Unobservable shocks as carriers of contagion

This publication has 45 references indexed in Scilit:

• Networks in Finance
  SSRN Electronic Journal, 2008
• Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index
  The European Journal of Finance, 2008
• The extreme-value dependence of Asia-Pacific equity markets
  Journal of Multinational Financial Management, 2008
• Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis
  Statistical Methods & Applications, 2005
• Coexceedances in financial markets—a quantile regression analysis of contagion
  Emerging Markets Review, 2005
• Contagion and interdependence in stock markets: Have they been misdiagnosed?
  Journal of Economics and Business, 2003
• A New Approach to Measuring Financial Contagion
  The Review of Financial Studies, 2003
• Why do contagion effects vary among bank failures?
  Journal of Banking & Finance, 2001
• Financial Contagion
  Journal of Political Economy, 2000
• Financial Market Contagion in the Asian Crisis
  SSRN Electronic Journal, 1998