Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms
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- Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2007. "Measuring financial market contagion using dually-traded stocks of Asian firms," Journal of Asian Economics, Elsevier, vol. 18(1), pages 217-236, February.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Faten Ben Slimane & Mohamed Mehanaoui & Irfan A. Kazi, 2014. "Interdependency and Spillover during the Financial Crisis of 2007 to 2009 – Evidence from High Frequency Intraday Data," Working Papers 2014-126, Department of Research, Ipag Business School.
- Dungey, Mardi & Gajurel, Dinesh, 2015.
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- Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T., 2014. "Price discovery for cross-listed firms with foreign IPOs," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 80-87.
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- Wang, Ming-Chieh, 2013. "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1160-1174.
More about this item
KeywordsAsian financial crisis; ADRs; EGARCH; Contagion;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-08-18 (All new papers)
- NEP-CFN-2007-08-18 (Corporate Finance)
- NEP-FMK-2007-08-18 (Financial Markets)
- NEP-SEA-2007-08-18 (South East Asia)
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