A spatial analysis of international stock market linkages

By Hossein Asgharian, W. Hess, Lu Liu. 2013

163 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/4fde2502f2c91b2ddd8f1f7d4192a307e050aff7

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In Economics and Econometrics

1. S. J. Koopman
2. Francisco Blasques
3. André Lucas
4. Julia Schaumburg
5. Rutger Lit
6. Pawel Janus
7. Drew D. Creal

Citations in the corpus

• Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models (2016, methodology): “…been applied in empirical finance; see Fernandez (2011) for a CAPM model augmented by spatial dependencies, Wied (2013), Arnold et al. (2013), and Asghar- ian et al. (2013) for analyses of spatial dependencies in stock markets, Denbee et al. (2013) for a network approach to assess interbank…”