1Maurice Obstfeld.Models of Currency Crises with Self-Fulfilling Features[].European Economic Review.1996
2Forbes Kristin J,Roberto Rigobon.No Contagion, Only Interdependence: Measuring Stock Market Comovements[].Journal of Finance The.2002
3Christoffersen P,Hahn J Y,Inoue A.Testing and comparing value-at-risk measures[].Journal of Empirical Finance.2001
4Kaminsky G,Reinhart C M.On Crises, Contagion and Confusion[].Journal of International Economics.2000
5HH Kelejian.Two-stage least squares and econometric systems linear in parameters but nonlinear in the endogenous variables[].Journal of the American Statistical Association.1971
6Longstaff,F."The subprime credit crisis and contagion in financial markets"[].The Journal of Finance.2010
7Pesaran,M.H,Pick,A.Econometric Issues inthe Analysis of Contagion[].Journal of Economic Dynam-ics and Control.2007
8Candelon,B,Hecq,A,Verschoor,W.F.C.Measuring Common Cyclical Features During Financial Tur-moil:Evidence of Interdependence Not Contagion[].Jour-nal of International Money and Finance.2005
9Corsetti,G,Pericoli,M.Sbracia,M.SomeContagion,Some Interdependence:More Pitfalls in Tests ofFinancial Contagion[].Journal of International Money andFinance.2005
10Candelon,B,Colletaz,G,Hurlin,C,Tokpa-vi,S.Backtesting Value-at-risk:A GMM Duration-based Test[].Journal of Financial Econometrics.2011