Chrismin Tang
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it
- Economics and Econometrics — 15 citations into it
Whom Chrismin Tang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Chrismin Tang's perspective
Ordered by how strongly the researchers Chrismin Tang trusts endorse each paper. Same corpus, a different order for every researcher.
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion
- International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
- Unravelling financial market linkages during crises
- Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
- A New Approach to Measuring Financial Contagion
- Empirical Modeling of Contagion
- Conditional Skewness in Asset Pricing Tests
- Further Evidence on the Integration of REIT, Bond, and Stock Returns
- Was financial market contagion the source of economic crisis in Asia?: Evidence using a multivariate VAR model
Their papers
- A New Class of Tests of Contagion With Applications (2008) — 186 citations