International Capital Mobility and Financial Fragility ‑ Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial Crisis
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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https://www.oecd.org/en/publications/international-capital-mobility-and-financial-fragility-part-6-are-all-forms-of-financial-integration-equally-risky-in-times-of-financial-turmoil_5k97b0lbdq40-en.html
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资源简介：
Using the 2008-09 global financial crisis, this paper examines the role of different forms of international
financial integration for asset price contagion in crisis times. Defining contagion as the transmission of
financial market movements beyond the co-movements that would occur in “tranquil” times, the paper
looks into the presence of...
