Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Global Crisis and Equity Market Contagion

16 references·16 citing·49 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
2008Market Liquidity and Funding Liquidity5,007 cited
2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
2006Financial Constraints Risk3,702 cited
2004The Cash Flow Sensitivity of Cash3,523 cited
2000Financial Contagion3,393 cited
2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
2008Liquidity and leverage2,557 cited
1995Time‐Varying World Market Integration2,152 cited
1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
1991The Variation of Economic Risk Premiums1,740 cited
2004The determinants of cross-border equity flows1,722 cited
1997Emerging equity market volatility1,703 cited
1990Transmission of Volatility between Stock Markets1,588 cited
1989Transmission of Volatility Between Stock Markets1,516 cited
2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,425 cited

Cited by

2021Banking sector performance during the COVID-19 crisis382 cited
2016On the International Spillovers of US Quantitative Easing362 cited
2019Flights to Safety314 cited
2018Can economic policy uncertainty predict stock returns? Global evidence282 cited
2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model268 cited
2019Anomalies across the globe: Once public, no longer existent?226 cited
2018A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies222 cited
2019Herding behavior and contagion in the cryptocurrency market213 cited
2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes204 cited
2015Democracy, political risks and stock market performance188 cited
2018Global stock market investment strategies based on financial network indicators using machine learning techniques173 cited
2018Good and bad volatility spillovers: An asymmetric connectedness169 cited
2017International financial spillovers to emerging market economies: How important are economic fundamentals?165 cited
2015Contagion and banking crisis – International evidence for 2007–2009163 cited
2014Stock Market Integration and the Global Financial Crisis163 cited
2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries143 cited