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Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis
16 references·4 citing·46 second hop
Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis (2013)Transmission of US financial and trade sh…Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach (2013)Global financial crisis and e…Stock Market Interdependence, Contagion, and the U.S. Financial Crisis: The Case of Emerging and Frontier Markets (2012)Stock Market Interdependence,…Emerging markets and financial crises: Regional, global or isolated shocks? (2012)Emerging markets and financia…Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets (2011)Stock market interdependence,…Emerging Asia: Decoupling or Recoupling (2011)Emerging Asia: Decoupling or …The Collapse of International Trade during the 2008–09 Crisis: In Search of the Smoking Gun (2010)The Collapse of International…The Collapse of International Trade During the 2008-2009 Crisis: In Search of the Smoking Gun (2010)The Collapse of International…Demand Spillovers and the Collapse of Trade in the Global Recession (2010)Demand Spillovers and the Col…What are the effects of fiscal policy shocks? (2009)What are the effects of fisca…Asset Prices, Exchange Rates and the Current Account (2008)Asset Prices, Exchange Rates …External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)External shocks, U.S. monetar…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Trade Linkages and Output-Multiplier Effects: a Structural VAR Approach with a Focus on Asia* (2005)Trade Linkages and Output-Mul…The transmission of US shocks to Latin America (2005)The transmission of US shocks…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Modelling international sovereign risk information spillovers: A multilayer network approach (2022)Modelling international sover…China–Africa financial markets linkages: Volatility and interdependence (2018)China–Africa financial market…A systematic review of sovereign connectedness on emerging economies (2018)A systematic review of sovere…Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market (2014)Statistics of extreme events …On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Do global factors impact BRICS stock markets? 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this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2009What are the effects of fiscal policy shocks?1,331 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • 2007External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets455 cited
  • 2010The Collapse of International Trade during the 2008–09 Crisis: In Search of the Smoking Gun432 cited
  • 2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach359 cited
  • 2010Demand Spillovers and the Collapse of Trade in the Global Recession288 cited
  • 2011Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets239 cited
  • 2012Stock Market Interdependence, Contagion, and the U.S. Financial Crisis: The Case of Emerging and Frontier Markets149 cited
  • 2008Asset Prices, Exchange Rates and the Current Account139 cited
  • 2012Emerging markets and financial crises: Regional, global or isolated shocks?138 cited
  • 2011Emerging Asia: Decoupling or Recoupling

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133 cited
  • 2010The Collapse of International Trade During the 2008-2009 Crisis: In Search of the Smoking Gun124 cited
  • 2005Trade Linkages and Output-Multiplier Effects: a Structural VAR Approach with a Focus on Asia*117 cited
  • Cited by

    • 2018China–Africa financial markets linkages: Volatility and interdependence30 cited
    • 2022Modelling international sovereign risk information spillovers: A multilayer network approach27 cited
    • 2018A systematic review of sovereign connectedness on emerging economies26 cited
    • 2014Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market20 cited