References
[1] Baig, T., Goldfajn, I., 2000, “Financial Market Contagion in the Asian
Crisis”, IMF Working Paper, N. 98/155.
[2] Bordo, M., Murshid, A., 2000, “Are Financial Crises Becoming Increas-
ingly More Contagious? What is the Evidence on Contagion?”, Rutgers
University, unpublished paper.
[3] Boyer, B.H., Gibson, M.S., Loretan, M., 1999, “Pitfalls in Test for Changes
in Correlations” , International Finance Discussion Paper, N. 597R, Federal
Reserve Board.
[4] Buiter, W., Corsetti, G., Pesenti, P., 1998, Financial Markets and Euro-
pean Monetary Cooperation. The Lessons from the 1992-93 ERM crisis,
Cambridge University Press.
[5] Calvo, G.A., 1999, “Contagion in Emerging Markets: When Wall Street is
a Carrier”, unpublished paper.
[6] Calvo, G.A., Mendoza, E.G., 1999, “Rational Contagion and the Global-
ization of Securities Markets ”, NBER Working Paper, N. 7153.
[7] Caramazza, F., Ricci, L., Salgado, R., ,2000, “Trade and Financial Conta-
gion in Currency Crises,” IMF Working Paper, N. 00/55.
[8] Claessens, S., Dornbusch, R., Park, Y., 2000, “International Financial Con-
tagion: How It Spreads and How It Can Be Stopped”, World Bank, un-
published paper.
[9] Corsetti, G., 1998, “Interpreting the Asian Crisis”, Asian Development
Review, Vol. 16., pp. 18-63.
[10] Corsetti, G., Pesenti, P., Roubini, N., 2000, “What Caused the Asian Cur-
rency and Financial Crisis?”, Japan and the World Economy, Vol. 3, pp.
305-373.
[11] Corsetti, G., Pericoli, M., Sbracia, M., 2000, “The Transmission of Finan-
cial Shocks”, Bank of Italy, May, unpublished paper.
[12] Deutsche Bank, 2000, “Does Correlation Really Increase in Volatile Mar-
kets”, Global Market Research, Fixed Income & Relative Value, April 17
[13] Edwards, S., 1998, “Interest Rate Volatility, Capital Controls and Conta-
gion”, NBER Working Paper, N. 6756.
[14] Eichengreen, B.J., Rose, A., Wyplosz, C., 2000, “Contagious Currency
Crises”, NBER Working Paper, N. 5681.
[15] Forbes, K., Rigobon, R., 1999a, “No Contagion, only Interdependence:
Measuring Stock Market Co-movement”, NBER Working Paper, N. 7267.
[16] Forbes, K., Rigobon, R., 1999b, “Measuring Contagion: Conceptual and
Empirical Issues”, MIT, December, unpublished paper.
24
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