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Is China a source of financial contagion?
16 references·9 citing·38 second hop
Is China a source of financial contagion? (2019)Is China a source of financial contagion?World Development indicators (2015)World Development indicatorsThe International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market (2012)The International Transmissio…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Global Banks and International Shock Transmission: Evidence from the Crisis (2010)Global Banks and Internationa…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Market Integration and Contagion (2005)Market Integration and Contag…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…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A New Approach to Measuring Financial Contagion (2000)A New Approach to Measuring F…The Endogenity of the Optimum Currency Area Criteria (1998)The Endogenity of the Optimum…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Stock Returns and Volatility (1990)Stock Returns and VolatilityA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Interconnectedness and systemic risk: Evidence from global stock markets (2024)Interconnectedness and system…Returns and volatility spillover between agricultural commodities and emerging stock markets: new evidence from COVID-19 and Russian-Ukrainian war (2023)Returns and volatility spillo…Quantile time-frequency connectedness among G7 stock markets and clean energy markets (2023)Quantile time-frequency conne…Impact of exchange rate fluctuations on US stock market returns (2023)Impact of exchange rate fluct…You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation (2022)You sneeze, and the markets a…Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic (2022)Asymmetric and dynamic links …Spatial financial contagion during the COVID-19 outbreak: Local correlation approach (2021)Spatial financial contagion d…Contagion in Global Stock Markets during the COVID‐19 Crisis (2021)Contagion in Global Stock Mar…An assessment of how COVID-19 changed the global equity market (2021)An assessment of how COVID-19…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)The robustness of identified VAR conclusions about money (1998)Assessing aid - what works, what doesn't, and why (1998)International Financial Statistics (2003)Testing environmental Kuznets curve hypothesis: The role of renewable and non-renewable energy consumption and trade in OECD countries (2015)Impact of COVID-19 on the travel and tourism industry (2020)Social media and vaccine hesitancy (2020)Extreme Correlation of International Equity Markets (2001)The Institutional Dynamics of International Political Orders (1998)What Makes the World Hang Together? Neo-utilitarianism and the Social Constructivist Challenge (1998)The determinants of cross-border equity flows (2004)
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References

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  • 2010Global Banks and International Shock Transmission: Evidence from the Crisis499 cited
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    • 2023Returns and volatility spillover between agricultural commodities and emerging stock markets: new evidence from COVID-19 and Russian-Ukrainian war68 cited
    • 2021An assessment of how COVID-19 changed the global equity market49 cited
    • 2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic36 cited
    • 2024Interconnectedness and systemic risk: Evidence from global stock markets33 cited
    • 2021Spatial financial contagion during the COVID-19 outbreak: Local correlation approach29 cited
    • 2023Quantile time-frequency connectedness among G7 stock markets and clean energy markets28 cited
    • 2022You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation26 cited
    • 2021Contagion in Global Stock Markets during the COVID‐19 Crisis23 cited
    • 2023Impact of exchange rate fluctuations on US stock market returns20 cited