Spatial contagion between financial markets: new evidence of asymmetric measures
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04223-9.pdf
Reference61 articles.
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3. Asgharian, H., Hess, W., & Liu, L. (2013). A spatial analysis of international stock market linkages. Journal of Banking and Finance, 37(12), 4738–4754.
4. Asgharian, H., & Nossman, M. (2011). Risk contagion among international stock markets. Journal of International Money and Finance, 30(1), 22–38.
5. Ayadi, M., Boudhina, R., Khallouli, W., & Sandretto, R. (2006). La contagion de la crise asiatique: Dynamiques de court terme et de long terme. Économie Internationale, 105(1), 113–135.
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