This paper tests for the existence of contagion during the 1997/98 Asian crisis. We interpret contagion as a …-information framework of Favero and Giavazzi (2002) we find that the null hypothesis of no contagion is widely rejected. We also uncover …

In this paper, we contribute to the literature on the international stock market co-movements and contagion, especially …

The volatility of exchange rates leads to a reduction of international trade volumes, especially in emerging economies … flows, which comes timely after the increased volatility between the Euro and Arab national currencies during the last few … exchange rate volatility on trade using monthly time series for the last ten years from 2000 up to 2011. By means of a Vector …

This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …

This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency … (1997/98). Using a LOGIT approach we can show that contagion, in the sense of a crisis not explainable by economic …