We are very grateful to an anonymous referee for many helpful comments and to the editor John Doukas for very useful suggestions. Moreover, we would like to thank Yakov Amihud, Douglas Cumming, Wenxuan Hou, Randy Priem, Marcel Tyrell as well as the participants of the EFM Alternative Investments Conference 2011 and Campus for Finance 2011 for helpful comments and suggestions. We also thank Kay Homann from Börse Hamburg for providing access to their databases and Pascal Noel for excellent research assistance. All remaining errors are our own.
What Drives Contagion in Financial Markets? Liquidity Effects versus Information Spill-Over
Article first published online: 27 AUG 2013
© 2013 John Wiley & Sons Ltd
European Financial Management
Volume 20, Issue 3, pages 548–573, June 2014
How to Cite
Haß, L. H., Koziol, C. and Schweizer, D. (2014), What Drives Contagion in Financial Markets? Liquidity Effects versus Information Spill-Over. European Financial Management, 20: 548–573. doi: 10.1111/j.1468-036X.2013.12011.x
- Issue published online: 17 JUN 2014
- Article first published online: 27 AUG 2013
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!