Contagion: How to Measure It?
Published Date
Copyright 2002
ISBN 9780226184944
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Copy CitationRoberto Rigobon, Preventing Currency Crises in Emerging Markets (University of Chicago Press, 2002), chap. 6, https://www.nber.org/books-and-chapters/preventing-currency-crises-emerging-markets/contagion-how-measure-it.
Published From Paper
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Working Paper
The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock...