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'Some contagion, some interdependence': More pitfalls in tests of financial contagion Author info | Abstract | Publisher info | Download info | Related research | Statistics Corsetti, Giancarlo
Pericoli, Marcello
Sbracia, Massimo
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 24 (2005)
Issue (Month): 8 (December)
Pages: 1177-1199
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Handle: RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Mico Loretan & William B. English, 2000.
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Kaminsky, Graciela L. & Schmukler, Sergio L., 1999.
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Graciela L. Kaminsky & Sergio L. Schmukler, 1999.
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[Downloadable!] (restricted) Laura E. Kodres & Matthew Pritsker, 2002.
"A Rational Expectations Model of Financial Contagion ,"
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Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001.
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Working Papers
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Other versions: Kaminsky, Graciela L. & Reinhart, Carmen M., 2000.
"On crises, contagion, and confusion ,"
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Garry J. Schinasi & T. Todd Smith, 1999.
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William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2001.
"Long-Term Global Market Correlations ,"
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8612, National Bureau of Economic Research, Inc.
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"Long-Term Global Market Correlations ,"
Journal of Business ,
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[Downloadable!] Marcello Pericoli & Massimo Sbracia, 2001.
"A Primer on Financial Contagion ,"
Temi di discussione (Economic working papers)
407, Bank of Italy, Economic Research Department.
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Other versions: Calvo, Guillermo A. & Mendoza, Enrique G., 2000.
"Rational contagion and the globalization of securities markets ,"
Journal of International Economics ,
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Other versions: Taimur Baig & Ilan Goldfajn, 2000.
"The Russian Default and the Contagion to Brazil ,"
IMF Working Papers
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