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Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?
16 references·1 citing·37 second hop
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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2000A New Approach to Measuring Financial Contagion723 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
  • 2005Empirical modelling of contagion: a review of methodologies549 cited
  • 1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?476 cited
  • 2010Hedge Fund Contagion and Liquidity Shocks471 cited
  • 2011Statistical tests for power-law cross-correlated processes443 cited
  • 2010Financial crises and stock market contagion in a multivariate time-varying asymmetric framework424 cited
  • 2011Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets391 cited
  • 2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach

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359 cited
  • 2011Financial contagion and the real economy334 cited
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    • 2019An assessment of contagion risks in the banking system using non-parametric and Copula approaches38 cited