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Asia or Latin Asian crisis asset pricing model asymmetric volatility Bekaert and Harvey benchmark beta with respect betas and correlations CAPM Colombia comovement conditional betas conditional variances contagion correlations and variance country-specific covariance crisis periods currency dividend yield examine excess correlation factor model Financial Studies Forbes and Rigobon global go g Goetzmann idiosyncratic residuals idiosyncratic shocks includes a constant increase in correlation increased correlation information variables James Heckman Journal of Finance Karolyi and Stulz lagged 6 months Latin America market dividend yield Mexican crisis MSCI World NBER NBER Working Papers null hypothesis panel of Table regional betas regional portfolio regional residuals residual correlations return residual return shocks Review of Financial risk second half significantly specification tests Stock Returns sum of total time-varying betas total exports U.S. and regional U.S. dollars U.S. market unexpected returns variance ratios Venezuela Wald test William N world CAPM world market integration