Paolo Pasquariello : Citation Profile

Are you Paolo Pasquariello?

University of Michigan

14

H index

15

i10 index

690

Citations

RESEARCH PRODUCTION:

21

Articles

3

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 34
   Journals where Paolo Pasquariello has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 9 (1.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa436
   Updated: 2023-11-04    RAS profile: 2022-01-17    
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Relations with other researchers

Works with:

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Pastor, Lubos (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Deev, Oleg (2)

Sarno, Lucio (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Colliard, Jean-Edouard (2)

Nielsson, Ulf (2)

Putnins, Talis (2)

Vilkov, Grigory (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

FERROUHI, EL MEHDI (2)

Foucault, Thierry (2)

Bos, Charles (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Hurlin, Christophe (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Rakowski, David (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Park, Andreas (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Harris, Jeffrey (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Theissen, Erik (2)

Ødegaard, Bernt (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Smales, Lee (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Abudy, Menachem (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Hjalmarsson, Erik (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Dreber, Anna (2)

Walther, Thomas (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Alexeev, Vitali (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Wilhelmsson, Anders (2)

Kearney, Fearghal (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Roy, Saurabh (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Pasquariello.

Is cited by:

Liow, Kim (15)

Menkhoff, Lukas (12)

Asongu, Simplice (8)

Füss, Roland (8)

GUPTA, RANGAN (6)

Czech, Robert (6)

Neely, Christopher (6)

Eichler, Stefan (6)

Sévi, Benoît (6)

Dominguez, Kathryn (6)

Fleming, Michael (6)

Cites to:

Bollerslev, Tim (23)

Harvey, Campbell (18)

Kaminsky, Graciela (17)

Bekaert, Geert (17)

Diebold, Francis (16)

Andersen, Torben (16)

Vega, Clara (15)

Subrahmanyam, Avanidhar (15)

Lyons, Richard (13)

Fleming, Michael (10)

Obstfeld, Maurice (10)

Main data

Where Paolo Pasquariello has published?

Journals with more than one article published# docs
Review of Financial Studies5
Journal of Financial Markets2
Real Estate Economics2
Journal of Financial and Quantitative Analysis2

Recent works citing Paolo Pasquariello (2023 and 2022)

YearTitle of citing document
2022How to build a cross-impact model from first principles: Theoretical requirements and empirical results. (2020). Benzaquen, Michael ; Mastromatteo, Iacopo ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:2004.01624.

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2022Cross impact in derivative markets. (2021). Benzaquen, Michael ; Mastromatteo, Iacopo ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:2102.02834.

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2023Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213.

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2023Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2022Do Heterogeneous Beliefs Matter to Post?announcement Informed Trading?. (2022). Chen, Tao ; Karathanasopoulos, Andreas. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:714-741.

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2023Leverage and firm value. (2023). Brigida, Matthew ; Barboza, Gustavo A ; Pratt, William R. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12218.

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2022Information asymmetry and capital structure: Evidence from the Chinese stock market. (2022). Gong, Yujing ; Ho, Kungcheng. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:84-102.

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2023The effect of option listing on financing decisions. (2023). King, Taohsien Dolly ; Park, Min C ; Hong, Eunpyo. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:858-891.

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2022Analytics applications, limitations, and opportunities in restaurant supply chains. (2022). Zhao, Xiande ; Hu, Kejia ; Swink, Morgan. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:10:p:3710-3726.

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2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2022Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0895.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2023Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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2022Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis. (2022). Fabozzi, Frank J ; Shirvani, Abootaleb ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000501.

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2022Market stabilization fund and stock price crash risk: Evidence from the post-crash period. (2022). Wu, Wenfeng ; Zhu, Minchen ; Lv, Dayong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001385.

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2022Government intervention through informed trading in financial markets. (2022). Wang, Xiaodan ; Qiu, Zhigang ; Huang, Shaoan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000835.

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2022The Euro Area credit crunch conundrum: Was it demand or supply driven?. (2022). Serati, Massimiliano ; Venegoni, Andrea ; Pacicco, Fausto. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002698.

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2022Searching for informed traders in stock markets: The case of Banco Popular. (2022). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Andrada-Felix, Julian ; Perez-Rodriguez, Jorge V. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001292.

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2023Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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2022How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241.

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2022Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. (2022). Pradhan, H K ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002166.

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2023Local FinTech development and stock price crash risk. (2023). Shan, Yaowen ; Lu, Meiting ; Feng, Zhuoan ; Cao, Yuqiang ; Wang, Xinyue. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000181.

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2022Investor short-termism and real investment. (2022). van Dijk, Mathijs A ; Subrahmanyam, Avanidhar ; Rosch, Dominik M. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000276.

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2022Fiduciary or loyalty? Evidence from top management counsel and stock liquidity. (2022). Muniandy, Balachandran ; Atawnah, Nader ; Ali, Muhammad Jahangir ; Michael, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000114.

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2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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2023Fund flow-induced volatility and the cost of debt. (2023). Luo, Shikong ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002825.

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2023Optimal financing and investment strategies under asymmetric information on liquidation value. (2023). Shibata, Takashi ; Nishihara, Michi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002898.

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2022Contagion and information frictions in emerging markets: The role of joint signals. (2022). Gruhle, Tobias ; Avdiu, Besart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:147-173.

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2023Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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2022Commodity markets intervention: Consequences of speculation, and informed trading. (2022). Sopranzetti, Ben ; Luong, Phat V. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s240585132100026x.

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2023Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69.

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2023Social trust and the choice between bank debt and public debt: Evidence from international data. (2023). Rao, Ramesh ; Mazumder, Sharif. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x22000524.

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2022Retail investor attention and information asymmetry: Evidence from China. (2022). Wu, Chongfeng ; Chen, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001421.

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2023Pair analyst coverage and return comovement: Evidence from China. (2023). Xiang, Xueman ; Yi, Biao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002037.

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2023Do asymmetric information and leverage affect investment decisions?. (2023). Taskin, Dilvin ; Hunjra, Ahmed Imran ; Ahmad, Muhammad Munir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:337-345.

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2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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2022Exchange rate dynamics with crash risk and interventions. (2022). Liu, Chi-Hei ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:18-37.

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2022Foreign ownership and productivity. (2022). Abdoh, Hussein ; Liu, YU ; Xu, Jian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:624-642.

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2022Reporting quality and financial leverage: Are qualitative characteristics or earnings quality more important? Evidence from an emerging bank-based economy. (2022). Hai, Ly Thi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921001999.

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2022Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing. (2022). Ngo, Thanh ; Grossmann, Axel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001027.

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2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023COVID-19, a blessing in disguise for the Tech sector: Evidence from stock price crash risk. (2023). Xu, Jian ; Masum, Abdullah-Al ; Hossain, Ashrafee T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000648.

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2022The Collateral Premium and Levered Safe-Asset Production. (2022). Ross, Chase P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-46.

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2023Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553.

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2022.

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2022Information Spillovers Prior to M&A Announcements. (2022). Clancey-Shang, Danjue. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:455-:d:939354.

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2022.

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2022Does Fintech Development Reduce Corporate Earnings Management? Evidence from China. (2022). Jing, Hao ; Zhan, Weiwei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16647-:d:1001284.

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2022Cross impact in derivative markets. (2022). Benzaquen, Michael ; Mastromatteo, Iacopo ; Tomas, Mehdi. In: Post-Print. RePEc:hal:journl:hal-03378903.

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2023Socialium or the Financial Price of Social Responsibility. (2023). Dumoulin, Regis ; Marie-Jeanne, Caroline ; Pop, Diana. In: Post-Print. RePEc:hal:journl:hal-04120305.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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2022House Price Growth Synchronization and Business Cycle Alignment. (2022). Zhang, Tim ; Wang, Lingling ; Eun, Cheol. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:4:d:10.1007_s11146-021-09849-x.

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2022The effect of housing boom on firm leverage evidence from China. (2022). Wang, Song ; Meng, Qingbin ; Xu, Zhan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01022-y.

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2022Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium*. (2022). Pancost, Aaron N ; Damico, Stefania. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:117-162..

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2022Stabilizing the Financial Markets through Informed Trading. (2022). Wang, Gaowang ; Huang, Shao'An ; Guo, QI. In: MPRA Paper. RePEc:pra:mprapa:115470.

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2023The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure. (2023). Skiadopoulos, George ; Hiraki, Kazuhiro. In: Working Papers. RePEc:qmw:qmwecw:946.

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2022Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

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2023Size and liquidity of government securities in India. (2023). N. R. V. V. M. K. Rajendra Kumar, ; Chander, Jai ; Dayanandan, Ajit. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:1:d:10.1007_s41775-023-00178-9.

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2022Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach. (2022). Wang, Shixuan ; Gupta, Rangan ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109.

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2023Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Zhang, Qingpeng ; Yang, Xiaoguang ; Lu, Chang ; Wang, Yingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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2022Liquidity derivatives. (2022). Jappelli, Ruggero ; Bagnara, Matteo. In: SAFE Working Paper Series. RePEc:zbw:safewp:358.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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2022.

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Works by Paolo Pasquariello:

YearTitleTypeCited
2002Regime Shifts in Asian Equity and Real Estate Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article50
2014On the Price Comovement of U.S. Residential Real Estate Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article29
2009On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article78
2020Government Intervention and Strategic Trading in the U.S. Treasury Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
2008Time-series and cross-sectional excess comovement in stock indexes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article40
2007Informative trading or just costly noise? An analysis of Central Bank interventions In: Journal of Financial Markets.
[Full Text][Citation analysis]		article28
2008Updating expectations: An analysis of post-9/11 returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2008The anatomy of financial crises: Evidence from the emerging ADR market In: Journal of International Economics.
[Full Text][Citation analysis]		article15
2014Prospect Theory and market quality In: Journal of Economic Theory.
[Full Text][Citation analysis]		article10
2009The on-the-run liquidity phenomenon In: Journal of Financial Economics.
[Full Text][Citation analysis]		article49
2010Central bank intervention and the intraday process of price formation in the currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
2002Uncertainty of trading rules in currency markets: an application of non-parametric bootstrapping In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article2
2006Informed and strategic order flow in the bond markets In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper100
2007Informed and Strategic Order Flow in the Bond Markets.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		article
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015Strategic Cross-Trading in the U.S. Stock Market In: Review of Finance.
[Full Text][Citation analysis]		article19
2007Imperfect Competition, Information Heterogeneity, and Financial Contagion In: Review of Financial Studies.
[Full Text][Citation analysis]		article37
2009Does Asymmetric Information Drive Capital Structure Decisions? In: Review of Financial Studies.
[Full Text][Citation analysis]		article138
2014Financial Market Dislocations In: Review of Financial Studies.
[Full Text][Citation analysis]		article32
2018Government Intervention and Arbitrage In: Review of Financial Studies.
[Full Text][Citation analysis]		article5
2001Views: Use and abuse In: Journal of Asset Management.
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2020Excess mortality from COVID-19: a commentary on the Italian experience In: International Journal of Public Health.
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2005An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets In: The Journal of Business.
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