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Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
16 references·15 citing·32 second hop
Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010 (2012)Enter the dragon: Interactions between Ch…CROSS-COUNTRY CAUSES AND CONSEQUENCES OF THE 2008 CRISIS: INTERNATIONAL LINKAGES AND AMERICAN EXPOSURE (2010)CROSS-COUNTRY CAUSES AND CONS…Are Leading Indicators of Financial Crises Useful for Assessing Country Vulnerability? Evidence from the 2008-09 Global Crisis (2010)Are Leading Indicators of Fin…Quantile cointegrating regression (2008)Quantile cointegrating regres…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Econometric issues in the analysis of contagion (2006)Econometric issues in the ana…Stock market linkages: Evidence from Latin America (2002)Stock market linkages: Eviden…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…An empirical examination of linkages between Pacific-Basin stock markets (1998)An empirical examination of l…Volatility and Links between National Stock Markets (1994)Volatility and Links between …Volatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis? (2022)What influences stock market …Volatility connectedness and market dependence across major financial markets in China economy (2021)Volatility connectedness and …Stock market comovements among Asian emerging economies: A wavelet-based approach (2020)Stock market comovements amon…Financial Market Integration of ASEAN-5 with China (2020)Financial Market Integration …Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets (2019)Dynamic spillovers and connec…Volatility Spillovers and Linkages in Asian Stock Markets (2017)Volatility Spillovers and Lin…Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region (2017)Dynamic linkages among develo…Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis (2017)Does Islamic equity investmen…Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda (2015)Emerging trends in Asia-Pacif…Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis (2015)Business cycle synchronizatio…Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets (2014)Why is no financial crisis a …The effect of index futures trading on volatility: Three markets for Chinese stocks (2014)The effect of index futures t…Founding Family Firms and Bank Loan Contracts (2014)Founding Family Firms and Ban…A spatial–temporal analysis of East Asian equity market linkages (2014)A spatial–temporal analysis o…Volatility in Asian stock markets and global financial crisis (2013)Volatility in Asian stock mar…ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Generalized autoregressive conditional heteroskedasticity (1986)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)The General Theory of Employment (1937)On the Impossibility of Informationally Efficient Markets (1980)A Simple Model of Herd Behavior (1992)Contagion as a Wealth Effect (2001)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Statistical aspects of ARCH and stochastic volatility (1996)A New Approach to Measuring Financial Contagion (2000)Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)Long-Term Global Market Correlations (2001)Modeling and Forecasting Realized Volatility (2001)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Competition and Financial Stability (2004)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)An empirical analysis of herd behavior in global stock markets (2010)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)Are Financial Assets Priced Locally or Globally? 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this work references cited by second hop

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 1990Volatiltiy and Links Between National Stock Markets709 cited
  • 1994Volatility and Links between National Stock Markets679 cited
  • 2008Quantile cointegrating regression431 cited
  • 2002Stock market linkages: Evidence from Latin America421 cited
  • 2006Econometric issues in the analysis of contagion289 cited
  • 2010Are Leading Indicators of Financial Crises Useful for Assessing Country Vulnerability? Evidence from the 2008-09 Global Crisis248 cited
  • 1998An empirical examination of linkages between Pacific-Basin stock markets

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236 cited
  • 2010CROSS-COUNTRY CAUSES AND CONSEQUENCES OF THE 2008 CRISIS: INTERNATIONAL LINKAGES AND AMERICAN EXPOSURE190 cited
  • Cited by

    • 2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets102 cited
    • 2017Volatility Spillovers and Linkages in Asian Stock Markets59 cited
    • 2020Stock market comovements among Asian emerging economies: A wavelet-based approach49 cited
    • 2021Volatility connectedness and market dependence across major financial markets in China economy43 cited
    • 2017Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis42 cited
    • 2015Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda42 cited
    • 2013Volatility in Asian stock markets and global financial crisis40 cited
    • 2014Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets38 cited
    • 2015Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis38 cited
    • 2014Founding Family Firms and Bank Loan Contracts37 cited
    • 2022What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?36 cited
    • 2017Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region34 cited
    • 2014The effect of index futures trading on volatility: Three markets for Chinese stocks28 cited
    • 2014A spatial–temporal analysis of East Asian equity market linkages25 cited
    • 2020Financial Market Integration of ASEAN-5 with China24 cited