Bae, Kee-hong (contributor); Karolyi, G. Andrew (contributor) - 2000 - [Elektronische Ressource]
A new approach to measuring financial contagion
Kee-Hong Bae, G. Andrew Karolyi, and René M. Stulz*
Abstract
This paper … proposes a new approach to evaluate contagion in financial markets. Our
measure of contagion captures the co-incidence of …, and Reese
Chair of Banking and Monetary Economics, Fisher College of Business, The Ohio State
University, and Research …