13/05/2020 Portfolio Allocation Did Globalization Kill Contagion? Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014)....
15/03/2012 Portfolio Allocation No contagion, only globalisation and flight to quality In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect...