Thijs D. Markwat
Economics and Econometrics · 2009
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 19 citations into it
- Finance — 16 citations into it
Whom Thijs D. Markwat trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Juan Carlos Meléndez Rodríguez
- Marcello Pericoli
- R. Dornbusch
- Brian H. Boyer
- M. Sbracia
- Tomomi Kumagai
- Stijn Claessens
Who trusts Thijs D. Markwat overall
Papers from Thijs D. Markwat's perspective
Ordered by how strongly the researchers Thijs D. Markwat trusts endorse each paper. Same corpus, a different order for every researcher.
- A Primer on Financial Contagion
- Measuring financial contagion:a copula approach
- How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
- Contagion: Understanding How It Spreads
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- A Rational Expectations Model of Financial Contagion
- Extreme Correlation of International Equity Markets
- International Asset Allocation With Regime Shifts
- Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
- A New Approach to Measuring Financial Contagion
Their papers
- Contagion as a domino effect in global stock markets (2009) — 208 citations