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Extreme returns in the European financial crisis
Chouliaras, Andreas, (2017)
Financial market instability : three essays on financial contagion, lending of last resort and moral hazard, and deposit insurance
Manz, Michael, (2004)
Identifying international financial contagion : progress and challenges
Dungey, Mardi H., (2005)
International financial contagion : what do we know?
Dungey, Mardi H., (2003)
The US Treasury market in August 1998 : untangling the effects of Hong Kong and Russia with high frequency data