Corresponding author: Jordi Mondria, Department of Economics, University of Toronto and University of North Carolina, Chapel Hill. Email: email@example.com.
Financial Contagion and Attention Allocation*
Version of Record online: 8 AUG 2012
© 2012 The Author(s). The Economic Journal © 2012 Royal Economic Society
The Economic Journal
Volume 123, Issue 568, pages 429–454, May 2013
How to Cite
Mondria, J. and Quintana-Domeque, C. (2013), Financial Contagion and Attention Allocation. The Economic Journal, 123: 429–454. doi: 10.1111/j.1468-0297.2012.02530.x
We thank Antonio Battiato, Markus Brunnermeier, Claudio Campanale, Andrea Civelli, Vasco Cúrdia, Ainos Eciffero, Pete Kyle, Asier Mariscal, Ulrich Müller, Ricardo Reis, Hélène Rey, Chris Sims, Thomas Wu, Wei Xiong, the editor Andrew Scott, two anonymous reviewers, and all the seminar participants at CREI, IESE, Princeton, UBC, UCSC, University of Toronto, Econometric Society World Congress and Congress of the European Economic Association for their comments and suggestions. We also thank Nathan Carroll for excellent proof-reading. Mondria gratefully acknowledges financial support from the Rafael del Pino Foundation and Quintana-Domeque acknowledge financial support from the Bank of Spain, the Rafael del Pino Foundation and the Spanish Ministry of Science and Innovation (ECO 2008-05721/ECON). A previous version of this article circulated as a working paper of the Instituto Valenciano de Investigaciones Económicas (IVIE), WP-AD 2012-07. All remaining errors are ours.
- Issue online: 26 APR 2013
- Version of Record online: 8 AUG 2012
- Accepted manuscript online: 23 APR 2012 10:10AM EST
- Submitted: 26 July 2010 Accepted: 1 March 2012
Table A1. Robustness I. Weekly Data. Period: January 1 1997–June 30 1998.
Table A2. Robustness II. 2SLS estimates using Price Index and Volatility for Latin America. Period: January 1 1997–June 30 1998.
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