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AGéNOR, P.R., 1999. The Asian Financial Crisis: Causes, Contagion and Consequences . books.google.com. [Cited by 42 ] (4.46/year)
AHARONY, J. and I. SWARY, 1983. Contagion Effects of Bank Failures: Evidence from Capital Markets . Journal of Business. [Cited by 141 ] (5.55/year)
AHLUWALIA, P., I.N.T.E.R.N.A.T.I.O.N.A.L. MONETARY and R.E.S.E.A.R.C.H. …, 2000. Discriminating Contagion: An Alternative Explanation of Contagious Currency Crises in Emerging … . papers.ssrn.com. [Cited by 52 ] (6.18/year)
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BAIG, T. and I. GOLDFAJN, 2001. The Russian default and the contagion to Brazil . International Financial Contagion. [Cited by 97 ] (13.07/year)
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BILLIO, M. and L. PELIZZON, 2003. Contagion and interdependence in stock markets: Have they been misdiagnosed? . Journal of Economics and Business. [Cited by 34 ] (6.27/year)
BORENSZTEIN, E. and R.G. GELOS, A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds . papers.ssrn.com. [Cited by 100 ] (?/year)
BUSSIERE, M. and C. MULDER, … Market Economies: How High Liquidity can Offset Weak Fundamentals and the Effects of Contagion . papers.ssrn.com. [Cited by 125 ] (?/year)
CALVO, G., 2000. Capital Market Contagion and Recession: An Explanation of the Russian Virus . Wanted: World Financial Stability. [Cited by 35 ] (4.16/year)
CALVO, G.A., 1996. Capital Flows and Macroeconomic Management: Tequila Lessons . International Journal of Finance & Economics. [Cited by 153 ] (12.32/year)
CALVO, G.A., 2004. Contagion in Emerging Markets: When Wall Street is a Carrier . IEA CONFERENCE VOLUME SERIES. [Cited by 288 ] (65.17/year)
CALVO, G.A. and E.G. MENDOZA, 2000. Rational contagion and the globalization of securities markets . Journal of International Economics. [Cited by 390 ] (46.32/year)
CALVO, S. and C.M. REINHART, 1996. Capital Flows to Latin America: Is There Evidence of Contagion Effects? . World. [Cited by 310 ] (24.96/year)
CAPORALE, G.M., A. CIPOLLINI and N. SPAGNOLO, 2005. Testing for contagion: a conditional correlation analysis . Journal of Empirical Finance. [Cited by 40 ] (11.70/year)
CARAMAZZA, F., et al. , 2000. Trade and Financial Contagion in Currency Crises . [Cited by 123 ] (14.61/year)
CARAMAZZA, F., L. RICCI and R. SALGADO, 2004. International financial contagion in currency crises . Journal of International Money and Finance. [Cited by 33 ] (7.47/year)
CERRA, V. and S.C. SAXENA, 2002. Contagion, Monsoons, and Domestic Turmoil in Indonesia's Currency Crisis . Review of International Economics. [Cited by 24 ] (3.74/year)
CERRA, V. and S.C. SAXENA, Contagion, Monsoons and Domestic Turmoil in Indonesia: A Case Study in the Asian Currency Crisis . papers.ssrn.com. [Cited by 34 ] (?/year)
CHAN, K.C., B.E. GUP and M.S. PAN, 1997. International Stock Market Efficiency and Integration: A Study of Eighteen Nations . Journal of Business Finance & Accounting. [Cited by 70 ] (6.13/year)
CIFUENTES, R., H.S. SHIN and G. FERRUCCI, 2005. Liquidity Risk and Contagion . Journal of the European Economic Association. [Cited by 69 ] (20.18/year)
CIPRIANI, M. and A. GUARINO, 2005. Herd Behavior and Contagion in Financial Markets. Forthcoming: Economic Theory. [Cited by 30 ] (8.77/year)
CLAESSENS, S. and K. FORBES, 2001. International Financial Contagion . books.google.com. [Cited by 77 ] (10.38/year)
CONNOLLY, R.A. and F.A. WANG, 2003. International equity market comovements: Economic fundamentals or contagion? . Pacific-Basin Finance Journal. [Cited by 56 ] (10.33/year)
CONNOLLY, R.A. and F.A. WANG, On Stock Market Return Co-Movements: Macroeconomic News, Dispersion of Beliefs, and Contagion . papers.ssrn.com. [Cited by 14 ] (?/year)
CORSETTI, G., M. PERICOLI and M. SBRACIA, 2005. ‘Some contagion, some interdependence': More pitfalls in tests of financial contagion . Journal of International Money and Finance. [Cited by 226 ] (66.09/year)
DORNBUSCH, R., Y.C. PARK and S. CLAESSENS, 2000. Contagion: Understanding How It Spreads . The World Bank Research Observer. [Cited by 106 ] (12.59/year)
DORNBUSCH, R., Y.C. PARK and S. CLAESSENS, 2000. Contagion: How it spreads and how it can be stopped . World Bank Research Observer. [Cited by 71 ] (8.43/year)
DRAZEN, A., Political Contagion in Currency Crises . papers.ssrn.com. [Cited by 136 ] (?/year)
DUNGEY, M., D. ZHUMABEKOVA and C.E.N.T.E.R. FOR, 2001. Testing for Contagion Using Correlations: Some Words of Caution . ideas.repec.org. [Cited by 42 ] (5.66/year)
DUNGEY, M., R. FRY and V.L. MARTIN, 2004. CURRENCY MARKET CONTAGION IN THE ASIA-PACIFIC REGION . Australian Economic Papers. [Cited by 13 ] (2.94/year)
EDWARDS, S., 1998. Interest Rate Volatility, Capital Controls, and Contagion . NBER Working Paper. [Cited by 83 ] (7.97/year)
EDWARDS, S., 2000. Contagion . The World Economy. [Cited by 65 ] (7.72/year)
EDWARDS, S. and R. SUSMEL, 2001. Volatility Dependence and Contagion in Emerging Equity Markets . NBER Working Paper. [Cited by 60 ] (8.09/year)
EICHENGREEN, B., A.K. ROSE and C. WYPLOSZ, 1996. Contagious Currency Crises . NBER Working Paper. [Cited by 495 ] (39.86/year)
ENGLE, R.F. and C. MUSTAFA, 1992. Implied ARCH Models from Options Prices . Journal of Econometrics. [Cited by 209 ] (12.73/year)
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ERWIN, G.R. and J.M. MILLER, 1998. The intra-industry effects of open market share repurchases: Contagion or competitive . Journal of Financial Research. [Cited by 35 ] (3.36/year)
FORBES, K. and R. RIGOBON, 2001. MEASURING CONTAGION . International Financial Contagion. [Cited by 185 ] (24.93/year)
FORBES, K. and R. RIGOBON, 1998. Measuring Stock Market Contagion: Conceptual Issues and Empirical Tests. Mimeograph, Massachusetts Institute of Technology, April. [Cited by 12 ] (1.15/year)
FORBES, K.J. and R. RIGOBON, 2002. No Contagion, Only Interdependence: Measuring Stock Market Comovements . The Journal of Finance. [Cited by 717 ] (111.69/year)
FURFINE, C., Interbank Exposures: Quantifying the Risk of Contagion . papers.ssrn.com. [Cited by 166 ] (?/year)
GANDE, A. and D.C. PARSLEY, 2005. News spillovers in the sovereign debt market . Journal of Financial Economics. [Cited by 34 ] (9.94/year)
GELOS, R.G. and R. SAHAY, 2001. Financial market spillovers in transition economies . Economics of Transition. [Cited by 87 ] (11.73/year)
GLICK, R. and A.K. ROSE, 1999. Contagion and trade Why are currency crises regional? . Journal of International Money and Finance. [Cited by 499 ] (52.98/year)
GOUNDER, R., K. SEN and D.E.P.T... OF, 2000. Black Market Exchange Rates and Contagion Effects: South East Asian Economies . [Cited by 7 ] (0.83/year)
GREVE, H.R., 1998. Managerial cognition and the mimetic adoption of market positions: what you see is what you do . Strategic Management Journal. [Cited by 97 ] (9.31/year)
HALL, S. and A. TAYLOR, 2002. Spillovers from recent emerging market crises: what might account for limited contagion from …. Financial Stability Review. [Cited by 9 ] (1.40/year)
HARTMANN, P., S. STRAETMANS and C.G. VRIES, 2004. Asset Market Linkages in Crisis Periods . Review of Economics and Statistics. [Cited by 104 ] (23.53/year)
HAWKINS, J. and M. KLAU, Measuring Potential Vulnerabilities in Emerging Market Economies . papers.ssrn.com. [Cited by 58 ] (?/year)
HERNáNDEZ, L.F. and R.O. VALDéS, 2001. What drives contagion Trade, neighborhood, or financial links? . International Review of Financial Analysis. [Cited by 54 ] (7.28/year)
HUBERMAN, G. and T. REGEV, 2001. Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar . The Journal of Finance. [Cited by 98 ] (13.21/year)
JORION, P. and G. ZHANG, 2007. Good and bad credit contagion: Evidence from credit default swaps . Journal of Financial Economics. [Cited by 17 ] (11.98/year)
KAMINSKY, G. and S.L. SCHMUKLER, 1999. What triggers market jitters . [Cited by 41 ] (4.35/year)
KAMINSKY, G., C.M. REINHART and C.A. VEGH, 2003. The Unholy Trinity of Financial Contagion . NBER Working Paper. [Cited by 90 ] (16.61/year)
KAMINSKY, G.L. and C.M. REINHART, 2000. On crises, contagion, and confusion . Journal of International Economics. [Cited by 464 ] (55.11/year)
KAMINSKY, G.L. and S.L. SCHMUKLER, 1999. What triggers market jitters? A chronicle of the Asian crisis . Journal of International Money and Finance. [Cited by 202 ] (21.45/year)
KAROLYI, G.A., 2003. Does International Financial Contagion Really Exist? . International Finance. [Cited by 34 ] (6.27/year)
KAUFMAN, G.G., 1994. Bank contagion: A review of the theory and evidence . Journal of Financial Services Research. [Cited by 199 ] (13.80/year)
KAWAI, M., et al. , 2001. Crisis and Contagion in East Asia: Nine Lessons . ideas.repec.org. [Cited by 28 ] (3.77/year)
KELLY, M. and O. CORMAC, Grada, 2000, Market contagion: Evidence from the panics of 1854 and 1857. American Economic Review. [Cited by 20 ] (?/year)
KELLY, M., et al. , 2000. Market Contagion: Evidence from the Panics of 1854 and 1857 . AMERICAN ECONOMIC REVIEW. [Cited by 25 ] (2.97/year)
KHALID, A.M. and M. KAWAI, 2003. Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate … . Journal of Asian Economics. [Cited by 35 ] (6.46/year)
KODRES, L.E. and M. PRITSKER, 2002. A Rational Expectations Model of Financial Contagion . The Journal of Finance. [Cited by 319 ] (49.69/year)
KYLE, A.S. and W. XIONG, 2001. Contagion as a Wealth Effect . The Journal of Finance. [Cited by 196 ] (26.42/year)
LANE, D. and R. VESCOVINI, 1996. Decision Rules and Market Share: Aggregation in an Information Contagion Model . Industrial and Corporate Change. [Cited by 15 ] (1.21/year)
LANG, L. and R. STULZ, 1992. Contagion and competitive intra-industry effects of bankruptcy announcements . Journal of Financial Economics. [Cited by 247 ] (15.04/year)
LARDY, N.R., 1998. China and the Asian Contagion . Foreign Affairs. [Cited by 50 ] (4.80/year)
LEVY-YEYATI, E., A. UBIDE and (.W.A.S.H.I.N.G.T.O.N.). INTERNATIONAL, 1998. Crises, contagion, and the closed-end country fund puzzle . [Cited by 37 ] (3.55/year)
LORETAN, M. and W.B. ENGLISH, Evaluating Correlation Breakdowns During Periods of Market Volatility . papers.ssrn.com. [Cited by 85 ] (?/year)
LORETAN, M. and W.B. ENGLISH, 2000. III. Special feature: Evaluating changes in correlations during periods of high market volatility . BIS Quarterly Review. [Cited by 19 ] (2.26/year)
LOWELL, J., C.R. NEU and D. TONG, 1998. Financial Crises and Contagion in Emerging Market Countries. . [Cited by 22 ] (2.11/year)
MASIH, A.M.M. and R. MASIH, 1999. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based … . Pacific-Basin Finance Journal. [Cited by 105 ] (11.15/year)
MASSON, P., 1999. 8 Contagion; monsoonal effects, spillovers and jumps between multiple equilibria . The Asian Financial Crisis: Causes, Contagion and …. [Cited by 302 ] (32.06/year)
MASSON, P., 1999. Contagion: macroeconomic models with multiple equilibria . Journal of International Money and Finance. [Cited by 131 ] (13.91/year)
MASSON, P.R., Multiple Equilibria, Contagion, and the Emerging Market Crises . papers.ssrn.com. [Cited by 88 ] (?/year)
MEI, J.J.P., 1999. Political Risk, Financial Crisis, and Market Volatility . [Cited by 20 ] (2.12/year)
MUSUMECI, J.J. and J.F. SINKEY, 1990. The International Debt Crisis, Investor Contagion, and Bank Security Returns in 1987: The Brazilian … . Journal of Money, Credit & Banking. [Cited by 62 ] (3.37/year)
MüLLER, J., 2003. Two Approaches to Assess Contagion in the Interbank Market . Swiss National Bank (December). [Cited by 11 ] (2.03/year)
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SAUNDERS, A., 1986. An examination of the contagion effect in the international loan market. Studies in Banking and Finance. [Cited by 12 ] (0.54/year)
SAUNDERS, A. and S.A.L.O.M.O.N. BROTHERS, 1986. The Interbank Market, Contagion Effects and International Financial Crises. Salomon Brothers Center for the Study of Financial Institutions, …. [Cited by 30 ] (1.34/year)
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TOPOL, R., 1991. Bubbles and Volatility of Stock Prices: Effect of Mimetic Contagion . Economic Journal. [Cited by 89 ] (5.11/year)
UPPER, C. and A. WORMS, 2004. Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? . European Economic Review. [Cited by 117 ] (26.47/year)
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WELLS, S.J., Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion . papers.ssrn.com. [Cited by 19 ] (?/year)