Additional information is available for the following registered author(s):

• Bertrand Candelon
• Alain Hecq

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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: 1317-1334
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Handle: RePEc:eee:jimfin:v:24:y:2005:i:8:p:1317-1334

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1. Marie Brière & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," Working Papers DULBEA 08-22.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
   Other versions:
   • Marie Brière & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion,only globalization and flight to quality," Working Papers CEB 08-018.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
   • Brière, Marie & CHAPELLE, Ariane & SZAFARZ, Ariane, 2008. "No contagion, only globalization and flight to quality," ULB Institutional Repository 08-22.RS, ULB -- Universite Libre de Bruxelles. [Downloadable!]
2. Matesanz, David & Ortega , Guillermo J., 2008. "Network analysis of exchange data: Interdependence drives crisis contagion," MPRA Paper 7720, University Library of Munich, Germany. [Downloadable!]
3. Manner, Hans & Candelon, Bertrand, 2007. "Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas," Research Memoranda 052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
4. Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANUCBE School of Economics Working Papers 2005-451, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
   Other versions:
   • Anderson, Heather M. & Vahid, Farshid, 2007. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January. [Downloadable!] (restricted)

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This page was last updated on 2009-11-12.