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Is the international propagation of financial shocks non-linear?

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References

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2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis237 cited
2009Contagion as a domino effect in global stock markets204 cited
2007Unravelling financial market linkages during crises195 cited
2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe187 cited
2008Evidence of interdependence and contagion using a frequency domain framework174 cited
2003Contagion and interdependence in stock markets: Have they been misdiagnosed?150 cited
2013Economies of contagion: financial crisis and pandemic147 cited
2012International herding: Does it differ across sectors?143 cited
2006

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Contagion in international bond markets during the Russian and the LTCM crises

142 cited

2017Herding behavior, market sentiment and volatility: Will the bubble resume?141 cited

2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets136 cited

2005Coexceedances in financial markets—a quantile regression analysis of contagion135 cited

2006Volatility transmission and financial crises131 cited

2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets130 cited

2014Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies128 cited