Vance L. Martin
Finance · with Dungey · 2000–2008
A researcher in the Science corpus: 5 papers; trusts 23 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 67 citations into it; #3,808 of 10,518 by trust here, #1,893 by citations
- Economics and Econometrics — 59 citations into it; #8,317 of 23,481 by trust here, #5,251 by citations
Whom Vance L. Martin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Kristin J. Forbes
- R. Dornbusch
- Mardi Dungey
- Roberto Rigobon
- Kee‐Hong Bae
- Massimo Guidolin
- Philipp Hartmann
- Stijn Claessens
- G. Karolyi
- Guillermo A. Calvo
Who trusts Vance L. Martin overall
Papers from Vance L. Martin's perspective
Ordered by how strongly the researchers Vance L. Martin 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
- Spillovers through banking centers: a panel data analysis of bank flows
- Contagion in Emerging Markets: When Wall Street is a carrier
- Is the international propagation of financial shocks non-linear?: Evidence from the ERM
- International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
- The Channels for Financial Contagion Matt Pritsker
- A Primer on Financial Contagion
- Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
- Contagion: How it spreads and How it can be stopped *
Their papers
- A multivariate latent factor decomposition of international bond yield spreads (2000) — 137 citations
- Unravelling financial market linkages during crises (2007) — 221 citations
- Empirical Modeling of Contagion (2004) — 559 citations
- A New Class of Tests of Contagion With Applications (2008) — 186 citations
- Contagion in international bond markets during the Russian and the LTCM crises (2006) — 135 citations