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Financial Market Contagion in the Asian Crisis
0 references·16 citing·53 second hopsampled
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  • n.d.A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion118 cited
  • 2005Adopting the Euro in Central Europe: Challenges of the Next Step in European Integration105 cited
  • 2007Currency crisis contagion and the identification of transmission channels104 cited
  • 2009Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion101 cited
  • 2015Correlations between oil and stock markets: A wavelet-based approach83 cited
  • 2014Interdependence and Contagion in Global Asset Markets71 cited
  • 2009Multivariate contagion and interdependence62 cited
  • 2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets60 cited
  • 2015Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe57 cited
  • 1998On crises, contagion, and confusion53 cited
  • 2008Contagion effects of the US Subprime Crisis on Developed Countries51 cited
  • 2011Financial Markets in East Asia and Europe during the Global Financial Crisis48 cited
  • 2006Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach46 cited
  • 2015

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Corporate Vulnerability Index as a Fear Gauge?Exploring the Contagion Effect between U.S. and Korean Markets
45 cited
  • 2006Correlation, Contagion, and Asian Evidence45 cited
  • 2011How Resilient Were Emerging Economies to the Global Crisis?44 cited