Journal article

Financial contagion and asset pricing

Renee Fry-McKibbin, Vance L Martin, Chrismin Tang

JOURNAL OF BANKING & FINANCE | ELSEVIER | Published : 2014

DOI: 10.1016/j.jbankfin.2014.05.002

University of Melbourne Researchers

Vance Martin Author Economics

Related Projects (1)

Dynamic Count Models of Financial Contagion with Applications to Global Banking and Currency Crises

An international model of contagion and interconnectedness is developed and applied using annual time series on banking and currency crises ..

Citation metrics

16Web of Science

Keywords

Social Sciences

Business, Finance

Exchange Options

Financial Crises

Business & Economics