The Channels for Financial Contagion Matt Pritsker

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Subfields: Finance

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Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007, background): “Pritsker (2001) summarizes four types of transmission channels: the correlated information channel (von Furstenberg and Jeon, 1989; King and Wadhwani, 1990) or the wake-up call hypothesis (Sachs et al., 1995), liquidity channel (Forbes, 2004; Claessens et al., 2001), the cross-market hedging…”
Contagion in international bond markets during the Russian and the LTCM crises (2006, background): “The implications of financial and institutional linkages between countries as a channel of contagion have been investigated by Kaminsky and Reinhart (2000), Van Rijckeghem and Weder (2001, 2003), Pritsker (2001).”
Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil (2010, background): “Using the Asian financial crisis episode, Pritsker ( 2001 ) studies rational channels through which contagion might have spread.”