Author:
Markwat Thijs,Kole Erik,van Dijk Dick
Subject
Economics and Econometrics,Finance
Reference39 articles.
1. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003
2. Boyer, B., Gibson, M., Loretan, M., 1999. Pitfalls in tests for changes in correlations. Federal Reserve Board of Governors International Finance Discussion Papers No. 597.
3. How do crises spread? Evidence from accessible and inaccessible stock indices;Boyer;Journal of Finance,2006
4. On measuring synchronization of bulls and bears: The case of East Asia;Candelon;Journal of Banking and Finance,2008
5. Predicting the bear stock market: Macroeconomic variables as leading indicators;Chen;Journal of Banking and Finance,2009
Cited by
137 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献