Contagion: How it spreads and How it can be stopped *

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Testing for East-West Contagion in the European Banking Sector During the Financial Crisis (2011, unknown): “[17] Dornbusch, R.”
Revisiting the Dependence between Financial Markets with Copulas (2000, unknown): “Three copulas play an important role C− (u1, u2) = max (u1 + u2 − 1, 0) C⊥ (u1, u2) = u1u2 C (u1, u2) = min (u1, u2) (16)”
Contagion as a domino effect in global stock markets (2009, unknown): “Second, we add to the ongoing debate on contagion and interdependence, as defined in Dornbusch et al. (2000) (see also Pericoli and Sbracia (2003)), by using a framework in which we allow for both types of spillovers.”
Unravelling financial market linkages during crises (2007, methodology): “Overviews of the literature on contagion may be found in Dornbusch et al. (2000) and Pericoli and Sbracia (2003).”
Spillovers through banking centers: a panel data analysis of bank flows (2003, background): “Countries might reduce con- 2 Claessens et al. (2001) offer an overview of the general literature on financial contagion.”
A New Approach to Measuring Financial Contagion (2000, unknown): “2 For a review of the difficulties in defining contagion, see Dornbusch, Park, and Claessens (2001) .”