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Are cryptocurrencies contagious to Asian financial markets?
16 references·5 citing·43 second hop
Are cryptocurrencies contagious to Asian financial markets? (2019)Are cryptocurrencies contagious to Asian …An analysis of cryptocurrencies conditional cross correlations (2019)An analysis of cryptocurrenci…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…Asymmetric Volatility in Cryptocurrencies (2018)Asymmetric Volatility in Cryp…Cryptocurrency: A New Investment Opportunity? (2017)Cryptocurrency: A New Investm…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …On financial contagion and implied market volatility (2014)On financial contagion and im…How likely is contagion in financial networks? (2014)How likely is contagion in fi…Financial Networks and Contagion (2014)Financial Networks and Contag…An analysis of commodity markets: What gain for investors? (2013)An analysis of commodity mark…The subprime credit crisis and contagion in financial markets (2010)The subprime credit crisis an…Imperfect Competition, Information Heterogeneity, and Financial Contagion (2006)Imperfect Competition, Inform…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…A New Approach to Measuring Financial Contagion (2000)A New Approach to Measuring F…Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network (2024)Volatility contagion between …Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach (2024)Volatility and returns connec…Stock market volatility: a systematic review (2023)Stock market volatility: a sy…Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment (2022)Market integration and volati…Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets (2021)Asymmetry and conduction dire…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? 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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2000A New Approach to Measuring Financial Contagion723 cited
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2010The subprime credit crisis and contagion in financial markets654 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
  • 2018Herding behaviour in cryptocurrencies536 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2018Asymmetric Volatility in Cryptocurrencies372 cited
  • 2017Cryptocurrency: A New Investment Opportunity?348 cited
  • 2013An analysis of commodity markets: What gain for investors?167 cited
  • 2019An analysis of cryptocurrencies conditional cross correlations141 cited
  • 2006Imperfect Competition, Information Heterogeneity, and Financial Contagion133 cited
  • 2014On financial contagion and implied market volatility

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123 cited

Cited by

  • 2023Stock market volatility: a systematic review86 cited
  • 2024Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network38 cited
  • 2022Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment27 cited
  • 2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach26 cited
  • 2021Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets23 cited