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Understanding international stock market comovements: A comparison of developed and emerging markets
16 references·4 citing·42 second hop
Understanding international stock market comovements: A comparison of developed and emerging markets (2017)Understanding international stock market …International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Market Integration and Contagion (2005)Market Integration and Contag…International Stock Return Comovements (2005)International Stock Return Co…‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)‘Some contagion, some interde…Comovement (2004)ComovementInternational Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…International Asset Allocation With Regime Shifts (2002)International Asset Allocatio…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Why Do Markets Move Together?…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…International Transmission of Stock Market Movements (1989)International Transmission of…The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran (2020)The cross-impact between fina…Risk dependence between energy corporations: A text-based measurement approach (2020)Risk dependence between energ…Pandemics and the emerging stock markets (2020)Pandemics and the emerging st…Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries (2019)Globalization or Regionalizat…Optimum consumption and portfolio rules in a continuous-time model (1971)A Theory of the Term Structure of Interest Rates (1985)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to Measuring Financial Contagion (2003)How Sovereign Is Sovereign Credit Risk? 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this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2002International Asset Allocation With Regime Shifts1,779 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2005Market Integration and Contagion1,061 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 2004Comovement929 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
  • 2005International Stock Return Comovements860 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2005‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion791 cited

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2009
Global market integration: An alternative measure and its application☆
621 cited

Cited by

  • 2020Pandemics and the emerging stock markets90 cited
  • 2020The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran83 cited
  • 2019Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries27 cited
  • 2020Risk dependence between energy corporations: A text-based measurement approach26 cited