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Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets

✍ Scribed by Lalith P. Samarakoon

Book ID
116575405
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
346 KB
Volume
21
Category
Article
ISSN
1042-4431

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In this paper we examine whether during the 1997 East Asian crisis there was any contagion from the four largest economies in the region (Thailand, Indonesia, Korea and Malaysia) to a number of developed countries (Japan, UK, Germany and France). Following Forbes and Rigobon, we test for contagion a