Contagion and causality: an empirical investigation of four Asian crisis episodes

113 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Volatility transmission and financial crises (2006, background): “Sander and Kleimeier (2003) carried out cointegration and Granger causality tests to analyse contagion between sovereign bond spreads as a measure of perceived country risk in four Asian crisis episodes.”