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Economic determinants of emerging stock market interdependence

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2014The 2008 financial crisis: Stock market contagion and its determinants184 cited
2013Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis178 cited
2011Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

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2017Cross-country determinants of economic policy uncertainty spillovers155 cited

2012Integration of 22 emerging stock markets: A three-dimensional analysis147 cited

2009Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world119 cited

2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets113 cited

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2008Changes in the international comovement of stock returns and asymmetric macroeconomic shocks87 cited

2009Dynamic linkages among ASEAN‐5 emerging stock markets85 cited

2018Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement83 cited

2015An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries82 cited