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Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis
16 references·16 citing·29 second hopsampled
Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis (2013)Who moves East Asian stock markets? The r…Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling–recoupling hypothesis (2009)Transmission of the U.S. subp…A New Measure of Financial Openness (2008)A New Measure of Financial Op…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Why Do Markets Move Together?…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…International Transmission of Stock Market Movements (1989)International Transmission of…Testing for Common Trends (1988)Testing for Common TrendsCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Macroeconomics and Reality (1980)Macroeconomics and RealityInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…A bibliometric review of financial market integration literature (2022)A bibliometric review of fina…Market reaction to the COVID-19 pandemic: evidence from emerging markets (2021)Market reaction to the COVID-…Indonesian Stock Market Volatility: GARCH Model (2020)Indonesian Stock Market Volat…Stock market integration in East and Southeast Asia: The role of global factors (2019)Stock market integration in E…Global and regional stock market integration in Asia: A panel convergence approach (2019)Global and regional stock mar…Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets (2019)Financial cointegration and s…Directional spillover effects between ASEAN and world stock markets (2019)Directional spillover effects…Consumption and exchange rate uncertainty: Evidence from selected Asian countries (2019)Consumption and exchange rate…Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement (2018)Impacts of China's crash on A…Return spillovers around the globe: A network approach (2017)Return spillovers around the …Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets (2017)Mutual funds and stock market…A fresh look at integration of risks in the international stock markets: A wavelet approach (2017)A fresh look at integration o…Co-movement measure of information transmission on international equity markets (2016)Co-movement measure of inform…Granger causality stock market networks: Temporal proximity and preferential attachment (2015)Granger causality stock marke…Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory (2015)Does the vector error correct…Are the KOSPI 200 implied volatilities useful in value-at-risk models? 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2008A New Measure of Financial Openness2,090 cited
  • 1988Testing for Common Trends1,894 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

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559 cited
  • 2009Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling–recoupling hypothesis433 cited
  • Cited by

    • 2022A bibliometric review of financial market integration literature118 cited
    • 2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets113 cited
    • 2015Granger causality stock market networks: Temporal proximity and preferential attachment110 cited
    • 2019Stock market integration in East and Southeast Asia: The role of global factors94 cited
    • 2021Market reaction to the COVID-19 pandemic: evidence from emerging markets88 cited
    • 2018Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement83 cited
    • 2019Directional spillover effects between ASEAN and world stock markets77 cited
    • 2016Co-movement measure of information transmission on international equity markets60 cited
    • 2019Global and regional stock market integration in Asia: A panel convergence approach59 cited
    • 2020Indonesian Stock Market Volatility: GARCH Model53 cited
    • 2019Consumption and exchange rate uncertainty: Evidence from selected Asian countries52 cited
    • 2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets49 cited
    • 2015Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory46 cited
    • 2017Return spillovers around the globe: A network approach46 cited
    • 2014Are the KOSPI 200 implied volatilities useful in value-at-risk models?44 cited
    • 2017A fresh look at integration of risks in the international stock markets: A wavelet approach44 cited