How to cite this paper
Naini, S., Makui, A & Mohebi, E. (2014). The transmission mechanism of 2008 global financial crisis to Tehran Stock Exchange.Management Science Letters , 4(10), 2229-2240.
Refrences
Acharya, V. V., & Pedersen, L. H. (2005). Asset pricing with liquidity risk. Journal of Financial Economics, 77(2), 375-410.
Allen, F., & Gale, D. (2004). Financial intermediaries and markets. Econometrica, 72(4), 1023-1061.
Bagliano, F. C., & Morana, C. (2012). The Great Recession: US dynamics and spillovers to the world economy. Journal of Banking & Finance, 36(1), 1-13.
Boshoff, W. H. (2006). The transmission of foreign financial crises to South Africa: a firm-level study. Journal for Studies in Economics and Econometrics,30(2), 61-85.
Broder, I., & Schoepfle, G. (1975). Classification of economic indicators: an alternative approach. In Annals of Economic and Social Measurement, Volume 4, number 3 (pp. 435-445). NBER.
Brunnermeier, M. K., & Pedersen, L. H. (2009). Market liquidity and funding liquidity. Review of Financial studies, 22(6), 2201-2238.
Corsetti, G., Pericoli, M., & Sbracia, M. (2011). Correlation analysis of financial contagion. Financial Contagion: The Viral Threat to the Wealth of Nations, 11-20.
Chari, V. V., Christiano, L., & Kehoe, P. J. (2008). Facts and Myths about the Financial Crisis of 2008. Federal Reserve Bank of Minneapolis Working Paper,666.
Dees, S., Pesaran, M. H., Smith, L. V., & Smith, R. (2010). Supply, demand and monetary policy shocks in a multi-country New Keynesian model.
Demyanyk, Y., & Van Hemert, O. (2011). Understanding the subprime mortgage crisis. Review of Financial Studies, 24(6), 1848-1880.
Edwards, S. (2000). Contagion. The World Economy, 23(7), 873-900.
Eun, C. S., & Shim, S. (1989). International transmission of stock market movements. Journal of financial and quantitative Analysis, 24(02), 241-256.
Engle, R. F., & Granger, C. W. (1987). Co-integration and error correction: representation, estimation, and testing. Econometrica: Journal of the Econometric Society, 251-276.
Granger, C. W. (1981). Some properties of time series data and their use in econometric model specification. Journal of econometrics, 16(1), 121-130.
Hausler, G. (2002). The globalization of finance. Finance and Development,39(1), 10-12.
Illing, M., & Liu, Y. (2003). An index of financial stress for Canada (pp. 2003-14). Bank of Canada.
Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2), 231-254.
Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration—with applications to the demand for money. Oxford Bulletin of Economics and statistics, 52(2), 169-210.
Longstaff, F. A. (2010). The subprime credit crisis and contagion in financial markets. Journal of Financial Economics, 97(3), 436-450.
Kaminsky, G. L., Reinhart, C., & Vegh, C. A. (2003). The unholy trinity of financial contagion (No. w10061). National Bureau of Economic Research.
Kim, S. J., Moshirian, F., & Wu, E. (2005). Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. Journal of Banking & Finance, 29(10), 2475-2502.
Kiyotaki, N., & Moore, J. (2002). Evil is the root of all money. American Economic Review, 92(2), 62-66.
Kolb, R. W. (Ed.). (2011). Financial contagion: The viral threat to the wealth of nations (Vol. 604). John Wiley & Sons.
Longstaff, F. (2008). Flight-from-leverage in distressed asset markets. Unpublished working paper, UCLA.
Mesa-Lago, C., & Vidal-Alejandro, P. (2010). The impact of the global crisis on Cuba & apos; s economy and social welfare. Journal of Latin American Studies, 42(04), 689-717.
Moshirian, F. (2004). Elements of global financial stability. Journal of Multinational Financial Management, 14(4), 305-314.
Moshirian, F. (2007). Global financial services and a global single currency. Journal of Banking & Finance, 31(1), 3-9.
Pericoli, M., & Sbracia, M. (2003). A primer on financial contagion. Journal of Economic Surveys, 17(4), 571-608.
Phylaktis, K., & Ravazzolo, F. (2005). Stock market linkages in emerging markets: implications for international portfolio diversification. Journal of International Financial Markets, Institutions and Money, 15(2), 91-106.
Sander, H., & Kleimeier, S. (2003). Contagion and causality: an empirical investigation of four Asian crisis episodes. Journal of International Financial Markets, Institutions and Money, 13(2), 171-186.
Spiegel, M. (2011). The academic analysis of the 2008 financial crisis: round 1.Review of financial studies, 24(6), 1773-1781.
Tytell, I., Elekdag, S., Danninger, S., & Balakrishnan, R. (2009). The transmission of financial stress from advanced to emerging economies. International Monetary Fund.
Vayanos, D. (2004). Flight to quality, flight to liquidity, and the pricing of risk (No. w10327). National Bureau of Economic Research.
Allen, F., & Gale, D. (2004). Financial intermediaries and markets. Econometrica, 72(4), 1023-1061.
Bagliano, F. C., & Morana, C. (2012). The Great Recession: US dynamics and spillovers to the world economy. Journal of Banking & Finance, 36(1), 1-13.
Boshoff, W. H. (2006). The transmission of foreign financial crises to South Africa: a firm-level study. Journal for Studies in Economics and Econometrics,30(2), 61-85.
Broder, I., & Schoepfle, G. (1975). Classification of economic indicators: an alternative approach. In Annals of Economic and Social Measurement, Volume 4, number 3 (pp. 435-445). NBER.
Brunnermeier, M. K., & Pedersen, L. H. (2009). Market liquidity and funding liquidity. Review of Financial studies, 22(6), 2201-2238.
Corsetti, G., Pericoli, M., & Sbracia, M. (2011). Correlation analysis of financial contagion. Financial Contagion: The Viral Threat to the Wealth of Nations, 11-20.
Chari, V. V., Christiano, L., & Kehoe, P. J. (2008). Facts and Myths about the Financial Crisis of 2008. Federal Reserve Bank of Minneapolis Working Paper,666.
Dees, S., Pesaran, M. H., Smith, L. V., & Smith, R. (2010). Supply, demand and monetary policy shocks in a multi-country New Keynesian model.
Demyanyk, Y., & Van Hemert, O. (2011). Understanding the subprime mortgage crisis. Review of Financial Studies, 24(6), 1848-1880.
Edwards, S. (2000). Contagion. The World Economy, 23(7), 873-900.
Eun, C. S., & Shim, S. (1989). International transmission of stock market movements. Journal of financial and quantitative Analysis, 24(02), 241-256.
Engle, R. F., & Granger, C. W. (1987). Co-integration and error correction: representation, estimation, and testing. Econometrica: Journal of the Econometric Society, 251-276.
Granger, C. W. (1981). Some properties of time series data and their use in econometric model specification. Journal of econometrics, 16(1), 121-130.
Hausler, G. (2002). The globalization of finance. Finance and Development,39(1), 10-12.
Illing, M., & Liu, Y. (2003). An index of financial stress for Canada (pp. 2003-14). Bank of Canada.
Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2), 231-254.
Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration—with applications to the demand for money. Oxford Bulletin of Economics and statistics, 52(2), 169-210.
Longstaff, F. A. (2010). The subprime credit crisis and contagion in financial markets. Journal of Financial Economics, 97(3), 436-450.
Kaminsky, G. L., Reinhart, C., & Vegh, C. A. (2003). The unholy trinity of financial contagion (No. w10061). National Bureau of Economic Research.
Kim, S. J., Moshirian, F., & Wu, E. (2005). Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. Journal of Banking & Finance, 29(10), 2475-2502.
Kiyotaki, N., & Moore, J. (2002). Evil is the root of all money. American Economic Review, 92(2), 62-66.
Kolb, R. W. (Ed.). (2011). Financial contagion: The viral threat to the wealth of nations (Vol. 604). John Wiley & Sons.
Longstaff, F. (2008). Flight-from-leverage in distressed asset markets. Unpublished working paper, UCLA.
Mesa-Lago, C., & Vidal-Alejandro, P. (2010). The impact of the global crisis on Cuba & apos; s economy and social welfare. Journal of Latin American Studies, 42(04), 689-717.
Moshirian, F. (2004). Elements of global financial stability. Journal of Multinational Financial Management, 14(4), 305-314.
Moshirian, F. (2007). Global financial services and a global single currency. Journal of Banking & Finance, 31(1), 3-9.
Pericoli, M., & Sbracia, M. (2003). A primer on financial contagion. Journal of Economic Surveys, 17(4), 571-608.
Phylaktis, K., & Ravazzolo, F. (2005). Stock market linkages in emerging markets: implications for international portfolio diversification. Journal of International Financial Markets, Institutions and Money, 15(2), 91-106.
Sander, H., & Kleimeier, S. (2003). Contagion and causality: an empirical investigation of four Asian crisis episodes. Journal of International Financial Markets, Institutions and Money, 13(2), 171-186.
Spiegel, M. (2011). The academic analysis of the 2008 financial crisis: round 1.Review of financial studies, 24(6), 1773-1781.
Tytell, I., Elekdag, S., Danninger, S., & Balakrishnan, R. (2009). The transmission of financial stress from advanced to emerging economies. International Monetary Fund.
Vayanos, D. (2004). Flight to quality, flight to liquidity, and the pricing of risk (No. w10327). National Bureau of Economic Research.