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Are foreigners the vectors of Contagion? A study of six emerging markets

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  • Diego A. Agudelo
  • Daimer J. Múnera

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  • Diego A. Agudelo & Daimer J. Múnera, 2016. "Are foreigners the vectors of Contagion? A study of six emerging markets," Documentos de Trabajo de Valor Público 16989, Universidad EAFIT.
    • Handle: RePEc:col:000122:016989
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    References listed on IDEAS

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    31. Rodriguez, Juan Carlos, 2007. "Measuring financial contagion: A Copula approach," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 401-423, June.
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    33. Wang, Jianxin, 2007. "Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand," Journal of Development Economics, Elsevier, vol. 84(2), pages 798-811, November.
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    35. Diego A. Agudelo & James E. Byder & Paula Yepes, 2015. "Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals," Documentos de Trabajo de Valor Público 14255, Universidad EAFIT.
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    More about this item

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design

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