Financial Spillovers to Emerging Markets During the Global Financial CrisisHeiko Hesse, Nathaniel Frank2009-01-01preprintSSRN Electronic Journal92 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 — 92 citations exist upstream.References2002Dynamic Conditional Correlation2002No Contagion, Only Interdependence: Measuring Stock Market Comovements2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1989Transmission of Volatility Between Stock Markets2002A Rational Expectations Model of Financial Contagion2005Market Integration and Contagion1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements1990Volatiltiy and Links Between National Stock MarketsCited by2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-192015The Impact Of Financial Crisis On Islamic And Conventional Indices Of The GCC Countries2012Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries2013Stock and foreign exchange market linkages in emerging economies2010FINANCIAL CRISES AND INTERNATIONAL STOCK MARKET VOLATILITY TRANSMISSION2019The systemic risk of China’s stock market during the crashes in 2008 and 20152015Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis