The authors would like to thank the editor and an anonymous referee for their useful comments. The authors are also grateful for many suggestions from participants at the 2003 European Finance Association meeting and the 2003 Common Features conference.
Measuring Financial Contagion Using Time-Aligned Data: The Importance of the Speed of Transmission of Shocks*
Article first published online: 20 JUL 2008
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford, 2008
Oxford Bulletin of Economics and Statistics
Volume 70, Issue 4, pages 493–508, August 2008
How to Cite
Kleimeier, S., Lehnert, T. and Verschoor, W. F. C. (2008), Measuring Financial Contagion Using Time-Aligned Data: The Importance of the Speed of Transmission of Shocks. Oxford Bulletin of Economics and Statistics, 70: 493–508. doi: 10.1111/j.1468-0084.2008.00509.x
- Issue published online: 20 JUL 2008
- Article first published online: 20 JUL 2008
- Final Manuscript Received: April 2008
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