Identifying international financial contagion : progress and challenges / Mardi Dungey, Demosthenes N. Tambakis, editors.

Includes bibliographical references and index.

Foreword / John Eatwell -- International financial contagion: what should we be looking for? / Mardi Dingey, Demosthenes N. Tambakis -- The unholy trinity of financial contagion / Graciela L. Kaminsky ... [and others] -- A comparison of alternative tests of contagion with applications / Mardi Dungey ... [and others] -- Identifying finanical crises / Jan P.A.M. Jacobs ... [and others] -- High-frequency contagion between exchange rates and stock prices during the Asian Currency Crisis / Takatoshi Ito, Yuko Hashimoto -- The response of financial markets in Australia and New Zealand to news about the Asian Crisis / Eleanor Debelle, Luci Ellis -- The normal, the fat-tailed, and the contagious: modeling changes in emerging-market bond spreads with endogenous liquidity / Paul R. Masson ... [and others] -- Political contagion in currency crises / Allen Drazen.