this work references cited by second hopReferences
- 1980Macroeconomics and Reality12,826 cited
- 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
- 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
- 1989Transmission of Volatility Between Stock Markets1,516 cited
- 2005Market Integration and Contagion1,095 cited
- 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements999 cited
- 2005International Stock Return Comovements860 cited
- 2004Trade, Finance, Specialization, and Synchronization844 cited
- 2005‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion791 cited
- 1993DOES THE OCTOBER 1987 CRASH STRENGTHEN THE CO‐MOVEMENTS AMONG NATIONAL STOCK MARKETS?328 cited
- 2012How the Subprime Crisis went global: Evidence from bank credit default swap spreads291 cited
- 1980The Rise and Fall of the Shah253 cited
- 1990Structure and performance: Global interdependence of stock markets around the crash of October 1987∗195 cited
- 2006Comovements in international stock markets158 cited
- 2005Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work