A Primer on Financial Contagion
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Cited by:
- Lopes, José Mário & Nunes, Luis C., 2012. "A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1141-1153.
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"The Brazilian currency turmoil of 2002: a nonlinear analysis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 289-306.
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"Testing the Hypothesis of Contagion Using Multivariate Volatility Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
- Marçal, Emerson F. & Valls Pereira, Pedro L., 2008. "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper 15623, University Library of Munich, Germany.
- Pereira, Pedro L. Valls, 2009. "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão 174, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
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Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December.
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More about this item
Keywords
contagion; financial crisis; contagion;JEL classification:
- F30 - International Economics - - International Finance - - - General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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