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Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
In: NBER Working Papers.
RePEc:nbr:nberwo:9510.

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    In: Working Papers.
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  2. Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid.
    In: The Quarterly Review of Economics and Finance.
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  3. Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur.
    In: Journal of International Financial Markets, Institutions and Money.
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  4. Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy.
    In: Journal of Financial Stability.
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  5. Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Sharma, Gagan Deep ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
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  6. A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi.
    In: Journal of Economic Dynamics and Control.
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  7. Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns. (2023). Azam, Sardor ; Sharipova, Zebo ; Odilova, Shoirahon.
    In: International Journal of Energy Economics and Policy.
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  8. Volatility spillover effects of oil, gold and bulk shipping prices on financial markets. (2022). Georgiana, Plea.
    In: Proceedings of the International Conference on Business Excellence.
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  9. The study of co-movement risk in the context of the Belt and Road Initiative. (2022). Chien, Fengsheng ; Hsu, Ching-Chi.
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  10. Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham.
    In: The Journal of Economic Asymmetries.
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  11. Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gana, Marjene ; Ayadi, Ahmed.
    In: Working Papers.
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  12. The contribution of market movements, asset allocation and active management to Islamic equity funds performance (vol 74, pg 32, 2018). (2021). Erragragui, Elias ; Peillex, Jonathan ; Benlemlih, Mohammed ; Bitar, Mohammad.
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  13. Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence. (2021). Yang, Xueqing ; Liu, Yang ; Wang, Mei.
    In: Energies.
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  14. Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gana, Marjene ; Ayadi, Ahmed.
    In: International Review of Economics & Finance.
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  15. International linkages of Indian equity market: evidence from panel co-integration approach. (2020). Singhal, Shelly ; Choudhary, Sangita.
    In: Journal of Asset Management.
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  16. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W.
    In: Energy Economics.
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  17. Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai.
    In: Economic Modelling.
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  18. The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach. (2020). Oroumieh, Kiana Baensaf ; Javad, Seyed Mohammad ; Bajgiran, Bahareh Ramezanian ; Razmi, Seyedeh Fatemeh.
    In: International Journal of Energy Economics and Policy.
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  19. A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S.
    In: Cambridge Working Papers in Economics.
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  20. The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona.
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  21. The contribution of market movements, asset allocation and active management to Islamic equity funds’ performance. (2019). Peillex, Jonathan ; Benlemlih, Mohammed ; Bitar, Mohammad ; Erragragui, Elias.
    In: The Quarterly Review of Economics and Finance.
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  22. Predicting future stock market structure by combining social and financial network information. (2019). Aste, Tomaso.
    In: Physica A: Statistical Mechanics and its Applications.
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  23. Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi.
    In: The North American Journal of Economics and Finance.
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  24. Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN.
    In: Working Papers.
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  25. Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L.
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  26. Measuring bank downside systemic risk in Taiwan. (2018). Su, Ender ; Wong, Kai Wen.
    In: The Quarterly Review of Economics and Finance.
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  27. Equivalent volume and comovement. (2018). Staer, Arsenio ; Sottile, Pedro .
    In: The Quarterly Review of Economics and Finance.
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  28. Local currency systemic risk. (2018). Borri, Nicola.
    In: Emerging Markets Review.
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  29. Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M.
    In: Economic Systems.
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  30. Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik .
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  31. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
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  32. Analyse de la prévisibilité cross-country via létude de la cointégration : cas de six marchés asiatiques émergents. (2016). Fatnassi, Latifa .
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  33. Analyse de la prévisibilité cross-country via létude de la cointégration : cas de six marchés asiatiques émergents. (2016). Fatnassi, Latifa.
    In: Journal of Academic Finance.
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  34. Contagion in the Worlds Stock Exchanges Seen as a Set of Coupled Oscillators. (2016). Rotundo, Giulia ; Andersen, Jorgen Vitting ; Bellenzier, Lucia .
    In: Post-Print.
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  35. Contagion in the Worlds Stock Exchanges Seen as a Set of Coupled Oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  36. Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting.
    In: Economic Modelling.
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  37. Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting.
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  38. Real Sector Output and Financial Liberalisation in Nigeria. (2015). Orji, Anthony ; Anthony-Orji, Onyinye.
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  39. Sovereign Default Analysis through Extreme Events Identification. (2015). Marica, Vasile George ; Anghel, Lucian Claudiu .
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  40. Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  41. Contagion in the Worlds Stock Exchanges Seen as a Set of Coupled Oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting.
    In: Working Papers.
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  42. Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2015). Bellenzier, Lucia ; Andersen, Jorgen Vitting ; Rotundo, Giulia.
    In: Post-Print.
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  43. Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  44. THE RISK-RETURN TRADE-OFF OF INVESTING IN LATIN AMERICAN EMERGING STOCK MARKETS. (2014). Vedd, Rishma ; Lazarony, Paul .
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  45. Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms. (2014). Shamsuddin, Abul ; Easton, Steve ; Akhtaruzzaman, MD.
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  46. Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed.
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  47. Determinants of foreign capital flows: The experience of selected Sub-Saharan African countries. (2014). Brafu-Insaidoo, William ; Biekpe, Nicholas.
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  48. Are commodity markets characterized by herd behaviour?. (2013). Steen, Marie ; Gjolberg, Ole .
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  49. Risk Exposures and Financial Spillovers in Tranquil and Crisis Times; Bank-Level Evidence. (2013). Schmittmann, Jochen M ; Ward, Helene Poirson.
    In: IMF Working Papers.
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  50. Analysing interconnectivity among economies. (2011). Fong, Tom Pak Wing, ; Wong, Alfred Y-T., .
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  51. Time varying regional integration in emerging stock market. (2011). Guesmi, Khaled.
    In: Economics Bulletin.
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  52. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El hédi Arouri, .
    In: Economics Bulletin.
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  53. The Credit Crisis around the Globe: Why Did Some Banks Perform Better?. (2010). Stulz, René ; Beltratti, Andrea.
    In: Working Paper Series.
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  54. Evidence of interdependence and contagion using a frequency domain framework. (2009). Candelon, Bertrand ; Bodart, Vincent.
    In: Emerging Markets Review.
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  55. Common stochastic volatility trends in international stock returns. (2008). Wolters, Juergen ; Dao, Mai.
    In: International Review of Financial Analysis.
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  56. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Stahel, Christof ; Boyson, Nicole .
    In: Working Papers.
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  57. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Working Paper Series.
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  58. The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities. (2006). Katrakilidis, Constantinos ; Koulakiotis, Athanasios .
    In: Annals of Economics and Finance.
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  59. Evidences of Interdependence and Contagion using a Frequency Domain Framework. (2005). Candelon, Bertrand ; Bodart, Vincent.
    In: Research Memorandum.
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  60. An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market. (2005). Kein, Alar.
    In: Working Papers.
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  61. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2004-01.

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  62. Business Cycle Fluctuations and International Financial Integration. (2004). Pierdzioch, Christian ; Kizys, Renatas.
    In: Kiel Working Papers.
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  63. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
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  64. Empirical Modeling of Contagion; A Review of Methodologies. (2004). Fry-McKibbin, Renee ; Gonzalez-Hermosillo, Brenda ; Martin, Vance ; Dungey, Mardi.
    In: IMF Working Papers.
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  65. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
    In: Econometric Society 2004 Latin American Meetings.
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  66. Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness. (2004). Tay, Anthony S ; Hashmi, Aamir.
    In: Econometric Society 2004 Far Eastern Meetings.
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  67. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Econometric Society 2004 Far Eastern Meetings.
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  68. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda .
    In: Econometric Society 2004 Australasian Meetings.
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  69. EXCHANGE RATE REGIMES, GLOBALISATION AND THE COST OF CAPITAL IN EMERGING MARKETS. (2004). de los Rios, Antonio Diez .
    In: Working Papers.
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  70. World market integration through the lens of foreign direct investors. (2003). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
    In: Policy Research Working Paper Series.
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  71. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
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  72. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  73. Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises. (2003). Fry-McKibbin, Renee ; Dungey, Mardi ; Martin, Vance ; Gonzalez-Hermosillo, Brenda.
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  74. Country and Industry Dynamics in Stock Returns. (2003). Catão, Luis ; Timmermann, Allan ; Cato, Luis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/052.

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  75. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
    In: Finance Working Papers.
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  76. Contagion: an empirical test. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
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  77. Stock market cycles, financial liberalization and volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Journal of International Money and Finance.
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  78. Contagion and interdependence in stock markets: Have they been misdiagnosed?. (2003). Pelizzon, Loriana ; Billio, Monica.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:405-426.

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  79. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

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  80. Mexican peso crisis and its spillover effects to emerging market debt. (2003). Suk, David Y. ; Lee, Sukhun ; Han, Ki C., .
    In: Emerging Markets Review.
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  81. Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets. (2003). Diez de los Rios, Antonio.
    In: Economic Working Papers at Centro de Estudios Andaluces.
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  82. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0102.

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  83. Time-Varying World Market Integration. (1994). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4843.

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  84. International linkages of Indian equity market: evidence from panel co-integration approach. (). Singhal, Shelly ; Choudhary, Sangita.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00165-2.

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  10. Connolly, Robert A. and F. Albert Wang, 2002, International Equity Market Comovements: Economic Fundamental or Contagion, Pacific Basin Finance Journal, forthcoming.
    Paper not yet in RePEc: Add citation now
  11. De Gregorio, José and Rodrigo G. Valdés, 2001, Crisis Transmission: Evidence from the Debt, Tequila, and Asian Flu Crises, World Bank Economic Review 15, 289-324.
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  12. Dumas, Bernard and Bruno Solnik, 1995, The World Price of Foreign Exchange Risk, Journal of Finance, 50, 665- 679.

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  14. Eichengreen, B., A. K. Rose, and C. Wyplosz, 1996, Contagious Currency Crises, NBER working paper 5681.

  15. Engle, Robert. F. and Raul Susmel, 1993, Common Volatility in International Equity Markets, Journal of Business & Economic Statistics, 11, 2.

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  17. Erb, Claude, Campbell R. Harvey and Tadas Viskanta, 1994, Forecasting International Equity Correlations, Financial Analysts Journal, November/December, 32-45.
    Paper not yet in RePEc: Add citation now

  18. Federal Reserve Board, Mimeo. Ng, Angela, 2000, Volatility Spillover Effects from Japan and the U.S. to the Pacific-Basin, Journal of International Money and Finance, 19, 207-233.

  19. Forbes, Kristin and Roberto Rigobon, 2001, No Contagion, Only Interdependence: Measuring Stock Market Co- movements, Journal of Finance, forthcoming.

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