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The Effects of the Asian Crisis on Global Equity Markets

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125 cited

1983The Inter-Temporal Stability of International Stock Market Relationships: Another View78 cited

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2004International transmission of uncertainty implicit in stock index option prices50 cited
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2006East Asian equity markets, financial crises, and the Japanese currency30 cited
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2003The persistence of international diversification benefits before and during the Asian crisis20 cited
2020Dynamic interdependence of ASEAN5 with G5 stock markets19 cited
2014Financial crises and the global value premium: Revisiting Fama and French16 cited
2003Asian financial crisis: the pre‐ and post‐crisis analysis of Asian equity markets15 cited