References

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• 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
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• 2010Stocks, bonds, money markets and exchange rates: measuring international financial transmission429 cited
• 2012The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil378 cited
• 2013Systemic sovereign credit risk: Lessons from the U.S. and Europe373 cited
• 2012How the Subprime Crisis went global: Evidence from bank credit default swap spreads291 cited
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• 2012Contagion During the Greek Sovereign Debt Crisis243 cited
• 2015Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries193 cited