Networks of volatility spillovers among stock markets-Reference-Cited by-同舟云学术

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Networks of volatility spillovers among stock markets

Published:2018-01 Issue: Volume:490 Page:1555-1574
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Baumöhl Eduard,Kočenda Evžen,Lyócsa Štefan,Výrost Tomáš

Funder

Slovak Research and Development Agency

Slovak Grant Agency for Science

GAČR

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference59 articles.

1. Boolean network representation of contagion dynamics during a financial crisis;Caetano;Physica A,2015

2. Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal);da Silva;Physica A,2016

3. Quantitative measurement of the contagion effect between US and Chinese stock market during the financial crisis;Chen;Physica A,2014

4. The global financial crisis: Is there any contagion between real estate and equity markets?;Hui;Physica A,2014

5. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets;Dewandaru;Physica A,2015

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