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Special section on liquidity shocks, governance, systemic risk, and financial stability
Ellis, Luci (contributor) - In: Journal of banking & finance 45 (2014), pp. 171-351
Persistent link: https://www.econbiz.de/10010467874
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Unanticipated shocks and systemic influences : the impact of contagion in global equity markets in 1998
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2003
Persistent link: https://www.econbiz.de/10001760590
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International contagion effects from the Russian crisis and the LTCM near-collapse
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2002
Persistent link: https://www.econbiz.de/10001675211
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Characterizing global investors' risk appetite for emerging market debt during financial crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2003
Persistent link: https://www.econbiz.de/10001929320
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Actually this time is different
Fry, Renée; Hsiao, Cody Yu-ling; Tang, Chrismin - 2011
Persistent link: https://www.econbiz.de/10009153465
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A new class of tests of contagion with applications
Fry, Renée; Martin, Vance; Tang, Chrismin - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10008736165
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Financial crises propagation to Albania: a comparison of the Russian and Turkish crises
Fry, Renée; Sojli, Elvira - In: Central banking in the time of integration : fifth …, (pp. 295-323). 2005
Persistent link: https://www.econbiz.de/10003333004
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A comparison of alternative tests of contagion with applications
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: Identifying international financial contagion : …, (pp. 60-85). 2005
Persistent link: https://www.econbiz.de/10003350324
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Contagion in international bond markets during the Russian and the LTCM crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: Journal of financial stability 2 (2006) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003779046