Albuquerque, R., N. Loayza and L. Servén (2005). World market integration through the lens of foreign direct investors. Journal of International Economics, Vol.
American Economic Review, Vol. 93 (1), 3 8-62. Baig, T. and I. Goldfajn (1998). Financial Market Contagion in the Asian Crisis. IMF Working Paper No.98/155.
Andersen, T., T. Bollerslev, F. X. Diebold and C. Vega (2003) Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange.
Bekaert, G. and C.R. Harvey (1995). Time-Varying World Market Integration.
Canova, F. (2005). The Transmission of US Shocks to Latin America. Journal of Applied Econometrics, Vol. 20 (2), 229-251.
Cappiello, L. B. Gerard and S. Manganelli (2005). Measuring comovements by regression quantiles. ECB Working Paper No. 501.
Christie-David, R. M. Chaudhry and W. Khan (2002). News Releases, Market Integration, and Market Leadership. Journal of Financial Research, Vol. 25 (2), 223-245.
Daude, C. and M. Fratzscher (2006). The pecking order of cross-border investment.
- Durham, J. (2001). Monetary Policy and Stock Price Returns. Financial Analysts Journal, Vol. 59 (4), 26-35.
Paper not yet in RePEc: Add citation now
- Ederington, L. and J.H. Lee (1993). The Short-Run Dynamics of the Price Adjustment to New Information. Journal of Financial and Quantitative Analysis, Vol. 30 (1), 117-134.
Paper not yet in RePEc: Add citation now
Ehrmann, M. and M. Fratzscher (2006). Global financial transmission of monetary policy shocks. ECB Working Paper No. 616.
Ehrmann, M., M. Fratzscher and R. Rigobon (2005). Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission.
Eichengreen, B., A.K. Rose, and C. Wyplosz (1996). Contagious currency crises: first tests. Scandinavian Journal of Economics, Vol. 98 (4), 463-484.
- Fischer, S. Reflections on crises. Indian Council for Research on International Economic Relations, New Delhi, January 21, 2002.
Paper not yet in RePEc: Add citation now
Forbes, K.J. and M. Chinn (2004). A Decomposition of Global Linkages in Financial Markets Over Time, Review of Economics and Statistics, Vol. 86 (3), 705722.
Forbes, K.J. and R. Rigobon (2002). No Contagion, Only Interdependence: Measuring Stock Market Co-Movements. Journal of Finance, Vol. 57 (5), 2223-2261.
Glick, R. and A. Rose (1999). Contagion and Trade: Why Are Currency Crises Regional? Journal of International Money and Finance, Vol. 18 (4), 603617.
Goldberg, L. and D. Leonard (2003). What moves sovereign bond markets? The effect of economic news on US and German yields. Current Issues in Economics and Finance, Federal Reserve Bank of New York.
Goldstein, M., G.L. Kaminsky, and C.M. Reinhart (2000). Assessing financial vulnerability: an early warning system for emerging markets. Institute for International Economics. Washington, D.C.
Griffin, J.M. and Stulz, R.M., 2001. International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns. Review of Financial Studies 14(1), 215-241.
- Hall, S. and A. Taylor (2002). Spillovers from recent emerging market crises: what might account for limited contagion from Argentina?. Bank of England Financial Stability Review, Vol. 12.
Paper not yet in RePEc: Add citation now
Hamao, Y., Masulis, R.W. and Ng, V. (1990), Correlations in Price Changes and Volatility Across International Stock Markets, Review of Financial Studies 3 (2), 28 1-307.
Journal of Finance, Vol. 50 (2), 403-444. Bekaert, G. and C.R. Harvey (1998). Capital Flows and the Behavior of Emerging Market Equity Returns. NBER Working Paper No. 6669.
Kaminsky, G.L. and C.M. Reinhart (1999). The twin crises: the causes of banking and balance-of-payments problems. American Economic Review, Vol. 89 (3), 473-500.
Kaminsky, G.L. and C.M. Reinhart (2002). The center and the periphery: tales of financial turmoil. Mimeo, George Washington University, Washington, D.C.
Kaminsky, G.L. and S. Schmukler (1999). What triggers market jitters?: A chronicle of the Asian crisis. Journal of International Money and Finance, Vol. 18 (4), 537-560.
Kaminsky, G.L. and S. Schmukler (2003). Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization. IMF Working Paper No. 34.
Karolyi, G. (2003). Does international financial contagion really exist? International Finance, Vol. 6 (2), 179-199.
Kim, S.J, F. Moshirian and E. Wu (2005). Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. Journal of Banking & Finance, Vol. 29 (10), 2475-2502.
King, M.A. and S. Wadhwani (1990). Transmission of Volatility between Stock Markets. Review of Financial Studies, Vol. 3 (1), 5-33.
- Krueger, A. Crisis Prevention and Resolution: Lessons from Argentina. National Bureau of Economic Research Conference on The Argentina Crisis. Cambridge, July 17, 2002.
Paper not yet in RePEc: Add citation now
Lin, W., R.F. Engle and T. Ito (1994). Do bulls and bears move across borders? International transmission of stock returns and volatility. Review of Financial Studies, Vol. 7 (3), 507-53 8.
Miniane, J. and H. Rogers (2003). Capital Controls and the International Transmission of U.S. Money Shocks. Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 778.
NBER Working Paper No. 11166. Ehrmann, M. and M. Fratzscher (2004).Taking stock: Monetary policy transmission to equity markets, Journal of Money, Credit and Banking 36(4): 7 19-37.
Rigobon, R. (2002). On the measurement of the international propagation of shocks: is the transmission stable? Journal of International Economics, Vol. 61 (2), 261-283.
- Wcrkng Paper Series Nc 124 Fleming, M J. and E. M. Remolona, (1999). Price Formation and Liquidity in the U.S.
Paper not yet in RePEc: Add citation now
Wo king Paper Series No 124 King, M.A., E. Sentana and S. Wadhwani (1994). Volatility and the links between national stock markets. Econometrica, Vol. 62 (4), 90 1-934.
Wongswan, J. (2003). Transmission of Information Across International Equity Markets. Board of Governors of the Federal Reserve System International Finance Discussion Papers No. 759.
Wongswan, J. (2005) The Response of Global Equity Indexes to U.S. Monetary Policy Announcements. Board of Governors of the Federal Reserve System International Finance Discussion Papers No.844.