Testing for contagion: a conditional correlation analysisGuglielmo Maria Caporale, Andrea Cipollini, Nicola Spagnolo2005-02-21articleJournal of Empirical Finance251 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingGlobal Financial Crisis and PoliciesMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 251 citations exist upstream.References2002No Contagion, Only Interdependence: Measuring Stock Market Comovements1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances1990Transmission of Volatility between Stock Markets1989Transmission of Volatility Between Stock Markets2002A Rational Expectations Model of Financial Contagion2003Identification Through Heteroskedasticity1998Contagion and Trade: Why Are Currency Crises Regional?2003Measuring The Reaction of Monetary Policy to the Stock MarketCited by2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis2010A New Class of Tests of Contagion With Applications2012Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)2014Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets2012No contagion, only globalization and flight to quality2011Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets