Concepedia

Stock market linkages and financial contagion: A cobreaking analysis

Niklas Ahlgren, Jan Antell

The Quarterly Review of Economics and Finance · 2009 · 65 citations · 15 references

DOI

Concepts

References

15

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Pierre Perrón · Econometrica · 1989 · 7.6K citations

, , +15

Market Integration and Contagion

Geert Bekaert, Campbell R. Harvey, Angela Ng · The Journal of Business · 2005 · 1K citations

A New Approach to Measuring Financial Contagion

Kee‐Hong Bae, George Andrew Karolyi, Reneé M. Stulz · Review of Financial Studies · 2003 · 975 citations

A Primer on Financial Contagion

Marcello Pericoli, Massimo Sbracia · Journal of Economic Surveys · 2003 · 697 citations

, , +16

The Unholy Trinity of Financial Contagion

Graciela Kaminsky, Carmen Reinhart, Carlos Végh · The Journal of Economic Perspectives · 2003 · 578 citations · Full text

, , +17