SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Spatial modeling of stock market comovements · Study

ArticleShelves

ArticleSpatial modeling of stock market comovements

Gema Fernández‐Avilés2012

OA

Articlegreen2012

Spatial modeling of stock market comovements

Gema Fernández‐Avilés · José‐María Montero · Alexei G. Orlov

59 citations·0/0 files stored·Finance research letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Market Dynamics and Volatility Spatial and Panel Data Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 59 citations exist upstream.

References

1970A Computer Movie Simulating Urban Growth in the Detroit Region 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios 2004The determinants of cross-border equity flows 1998Contagion and Trade: Why Are Currency Crises Regional?1999Contagion and trade 1998Contagion: Monsoonal Effects, Spillovers, and Jumps between Multiple Equilibria 2002Is the international propagation of financial shocks non-linear?2009Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis

Cited by

2020Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model 2024Network log-ARCH models for forecasting stock market volatility 2016The effect of firm and stock characteristics on stock returns: Stock market crash analysis 2022Do institutional ownership and innovation influence idiosyncratic risk?2016Spatio-temporal modeling of financial maps from a joint multidimensional scaling-geostatistical perspective

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010A Markov switching analysis of contagion in the EMSarticle · 5 shared references 2006Contagion in international bond markets during the Russian and the LTCM crisesarticle · 4 shared references 2016Financial crises and dynamic linkages across international stock and currency marketsarticle · 4 shared references 2017Financial contagion: review of empirical literaturearticle · 4 shared references 2010News and correlations of CEEC-3 financial marketsarticle · 4 shared references 2018International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economiesarticle · 4 shared references

Details

Year2012

Typearticle

Published2012-05-26

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations59

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.frl.2012.05.002

openalex_workW1965484229

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2014A spatial–temporal analysis of East Asian equity market linkages