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A systematic review of sovereign connectedness on emerging economies
16 references·2 citing·34 second hop
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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2008Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison978 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 2007Measuring financial contagion: A Copula approach826 cited
  • 2000Contagion: Understanding How It Spreads812 cited
  • 2000A New Approach to Measuring Financial Contagion723 cited
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2003A Primer on Financial Contagion696 cited
  • 2010The subprime credit crisis and contagion in financial markets654 cited
  • 2003The Unholy Trinity of Financial Contagion619 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2010

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Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
559 cited

Cited by

  • 2023European systemic credit risk transmission using Bayesian networks21 cited
  • 2022Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets16 cited