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Market Integration and Contagion (2005)
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by
Geert Bekaert
,
Campbell R. Harvey
,
Angela Ng
| Citations: | 149 - 4 self |
BibTeX
@MISC{Bekaert05marketintegration,
author = {Geert Bekaert and Campbell R. Harvey and Angela Ng},
title = {Market Integration and Contagion},
year = {2005}
}
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Abstract
Contagion in equity markets refers to the notion that markets move more closely together during periods of crisis. One of the most interesting aspects of the contagion debate is the disagreement
