A New Class of Tests of Contagion With Applications
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Volume (Year): 28 (2010)
Issue (Month): 3 ()
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- Kathy Yuan, 2005. "Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion," Journal of Finance, American Finance Association, vol. 60(1), pages 379-411, 02.
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