Skip to Main Content

Advertisement

MIT Press Direct, home Open Menu
header search
Search
Advanced Search
Skip Nav Destination

Correlation, Contagion, and Asian Evidence

Asian Economic Papers (2006) 5 (2): 32–72.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
A revised approach to testing for asymmetric intermarket spillover effects
  • Najib Shrydeh
  • Mohammed Shahateet
  • Suleiman Mohammad
  • Mohammad Sumadi
Cogent Economics & Finance (2025) 13 (1)
Transmission of systemic Risk between the banking systems of Asia-Pacific Countries and Russia
  • S. A. Dzuba
  • V. S. Tishkovetz
  • M. A. Shchepeleva
Finance: Theory and Practice (2023) 27 (5): 182.
The changing network of financial market linkages: The Asian experience
  • Biplob Chowdhury
  • Mardi Dungey
  • Moses Kangogo
  • Mohammad Abu Sayeed
  • Vladimir Volkov
International Review of Financial Analysis (2019) 64: 71.
The Changing Network of Financial Market Linkages: The Asian Experience
  • Biplob Chowdhury
  • Mardi H. Dungey
  • Moses Kangogo
  • Mohammad Abu Sayeed
  • Vladimir Volkov
SSRN Electronic Journal (2018)
Identifying contagion
  • Mardi Dungey
  • Eric Renault
Journal of Applied Econometrics (2018) 33 (2): 227.
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
  • Mehmet Balcilar
  • Rangan Gupta
  • Duc Khuong Nguyen
  • Mark E. Wohar
Applied Economics (2018) 50 (53): 5712.
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
  • Pedro Nielsen Rotta
  • Pedro L. Valls Pereira
Applied Economics (2016) 48 (25): 2367.
The 2008 financial crisis: Stock market contagion and its determinants
  • Kimberly F. Luchtenberg
  • Quang Viet Vu
Research in International Business and Finance (2015) 33: 178.
The internationalisation of financial crises: Banking and currency crises 1883–2008
  • Mardi Dungey
  • Jan P.A.M. Jacobs
The North American Journal of Economics and Finance (2015) 32: 29.
Volatility Contagion in the Asian Crisis: New Evidence of Volatility Tail Dependence
  • Alexander Karmann
  • Rodrigo Herrera
Review of Development Economics (2014) 18 (2): 354.
Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
  • Renée Fry-McKibbin
  • Cody Yu-Ling Hsiao
  • Chrismin Tang
Open Economies Review (2014) 25 (3): 521.
Network analysis of exchange data: interdependence drives crisis contagion
  • David Matesanz
  • Guillermo J. Ortega
Quality & Quantity (2014) 48 (4): 1835.
Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
  • Richard C.K. Burdekin
  • Pierre L. Siklos
Pacific-Basin Finance Journal (2012) 20 (3): 521.
Enter the Dragon: Interactions between Chinese, US and Asia‐Pacific Equity Markets, 1995‐2010
  • Richard C. K. Burdekin
  • Pierre L. Siklos
SSRN Electronic Journal (2011)
Actually this Time is Different
  • Renee Fry
  • Cody Yu-Ling Hsiao
  • Chrismin Tang
SSRN Electronic Journal (2011)
Enter the Dragon: Interactions between Chinese, U.S. and Asia-Pacific Equity Markets, 1995-2010
  • Richard C. K. Burdekin
  • Pierre L. Siklos
SSRN Electronic Journal (2011)
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS
  • Hans Manner
  • Bertrand Candelon
Pacific Economic Review (2010) 15 (3): 364.
Diversification, rationality and the Asian economic crisis
  • Robert G. Bowman
  • Kam Fong Chan
  • Matthew R. Comer
Pacific-Basin Finance Journal (2010) 18 (1): 1.
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets
  • Mardi Dungey
  • Renée Fry
The Journal of Economic Asymmetries (2009) 6 (3): 41.
On measuring synchronization of bulls and bears: The case of East Asia
  • Bertrand Candelon
  • Jan Piplack
  • Stefan Straetmans
Journal of Banking & Finance (2008) 32 (6): 1022.
Contagion in the World Equity Markets and the Asian Economic Crisis
  • Robert G. Bowman
  • Kam Fong Chan
  • Matthew R. Comer
SSRN Electronic Journal (2007)
Shift versus Traditional Contagion in Asian Markets
  • Thomas Flavin
  • Ekaterini Panopoulou
SSRN Electronic Journal (2006)
Shift versus Traditional Contagion in Asian Markets
  • Thomas Flavin
  • Ekaterini Panopoulou
SSRN Electronic Journal (2006)

Advertisement

  • Online ISSN 1536-0083
  • Print ISSN 1535-3516
A product of The MIT Press
Newsletter sign up

MIT Press Direct

Information

MIT Press

Contact Us

© 2025 The MIT Press
This Feature Is Available To Subscribers Only

or Create an Account

Close Modal
Close Modal
This site uses cookies. By continuing to use our website, you are agreeing to our privacy policy. No content on this site may be used to train artificial intelligence systems without permission in writing from the MIT Press.
Accept