Measuring Contagion: Conceptual and Empirical Issues

Correlations in Price Changes and Volatility across International Stock Markets

1990 • 1,910 citations

Is the correlation in international equity returns constant: 1960–1990?

1995 • 1,908 citations

The East Asian Financial Crisis: Diagnosis, Remedies, Prospects

1998 • 1,586 citations

Transmission of Volatility between Stock Markets

1990 • 1,508 citations

On crises, contagion, and confusion

2000 • 1,244 citations

Rational contagion and the globalization of securities markets

2000 • 970 citations

Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements

1996 • 912 citations

Maximum score estimation of the stochastic utility model of choice

1975 • 901 citations

The Excess Co-Movement of Commodity Prices

1990 • 725 citations

A Smoothed Maximum Score Estimator for the Binary Response Model

1992 • 598 citations

Financial Crises in Emerging Markets: The Lessons from 1995

1996 • 586 citations

Semiparametric analysis of discrete response

1985 • 573 citations

Contagion and trade

1999 • 532 citations

Capital Flows to Latin America: Is There Evidence of Contagion Effects?

1996 • 510 citations

Statistics of Random Processes II

1978 • 466 citations

A Memory-Based Model of Bounded Rationality

2002 • 433 citations

Contagion: Monsoonal Effects, Spillovers, and Jumps between Multiple Equilibria

1998 • 426 citations

Contagion in Emerging Markets: When Wall Street is a Carrier

2004 • 362 citations

DOES THE OCTOBER 1987 CRASH STRENGTHEN THE CO‐MOVEMENTS AMONG NATIONAL STOCK MARKETS?

1993 • 340 citations

Contagious speculative attacks

1995 • 330 citations

Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria

1998 • 268 citations

The Comovement of Stock Prices

1993 • 239 citations

Financial Market Contagion in the Asian Crisis

1998 • 205 citations

Structure and performance: Global interdependence of stock markets around the crash of October 1987∗

1990 • 202 citations

Competitive devaluations: toward a welfare-based approach

2000 • 149 citations

Semiparametric estimation of a work-trip mode choice model

1993 • 133 citations

Emerging Market Contagion: Evidence and Theory

1997 • 116 citations

Political Contagion in Currency Crises

2005 • 97 citations

On crises, contagion, and confusion

1998 • 56 citations

The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets

2009 • 47 citations

Informational Speculative Attacks: Good News is No News

1998 • 45 citations

International Integration of Equity Markets and Contagion Effects

1995 • 44 citations

Cointegration of International Stock Market Indices

1994 • 36 citations