Akdiş, Muhammet, "Küreselleşmenin Finansal Piyasalar Üzerindeki Etkileri ve Türkiye Finansal Krizler-Beklentiler", Pamukkale Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2001.
Arvai,
Zsofia
, Driessen, Karl. and Otker-Robe,Inci., " Regional Financial Interlinkages and Financial Contagion Within Europe", IMF Working Paper, WP/09/6, http://listweb.bilkent.edu.tr/bsb/2009/Jan/att-
0061/IMF2009BankingCrisisContagion-wp0906.pdf
Baig, Taimur. and Goldfajn, Ilan., "Financial Market
Contagio
n in the Asian Crisis", IMF Staff Papers, 46-2,1999.
Brooks, Chris., Introductory Econometrics for Finance, 1st edition, Cambridge University Press, UK, 2002.
Brunnermeier, Markus, "Deciphering the Liquidity and Credit Crunch
2007-2008",NBER Working Paper,WP
14612,http://www.nber.org/papers/w14612
Calvo, Sara and Reinhart, Carmen, "Capital Flows to Latin America: Is There Evidence of Contagion Effects?", World Bank Policy Research Working Paper, No. 1619, June 1996.
Caporale, Guglielmo, Pittis, Nikştas, and Spagnolo, Nicola, (2006), "Volatility Transmission and Financial Crises", Journal of Economics and Finance, 30-3, pp.376-390.
412
Trakya Üniversitesi Sosyal Bilimler Dergisi
Haziran 2010 Cilt 12 Sayı 1 (388-414)
Wong
Yoko-Chen.
, Leng, Goh Kim, and Kok, Kim-Lian., "Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets",
FEA Working Paper, 4, 2003.
Chou, Ray Y., Lin, Jin-Lung, Wu, Chung-shu, "Modeling The Taiwan Stock Market and International Linkages", Pacific Economic Review, 4-3, 1999, pp.305-320.
Demirci, Nedret, Finansal Krizlerin Anotomisi, SPK Yayınları No:
186, Ankara 1999.
Doukas, John, "Contagion Effect on Sovereign Interest Rate Spreads" Economics Letters, Elsevier, 29(3), 1989, pp.237-241.
Elitaş Cemal, Ögel, Sibel, and Tiryakioğlu, Mehmet., "Kriz Dönemlerinde Özel Sektörde Yaşanan İstihdam Sorununa Bir Öneri: Maliyet Düşürme", Finans-Politik ve Ekonomik Yorumlar Dergisi, Aralık 2004.
Enders, Walter, Applied Econmetric Time Series, Wiley Series in Probability and Econometrics, Second Edition, 2002.
Favero, Carlo and Giavazzi, Francesco, "Looking for Contagion: Evidence from the ERM" NBER Working Paper, No. W7797, 2000.
Forbes, Kristin J. and Rigobon, Roberto, "No-Contagion, Only Interdependence: Measuring Stock Market Comovements", NBER Working
Paper Series, No: 7267, 1999.
Frankel,
Jeffrey
. A., Chair, Harpel, "Coping with Crises in Emerging Markets: Adjustment Versus Financing", International Monetary Fund,
Washington D.C. 2001.
Getter, Darryl, Jickling, Mark, Labonte, Marc and Murphy, Edward V., "Financial Crisis? The Liquidity Crunch of August 2007", Congressional Research Service,CRS Report for Congress, September 2007, http://www.econ.tcu.edu
Gong, Shag-Chi., Lee, Tsong Pei. and Chen, Yea Mow., "Crisis Transmission: Some Evidence From the Asian Financial Crisis", International Review of Financial Analysis, 13, 2004, pp.463- 478.
Hardouvelis, Gikas., LaPorta, Rafael and Wizman, Thierry, "What Moves the Discount on Closed-end Country Funds?", In: J.A. Frankel (Ed.) Internationalization of Equity Markets (s.345 - 397), Chicago University
Press 1994.
Hepşen,
Al
i and Gümrah, Ümit, "Finansal Krizler", Unpublished Ph.D. Seminar Paper, University of Istanbul, Faculty of Business Administration, Department of Finance, Istanbul 2006.
Jorion, Philip. and Zhang, Gaiyan., "Credit Contagion from
413
Trakya Üniversitesi Sosyal Bilimler Dergisi
Haziran 2010 Cilt 12 Sayı 1 (388-414)
Counterparty Risk", December 2008,
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=13216 70
Kibritçioğlu, Bengi, "Parasal Krizler", Yayınlanmamış Uzmanlık Tezi, Hazine Müsteşarlığı, Ankara 2000.
Krueger, Anne, "Crisis Prevention and Resolution: Lessons From Argentina", Conference Presentation, 2002. (online): www.imf.org.
Krugman, Paul, "A Model of Balance of Payments Crises", Journal of Money Credit Banking, Vol. 11, 1979, pp.311-325.
Mishkin, Frederic, "Financial Policies and the Prevention of Financial
Crisis", NBER Working Paper, 2000.
Mondria, Jordi and Quintana-Domeque, Climent., "Financial Contagion through Attention Reallocation: An Empirical Analysis", http://individual.utoronto.ca/Jmondria/RIevidence.pdf
Mussa, Michael, "Argentina and the Fund: From Triumph to Tragedy", Institute For International Economics, 2002. (online): www.iie.com
Obstfeld, Maurice, "The Logic of Currency Crises", Cahirers Economiques EtMonetaries, 43, 1984.
Obstfeld, Maurice, "Models of Currency Crises With Self-Fulfilling Features", European Economic Review, 40, 1996.
Obstfeld, Maurice, "Rational and Self-fulfilling Balance-of-Payments Crises" American Economic Review, 76, 1986, pp.72-81.
Pericoli, Marcello. and Sbracia, Massimo, "A Primer on Financial Contagion", Journal of Economic Surveys, 17-4, 2003, pp.571-608.
Pindyck, Robert. and Rubinfeld, Daniel, Econometric Models and Economic Forecasts, Mc-Graw Hill, Fourth Edition, U.S.A. 1998.
Stephen W. Salant and Dale W. Henderson "Market Anticipation of Government Gold Policies and the Price of Gold", Journal of Political Economy, 86, 1978.
Sander, Harald and Kleimeier, Stefanie, "Contagion and Causality: An Empirical Investigation of Four Asian Crisis Episodes", Journal of International Financial Markets, Institutions & Money, 13, 2003, pp.171¬186.
Sheng, Hsiao Chang. and Tu, Anthony. H., "A Study of Cointegration and Variance Decomposition Among National Equity Indices Before and During the Period of the Asian Financial Crisis", Journal of Multinational Financial Management, 10, 2000, pp.345-365.
414
Trakya Üniversitesi Sosyal Bilimler Dergisi
Haziran 2010 Cilt 12 Sayı 1 (388-414)
Sims, Christopher, "Macroeconomics and Reality", Econometrica, 48, 1980, pp.1-49.
Standard & Poor's, "Finansal Sistemin Kırılganlığının Temel Sebepleri", Bankacılık ve Finans Dergisi, 2003.
TOBB, "Ekonomik Krizden Çıkışta IMF Politikalarının Değerlendirilmesi", 2002,(online):www.treasury.gov.tr/Duyuru/Basin/-
Ferhat_Tobb_Panel_20020410.htm
Tuluca, Sorin A. and Zwick, Burton, "The Effects of the Asian Crisis on Global Equity Markets", The Financial Review, 36, 2001, pp.125-142.
Watson, Mark W., "Vector Autoregression and Cointegration",
Handbook
of Econometrics, Volume IV, eds. Robert Engle and Daniel McFadden, Elsevier Science Ltd., Amsterdam 1994, pp. 844 - 915.
Zahnd, Edy, The Application of Multivariate GARCH Models to Turbulent Financial Markets, Dissertation, University of Basel, Faculty of Economics and Business (WWZ), Basel Switzerland 2001, (online): www.dissertation.de
Thank you for copying data from http://www.arastirmax.com