- Andrews, Donald W.K. (1991), ‘Heteroskedasticity and autocorrelation consistent covariance matrix estimation’, Econometrica, 59(3), 817–58.
Paper not yet in RePEc: Add citation now
- Barth, James R., Tong Li and Triphon Phumiwasana (2009a), ‘The US financial crisis: credit crunch and yield spreads’, in Robert Pringle and Nick Carver (eds), RBS Reserve Management Trends, London: Central Banking Publications, pp. 35–52.
Paper not yet in RePEc: Add citation now
- Barth, James R., Tong Li, Wenling Lu, Triphon Phumiwasana and Glenn Yago (2009b), The Rise and Fall of the US Mortgage and Credit Markets: A Comprehensive Analysis of the Meltdown, New York: John Wiley.
Paper not yet in RePEc: Add citation now
Bayoumi, Tamim and Andrew Swiston (2009), ‘Foreign entanglements: estimating the source and size of spillovers across industrial countries’, IMF Staff Papers, 56(2), 353–83, International Monetary Fund, Washington, DC.
- Bekaert, Greet, Campbell R. Harvey and Angela Ng (2005), ‘Market integration and contagion’, Journal of Business, 78(1), 39–69.
Paper not yet in RePEc: Add citation now
- Bekaert, Greet, Robert J. Hodrick and Xiaoyan Zhang (2009), ‘International stock return comovements’, Journal of Finance, 64(6), 2591–626.
Paper not yet in RePEc: Add citation now
- Benton E. Gup - 9781848446663 Downloaded from Elgar Online at 10/10/2016 09:45:25AM via CitEc (NOT FOR DISTRIBUTION, SHARING or POSTING)
Paper not yet in RePEc: Add citation now
Bertero, Elisabetta and Colin Mayer (1990), ‘Structure and performance: global interdependence of stock markets around the crash of October 1987’, European Economic Review, 34, 1155–80.
Bonfiglioli, Alessandra and Carlo A. Favero (2005), ‘Explaining co-movements between stock markets: the case of US and Germany’, Journal of International Money and Finance, 24, 1299–316.
Candelon, Bertrand, Alain Hecq and Willem F.C. Verschoor (2005), ‘Measuring common cyclical features during financial turmoil: evidence of interdependence not contagion’, Journal of International Money and Finance, 24, 1317–34.
Corsetti, Giancarlo, Marcello Pericoli and Massimo Sbracia (2005), ‘Some contagion, some interdependence: more pitfalls in tests of financial contagion’, Journal of International Money and Finance, 24, 1177–99.
Dooley, Michael and Michael Hutchison (2009), ‘Transmission of the US subprime crisis to emerging markets: evidence on the decoupling–recoupling hypothesis’, Journal of International Money and Finance, 28(8), 1331–49.
Ehrmann, Michael, Marcel Fratzscher and Roberto Rigobon (2005), ‘Stocks, bonds, money markets and exchange rates: measuring international financial Benton E. Gup - 9781848446663 Downloaded from Elgar Online at 10/10/2016 09:45:25AM via CitEc (NOT FOR DISTRIBUTION, SHARING or POSTING) The financial and economic crises transmission’, NBER Working Paper 11166, National Bureau of Economic Research, Cambridge, MA.
Eichengreen, Barry, Ashoka Mody, Milan Nedeljkovic and Lucio Sarno (2009), ‘How the subprime crisis went global: evidence from bank credit default swap spreads’, NBER Working Paper 14904, National Bureau of Economic Research, Cambridge, MA.
Forbes, Kristin J. and Menzie D. Chinn (2004), ‘A decomposition of global linkages in financial markets over time’, Review of Economics and Statistics, 86(3), 705–22.
- Forbes, Kristin J. and Roberto Rigobon (2002), ‘No contagion, only interdependence: measuring stock market comovements’, Journal of Finance, 57(5), 2223–61.
Paper not yet in RePEc: Add citation now
Frank, Nathaniel and Heiko Hesse (2009), ‘Financial spillovers to emerging markets during the global financial crisis’, Finance a úvěr-Czech Journal of Economics and Finance, 59(6), 507–21.
- Hansen, Lars P. (1982), ‘Large sample properties of generalized method of moments estimators’, Econometrica, 50, 1029–54.
Paper not yet in RePEc: Add citation now
- Hernández, Leonardo F. and Rodrigo O. Valdés (2001), ‘What drives contagion trade, neighborhood, or financial links?’, International Review of Financial Analysis, 10, 203–18.
Paper not yet in RePEc: Add citation now
- Imbs, Jean (2004), ‘Trade, finance, specialization, and synchronization’, Review of Economics and Statistics, 86, 723–34.
Paper not yet in RePEc: Add citation now
- International Monetary Fund (IMF) (2007), ‘Spillovers and cycles in the global economy’, World Economic Outlook, April, International Monetary Fund, Washington, DC.
Paper not yet in RePEc: Add citation now
- King, Mervyn A. and Sushil Wadhwani (1990), ‘Transmission of volatility between stock markets’, Review of Financial Studies, 3, 5–33.
Paper not yet in RePEc: Add citation now
- Lee, Sang B. and Kwang J. Kim (1993), ‘Does the October 1987 crash strengthen the comovement among national stock markets?’, Review of Financial Economics, 3, 89–102.
Paper not yet in RePEc: Add citation now
Morona, Claudio and Andrea Beltratti (2008), ‘Comovements in international stock markets’, Journal of International Financial Markets, Institutions and Money, 18, 31–45.
- Sims, Christopher A. (1980), ‘Macroeconomics and reality’, Econometrica, 48, 1–47.
Paper not yet in RePEc: Add citation now