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International financial contagion: what do we know?
(CFAP, Cambridge Judge Business School, University of Cambridge, 2003-07)
This paper attempts a synthesis of theoretical and empirical work on international financial contagion. Although a professional consensus on the appropriate definitions of contagion has yet to emerge, we document substantial ...
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005-09)
The second half of August 1998 was dominated by two events. From 14 to 28 August, the Hong Kong Monetary Authority (HKMA) intervened in the Hong Kong equity markets to prevent a speculative double play against their ...