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Interest Rate Volatility, Capital Controls, and Contagion
0 references·16 citing·46 second hopsampled
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  • 2019Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position217 cited
  • 2015Contagion and banking crisis – International evidence for 2007–2009163 cited
  • 2003Contagion and interdependence in stock markets: Have they been misdiagnosed?150 cited
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  • 2005Coexceedances in financial markets—a quantile regression analysis of contagion135 cited
  • 2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets130 cited
  • 2002The curse of non-investment grade countries116 cited
  • 1999Exchange Market Pressure and Monetary Policy108 cited
  • 2010Foreign Participation in Emerging Markets’ Local Currency Bond Markets101 cited
  • 2016Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies88 cited
  • 2015Disentangling contagion among sovereign CDS spreads during the European debt crisis88 cited
  • 2004A Failure Story: Politics and Financial Liberalization in Turkey, Revisiting the Revolving Door Hypothesis79 cited
  • 2013Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis78 cited
  • 2001

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Financial Contagion in the East Asian Crisis: With Special Reference to the Republic of Korea
74 cited
  • 2012Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions73 cited
  • 1999On the Measurement of the International Propagation of Shocks73 cited