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Contagion or interdependence?
10 references·7 citing·38 second hop
Contagion or interdependence? (2004)Contagion or interdependence?Asia's Financial Crisis and the Role of Real Estate (2016)Asia's Financial Crisis and t…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…International Asset Allocation With Regime Shifts (2002)International Asset Allocatio…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…What triggers market jitters? (1999)What triggers market jitters?What Triggers Market Jitters? A Chronicle of the Asian Crisis (1999)What Triggers Market Jitters?…Contagion: (1999)Contagion:Contagion and trade (1999)Contagion and tradeContagion and Trade: Why Are Currency Crises Regional? (1998)Contagion and Trade: Why Are …Does International Diversification Work Better for Real Estate than for Stocks and Bonds? (1996)Does International Diversific…Financial contagion: review of empirical literature (2017)Financial contagion: review o…Evidence of contagion in global REITs investment (2014)Evidence of contagion in glob…Volatility clustering, leverage, size, or contagion effects: The fluctuations of Asian real estate investment trust returns (2013)Volatility clustering, levera…Regional and global contagion in real estate investment trusts (2013)Regional and global contagion…ARE THE GLOBAL REAL ESTATE MARKETS CONTAGIOUS? (2012)ARE THE GLOBAL REAL ESTATE MA…How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test (2011)How globally contagious was t…An Exploratory Analysis of Barriers to Investment and Market Maturity in Southeast Asian Cities (2006)An Exploratory Analysis of Ba…Bank Runs, Deposit Insurance, and Liquidity (1983)A Simple Model of Herd Behavior (1992)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Does International Financial Contagion Really Exist? (2003)Testing for contagion: a conditional correlation analysis (2005)Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Manias, Panics and Crashes (1978)A Model of Balance-of-Payments Crises (1979)What Is Systemic Risk, and Do Bank Regulators Retard or Contribute to It? (2003)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)The more contagion effect on emerging markets: The evidence of DCC-GARCH model (2012)Optimum consumption and portfolio rules in a continuous-time model (1971)A Theory of the Term Structure of Interest Rates (1985)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to Measuring Financial Contagion (2003)Market Integration and Contagion (2005)How Sovereign Is Sovereign Credit Risk? (2011)Rational and Self-Fulfilling Balance-of-Payments Crises (1984)Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)A New Approach to Measuring Financial Contagion (2000)Contagion: Understanding How It Spreads (2000)The Unholy Trinity of Financial Contagion (2003)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Measuring Contagion: Conceptual and Empirical Issues (2001)Empirical modelling of contagion: a review of methodologies (2005)The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market (2012)Continental Factors in International Real Estate Returns (1998)Global Real Estate Markets - Cycles and Fundamentals (2000)Bank lending and commercial property cycles: Some cross-country evidence (2010)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Real Estate and the Asian Crisis (2001)Housing and the Korean economy (2004)Subprime Lending and Real Estate Prices (2010)
this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 1998Contagion and Trade: Why Are Currency Crises Regional?798 cited
  • 1999Contagion and trade574 cited
  • 1999What Triggers Market Jitters? A Chronicle of the Asian Crisis329 cited
  • 1999What triggers market jitters?308 cited
  • 1999Contagion:306 cited
  • 1996Does International Diversification Work Better for Real Estate than for Stocks and Bonds?161 cited
  • 2016Asia's Financial Crisis and the Role of Real Estate148 cited

Cited by

  • 2006An Exploratory Analysis of Barriers to Investment and Market Maturity in Southeast Asian Cities65 cited
  • 2017Financial contagion: review of empirical literature37 cited
  • 2014Evidence of contagion in global REITs investment30 cited
  • 2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test25 cited
  • 2013Regional and global contagion in real estate investment trusts25 cited

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  • 2012ARE THE GLOBAL REAL ESTATE MARKETS CONTAGIOUS?22 cited
  • 2013Volatility clustering, leverage, size, or contagion effects: The fluctuations of Asian real estate investment trust returns21 cited