Was financial market contagion the source of economic crisis in Asia?: Evidence using a multivariate VAR model

By Ahmed M. Khalid, M. Kawai. 2003

143 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4dbe685faf245e6db657588810317181d91a477a

How researchers see this paper

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

In Economics and Econometrics

1. Renée Fry
2. Chrismin Tang
3. Vance L. Martin
4. Alesia Kalbaska
5. M. Gątkowski

In Finance

1. Renée Fry
2. Chrismin Tang
3. Vance L. Martin
4. Alesia Kalbaska
5. M. Gątkowski
6. Mardi Dungey

Citations in the corpus

• Eurozone sovereign contagion: Evidence from the CDS market (2005–2010) (2012, methodology): “The analysis of VAR and Granger-causality to assess financial spillovers was applied by Galesi and Sgherri (2009), Gray (2009), Khalid and Kawai (2003) and Sander and Kleimeier (2003).”
• A New Class of Tests of Contagion With Applications (2008, background): “The third set of linkages are yet to be examined, although there is other work which focuses on cross-linkages among other asset classes (Granger, Huang, and Yang 2000; Khalid and Kawai 2003; Hartmann, Straetmans, and de Vries 2004; and Dungey and Martin 2007).”