Citations (27)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (6)
Maximilian-Benedikt Herwarth Kohn & Pedro L. Valls Pereira. (2017) Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model. Cogent Economics & Finance 5:1.
Read now
Read now
Pedro Nielsen Rotta & Pedro L. Valls Pereira. (2016) Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching. Applied Economics 48:25, pages 2367-2382.
Read now
Read now
Dong Wan Shin, Hyo Jin Kim & Jinwook Seo. (2016) SUR Approach for IV Estimation of Canonical Contagion Models. Communications in Statistics - Simulation and Computation 45:1, pages 378-387.
Read now
Read now
Bruno P. Arruda & Pedro L. Valls Pereira. (2013) Analysis of the volatility’s dependency structure during the subprime crisis. Applied Economics 45:36, pages 5031-5045.
Read now
Read now
Franz Fuerst & George Matysiak. (2013) Analysing the performance of nonlisted real estate funds: a panel data analysis. Applied Economics 45:14, pages 1777-1788.
Read now
Read now
A. Maghyereh & B. Awartani. (2012) Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE. Applied Financial Economics 22:10, pages 837-848.
Read now
Read now
Articles from other publishers (21)
Mei-Jing Zhou, Jian-Bai Huang & Jin-Yu Chen. (2022) Time and frequency spillovers between political risk and the stock returns of China's rare earths. Resources Policy 75, pages 102464.
Crossref
Crossref
Souhir Amri Amamou & Sleheddine Hellara. 2022. Global Encyclopedia of Public Administration, Public Policy, and Governance. Global Encyclopedia of Public Administration, Public Policy, and Governance
9393
9400
.
Souhir Amri Amamou & Sleheddine Hellara. 2020. Global Encyclopedia of Public Administration, Public Policy, and Governance. Global Encyclopedia of Public Administration, Public Policy, and Governance
1
7
.
Pedro Raffy Vartanian. (2020) Volatility transmission between commodities and Ibovespa in the period 2000–2016: Is there a possibility of diversification?. International Economics and Economic Policy 17:2, pages 483-501.
Crossref
Crossref
Carolina Macagnani dos Santos, Luiz Eduardo Gaio, Tabajara Pimenta Junior & Eduardo Garbes Cicconi. (2019) Interdependence and contagion in the period of crisis. International Journal of Emerging Markets 14:5, pages 1013-1031.
Crossref
Crossref
Konstantinos Gkillas, Athanasios Tsagkanos & Dimitrios I. Vortelinos. (2019) Integration and risk contagion in financial crises: Evidence from international stock markets. Journal of Business Research 104, pages 350-365.
Crossref
Crossref
Shegorika RajwaniDilip Kumar. (2019) Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach. Global Business Review 20:4, pages 962-980.
Crossref
Crossref
Simeon Coleman, Vitor Leone & Otavio R. de Medeiros. (2019) Latin American stock market dynamics and comovement. International Journal of Finance & Economics 24:3, pages 1109-1129.
Crossref
Crossref
Miriam Sosa Castro, Christian Bucio Pacheco & Alejandra Cabello Rosales. (2019) Dependencia condicional en el bloque TLCAN : un análisis con modelos GARCH y Cópula. Ecos de Economía 22:47, pages 73-91.
Crossref
Crossref
Dejan Živkov, Emilija Mihajlović & Kristina Kostić. (2019) Time-frequency nexus between the Eastern European and the developed stock markets: The case of Visegrad group. Skola biznisa:1, pages 15-31.
Crossref
Crossref
Neha Seth & Laxmidhar Panda. (2018) Financial contagion: review of empirical literature. Qualitative Research in Financial Markets 10:1, pages 15-70.
Crossref
Crossref
Heni Boubaker & Syed Ali Raza. (2016) On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. Physica A: Statistical Mechanics and its Applications 459, pages 9-23.
Crossref
Crossref
Emerson Fernandes Marçal. (2015) Estimando o desalinhamento cambial brasileiro: uma análise de robustez a partir do modelo global com mecanismo de correção de erros. Estudos Econômicos (São Paulo) 45:3, pages 593-623.
Crossref
Crossref
Wasim Ahmad, N.R. Bhanumurthy & Sanjay Sehgal. (2014) The Eurozone crisis and its contagion effects on the European stock markets. Studies in Economics and Finance 31:3, pages 325-352.
Crossref
Crossref
Tran Phuong Thao, Kevin Daly & Craig Ellis. 2014. Emerging Markets and the Global Economy. Emerging Markets and the Global Economy
537
554
.
André L.P. Ribeiro & Luiz K. Hotta. (2013) An analysis of contagion among Asian countries using the canonical model of contagion. International Review of Financial Analysis 29, pages 62-69.
Crossref
Crossref
Wasim Ahmad, Sanjay Sehgal & N.R. Bhanumurthy. (2013) Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. Economic Modelling 33, pages 209-225.
Crossref
Crossref
Emerson Fernandes Marcal, Pedro L. Valls Pereira, Diogenes Manoel Leiva Martin, Wilson Toshiro Nakamura & Wagner Oliveira Monteiro. 2011. Financial Contagion. Financial Contagion
93
99
.
Marisa Costa & Emerson Fernandes Marçal. (2019) Deviations from Covered Interest Parity: The Role Played by Fundamentals, Nancial and Political Turmoils and Market Frictions.. SSRN Electronic Journal.
Crossref
Crossref
Pedro Vartanian. (2018) Is There a Possibility of Diversification Between Commodities and Ibovespa? Analysis of Volatility Transmission (2000‒2016). SSRN Electronic Journal.
Crossref
Crossref
George A. Matysiak & Franz Fuerst. (2009) Analyzing the Performance of Non-Listed Real Estate Funds: A Panel Data Analysis. SSRN Electronic Journal.
Crossref
Crossref