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Fatal attraction: Using distance to measure contagion in good times as well as bad

, , , and . Review of Financial Economics, 16 (3): 259--273 (2007)

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Extreme interdependence and extreme contagion between emerging markets. Journal of International Money and Finance, 26 (8): 1261--1291 (December 2007)Fatal attraction: Using distance to measure contagion in good times as well as bad, , , and . Review of Financial Economics, 16 (3): 259--273 (2007)