The transmission of contagion in developed and developing international bond markets

Mardi Dungey; Renee Fry; Brenda Gonzalez-Hermosillo; Vance L Martin

The transmission of contagion in developed and developing international bond markets

Mardi Dungey
, Renee Fry
, Brenda Gonzalez-Hermosillo
, Vance L Martin

Centre for Applied Macroeconomic Analysis

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

Original language	English
Title of host publication	Risk Measurement and Systemic Risk
Editors	Bank for International Settlements (Ingo Fender)
Place of Publication	Basel, Switzerland
Publisher	Bank for International Settlements
Pages	61-75
Edition	Peer Reviewed
ISBN (Print)	9291976385
Publication status	Published - 2002
Event	Joint Central Bank Research Conference on Risk Measurement and Systemic Risk 2009 - Basel Switzerland, Switzerland Duration: 1 Jan 2002 → …

Conference

Conference	Joint Central Bank Research Conference on Risk Measurement and Systemic Risk 2009
Country/Territory	Switzerland
Period	1/01/02 → …
Other	March 7 2002

Cite this

@inproceedings{57efe9f002f7446cac7fe0c7586918c0,

title = "The transmission of contagion in developed and developing international bond markets",

author = "Mardi Dungey and Renee Fry and Brenda Gonzalez-Hermosillo and Martin, \{Vance L\}",

year = "2002",

language = "English",

isbn = "9291976385",

pages = "61--75",

editor = "\{Bank for International Settlements (Ingo Fender)\}",

booktitle = "Risk Measurement and Systemic Risk",

publisher = "Bank for International Settlements",

edition = "Peer Reviewed",

note = "Joint Central Bank Research Conference on Risk Measurement and Systemic Risk 2009 ; Conference date: 01-01-2002",

}

Dungey, M, Fry, R, Gonzalez-Hermosillo, B & Martin, VL 2002, The transmission of contagion in developed and developing international bond markets. in BFIS (ed.), Risk Measurement and Systemic Risk. Peer Reviewed edn, Bank for International Settlements, Basel, Switzerland, pp. 61-75, Joint Central Bank Research Conference on Risk Measurement and Systemic Risk 2009, Switzerland, 1/01/02.

The transmission of contagion in developed and developing international bond markets. / Dungey, Mardi; Fry, Renee; Gonzalez-Hermosillo, Brenda et al.
Risk Measurement and Systemic Risk. ed. / Bank for International Settlements (Ingo Fender). Peer Reviewed. ed. Basel, Switzerland: Bank for International Settlements, 2002. p. 61-75.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

TY - GEN

T1 - The transmission of contagion in developed and developing international bond markets

AU - Dungey, Mardi

AU - Fry, Renee

AU - Gonzalez-Hermosillo, Brenda

AU - Martin, Vance L

PY - 2002

Y1 - 2002

M3 - Conference Paper

SN - 9291976385

SP - 61

EP - 75

BT - Risk Measurement and Systemic Risk

A2 - null, Bank for International Settlements (Ingo Fender)

PB - Bank for International Settlements

CY - Basel, Switzerland

T2 - Joint Central Bank Research Conference on Risk Measurement and Systemic Risk 2009

Y2 - 1 January 2002

ER -