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Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda .
In: Econometric Society 2004 Australasian Meetings.
RePEc:ecm:ausm04:243.

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    In: Economic Modelling.
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  2. Does the financial crisis affect distressed or constrained firms more heavily?. (2015). Alfranseder, Emanuel .
    In: Knut Wicksell Working Paper Series.
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  3. The global financial crisis: World market or regional contagion effects?. (2014). Andreosso-O'Callaghan, Bernadette ; Morales, Lucia.
    In: International Review of Economics & Finance.
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  4. The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Beyer, Andreas ; Alter, Adrian.
    In: Journal of Banking & Finance.
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  5. A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets. (2014). faff, robert ; Benson, Karen ; Pullen, Tim .
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  6. Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds. (2013). Thorp, Susan ; Cayon, Edgardo.
    In: Research Paper Series.
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  7. The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian.
    In: Working Paper Series.
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  8. A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis. (2013). Audigé, Henri ; Audige, Henri .
    In: EconomiX Working Papers.
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  9. Effect of the container terminal characteristics on performance. (2013). Caldeirinha, Vitor ; Dionisio, Andreia ; Felicio, Augusto J..
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  10. Contagion Effects in the European Nyse Euronext Stock Markets in the Context of the 2010 Sovereign Debt Crisis. (2013). Horta, Paulo .
    In: CEFAGE-UE Working Papers.
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  11. The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Beyer, Andreas ; Alter, Adrian.
    In: CFS Working Paper Series.
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  12. Interdependence and contagion in global asset markets. (2012). Bricco ('Gieck'), Jana ; Beirne, John.
    In: Working Paper Series.
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  13. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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  14. The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index. (2010). Filipozzi, Fabio.
    In: Research in Economics and Business: Central and Eastern Europe.
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  15. A FRAMEWORK FOR THE TREATMENT OF FINANCIAL CONTAGION EFFECTS IN THE CONTEXT OF THE ACTUAL EUROPEAN TURBULENCES. (2010). Prelipcean, Gabriela ; Mircea, Boscoianu ; Gabriela, Prelipcean .
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  16. Measuring Financial Contagion by Local Gaussian Correlation. (2010). Tjostheim, Dag ; Stove, Bård, ; Hufthammer, Karl Ove .
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  17. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
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  18. Spatial Contagion of Global Financial Crisis. (2009). Tjahjawandita, Ari ; Rinaldi, Rullan ; Pradono, Tito.
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  19. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach.. (2008). Panopoulou, Ekaterini ; Flavin, Thomas.
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  20. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Stahel, Christof ; Boyson, Nicole .
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  21. Dynamic distributions and changing copulas. (2008). Harvey, Andrew.
    In: Cambridge Working Papers in Economics.
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  22. Correlation, Contagion, and Asian Evidence. (2006). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Asian Economic Papers.
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  23. Sector diversification during crises: a European perspective. (2006). Szafarz, Ariane ; Beine, Michel ; Preumont, Pierre-Yves .
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  24. Financial Contagion between Economies - an Exploratory Spatial Analysis. (2005). Vaya, Esther ; Villar, Oscar.
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  25. Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle.. (2005). DNIZ, EMILIO GMEZ ; SANTANA, MIGUEL LEN.
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  26. SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998. (2005). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzales-Hermosillo, Brenda .
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  27. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
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  28. Indicators of financial crises do work! An early-warning system for six Asian countries. (2004). Lestano, Lestano ; Kuper, Gerard ; Jacobs, Jan.
    In: International Finance.
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    RePEc:boe:boeewp:212.

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  27. When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises. (2004). Solomon, Raphael H..
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-18.

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  28. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4207.

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  29. On the Stability of Different Financial Systems. (2003). Fecht, Falko.
    In: Finance.
    RePEc:wpa:wuwpfi:0305008.

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  30. Financial Fragility, Liquidity and Asset Prices. (2003). Gale, Douglas ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-37.

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  31. Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002. (2003). Allsopp, Louise .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2003/10.

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  32. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk. (2003). Yorulmazer, Tanju ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3743.

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  33. Bank Portfolio Restrictions and Equilibrium Bank Runs. (2003). Shell, Karl ; Peck, James.
    In: Levine's Bibliography.
    RePEc:cla:levrem:666156000000000077.

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  34. Experiments with Network Formation. (2003). Duffy, John ; Corbae, P. Dean.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:666156000000000319.

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  35. Banking Crises and Contagion: Empirical Evidence. (2003). Santor, Eric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-1.

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  36. Financial globalization : unequal blessings. (2002). Schmukler, Sergio ; Levy Yeyati, Eduardo ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2903.

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  37. Risk Assessment for Banking Systems. (2002). Summer, Martin ; Lehar, Alfred ; Elsinger, Helmut.
    In: Working Papers.
    RePEc:onb:oenbwp:79.

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  38. Firm-Specific Resources, Financial-Market Development and the Growth of U.S. Multinationals. (2002). Phillips, Gordon ; feinberg, susan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9252.

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  39. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

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  40. Liquidity Shortages and Banking Crises. (2002). Rajan, Raghuram ; Diamond, Douglas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8937.

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  41. Estimating Settlement Risk and the Potential for Contagion in Canadas Automated Clearing Settlement System. (2002). Northcott, Carol Ann.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-41.

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  42. Balance-Sheet Contagion. (2002). Moore, John ; Kiyotaki, Nobuhiro.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:2:p:46-50.

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  43. Financial Institutions, Contagious Risks, and Financial Crises. (2001). xu, Chenggang ; Huang, Haizhou.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-444.

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  44. Large-Scale Synchrony, Global Interdependence and Contagion. (2001). Johnson, Simon ; Landsberg, Adam ; Friedman, Eric .
    In: Departmental Working Papers.
    RePEc:rut:rutres:200103.

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  45. Limited enforcement and efficient interbank arrangements. (2001). MacGee, James (Jim) ; Koeppl, Thorsten.
    In: Working Papers.
    RePEc:fip:fedmwp:608.

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  46. Liquidity provision vs. deposit insurance : preventing bank panics without moral hazard?. (2001). Martin, Antoine.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-05.

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  47. Competition and stability in banking. (2001). de Mooij, Ruud ; Lemmen, Jan ; canoy, marcel ; van Dijk, Machiel.
    In: CPB Document.
    RePEc:cpb:docmnt:15.

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  48. Financial Institutions, Financial Contagion, and Financial Crises. (2000). xu, Chenggang ; Huang, Haizhou.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2000-316.

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  49. A New Approach to Measuring Financial Contagion. (2000). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7913.

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  50. A rational expectations model of financial contagion. (1998). Kodres, Laura E. ; Pritsker, Matthew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-48.

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