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Changes in stock markets interdependencies as a result of the global financial crisis: Empirical investigation on the CEE region
16 references·3 citing·39 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
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  • 1999GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL1,264 cited
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  • 1995Time-Varying World Market Integration594 cited
  • 1997Stock returns and volatility in emerging financial markets465 cited
  • 2001Sources of contagion: is it finance or trade?465 cited
  • 2002Stock market linkages: Evidence from Latin America

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Cited by

  • 2010Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility34 cited
  • 2013Causality between regional stock markets: A frequency domain approach31 cited
  • 2018Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets29 cited