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Cross-Market Correlations and Financial Contagion from Developed to Emerging Economies: A Case of COVID-19 Pandemic
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Cross-Market Correlations and Financial Contagion from Developed to Emerging Economies: A Case of COVID-19 Pandemic (2022)Cross-Market Correlations and Financial C…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Infected Markets: Novel Coron…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…The European Sovereign Debt Crisis (2012)The European Sovereign Debt C…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Analysis of Financial Time Series (2005)Analysis of Financial Time Se…‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)‘Some contagion, some interde…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Financial Market Contagion in the Asian Crisis (1999)Financial Market Contagion in…Inflows of Capital to Developing Countries in the 1990s (1996)Inflows of Capital to Develop…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…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)This Time Is Different (2009)Growth in a Time of Debt (2010)Growth in a Time of Debt (2010)The Liquidation of Government Debt (2011)Stories of the Twentieth Century for the Twenty-First (2012)Systemic Banking Crises Database II (2020)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Macroeconomics in the Global Economy (1993)The new wave of private capital inflows: Push or pull? (1996)Foreign direct investment-led growth: evidence from time series and panel data (1999)FDI and economic growth: the role of local financial markets (2003)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)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)Generalized autoregressive conditional heteroskedasticity (1986)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Is the correlation in international equity returns constant: 1960–1990? (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Aggregate Confusion: The Divergence of ESG Ratings (2019)Measuring Economic Policy Uncertainty* (2016)COVID-19 and finance: Agendas for future research (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Multivariate GARCH models: a survey (2006)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Econophysics review: I. Empirical facts (2011)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2002Dynamic Conditional Correlation7,229 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,548 cited
  • 2005Analysis of Financial Time Series1,366 cited
  • 1996Inflows of Capital to Developing Countries in the 1990s1,100 cited
  • 2012The European Sovereign Debt Crisis1,041 cited
  • 2020Financial contagion during COVID–19 crisis1,000 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies934 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets913 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2005‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion791 cited

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2020
Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe
631 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
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