  6. Anatolyev, Stanislav, 2005. "A ten-year retrospection of the behavior of Russian stock returns," BOFIT Discussion Papers 9/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
  7. Terhi Jokipii & Brian Lucey, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp077, IIIS. [Downloadable!]
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  8. Neeltje van Horen & Henk Jager & Franc Klaassen, 2006. "Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 142(2), pages 374-401, July. [Downloadable!] (restricted)
  9. Manolis Syllignakis & Georgios Kouretas, 2006. "Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration," William Davidson Institute Working Papers Series wp832, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  10. Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, Bank of Finland. [Downloadable!]
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  11. Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744. [Downloadable!]
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  12. Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany. [Downloadable!]
  13. Kee-Hong Bae & G. Andrew Karolyi & Rene M. Stulz, 2001. "A new approach to measuring financial contagion," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 489-529.
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  14. Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005. "Do European Stock Markets Affect Latin American Stock Markets?," Finance 0512017, EconWPA. [Downloadable!]
  15. Franc Klaassen & Henk Jager, 2007. "Model-free Measurement of Exchange Market Pressure," Tinbergen Institute Discussion Papers 06-112/2, Tinbergen Institute. [Downloadable!]
  16. Bernd Hayo & Ali Kutan, 2002. "The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets," Finance 0209001, EconWPA. [Downloadable!]
  17. Lucjan T Orlowski, 2005. "Exchange Rate Risk and Convergence to the Euro," Macroeconomics 0501034, EconWPA. [Downloadable!]
  18. Daryl Collins & Shãna Gavron, 2004. "Channels of financial market contagion," Applied Economics, Taylor and Francis Journals, vol. 36(21), pages 2461-2469, December. [Downloadable!] (restricted)
  19. Daryl Collins & Shãna Gavron, 2005. "Measuring equity market contagion in multiple financial events," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 531-538, May. [Downloadable!] (restricted)
  20. M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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