THEORETICAL AND EMPIRICAL SURVAY OF CONTAGIOUS FINANCIAL CRISES

ABSTRACT

___

  • Allen, Franklin and Gale, D. (2000), "Financial Contagion", The Journal of Political Economy, Volume 108, Issue 1.
  • Bekaert, G., Campbell R.H. and Ng, A. "Market Integration and Contagion", NBER, Working Paper, 9510.
  • CHANGA, ROBERTO AND MAJNONIB, G. (2002), "FINANCIAL CRISES FUNDAMENTALS, BELIEFS, AND FINANCIAL CONTAGION", EUROPEAN ECONOMIC REVIEW, NO. 46, PP. 801 - 808.
  • Dornbusch, R., Park Y.C. and Claessens S. (2000), "Contagion: Understanding How It Spreads" The World Bank Research Observer, No.2, pp. 177-97.
  • Edwards, S. (2000), "Interest Rates, Contagion and Capital Controls" NBER Working Paper 7801.
  • Eichengreen, B., Rose, A.K. and Wyplosz, C. (1996), "Contagious Currency Crises", NBER Workı ing Paper 5681.
  • Glick, Reuven and Rose, A. (1998), "Contagion and Trade: Why Are Currency Crises Regional?" NBER, Working Paper, 6806.
  • Glicka, R. and Roseb, A.K. (1999), "Contagion and Trade: Why are Currency Crises Regional?", Jour- nal of International Money and Finance, No. 18, pp. 603-617.
  • Gong-meng Chen, Michael Firth, Oliver Meng Rui, "Stock market linkages: Evidence from
  • Latin America", Journal of Banking & Finance 26 (2002)
  • Ito, Takatoshi & Hashimoto, Y. (2002), "High- Frequency Contagion of Currency Crises in Asia", NBER, Working Paper, 9376.
  • Kaminsky, G.L., and Reinhart, C.M. (2000), "On Crises, Contagion, and Confusion", Journal of International Economics 51.
  • Khalid, A.M. and Kawai, M. (2003), "Was Fi- nancial Market Contagion the Source of Economic Criı sis in Asia Evidence Using a Multivariate VAR model", Journal of Asian Economics, No. 14, pp. 131ı 156.
  • Leonardo F. Hernandez, Rodrigo O. Valde', "What drives contagion Trade, neighborhood, or financial links?",International Review of Financial Analysis, 10 (2001)
  • Mina, H.G., McDonald, J.A. and Chounga, Jaeyong (2003), "Dynamic Capital Mobility, Capital- Market Risk, and Contagion: Evidence From Seven Asian Countries", Japan and the World Economy, No. 15, pp. 161-183
  • Nagayasu, Jun (2001), "Currency Crisis and Contagion: Evidence from Exchange Rates and Secı toral Stock Indices of the Philippines and Thailand",
  • Journal of Asian Economics, No. 12 pp. 529-546.