Stock market integration and financial crises: the case of Asia

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Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis (2010, background): “Yang et al. (2002) find that both the long-run cointegration relationships and the short-run causal linkages among the US, Japanese and 10 Asian emerging stock markets were strengthened during the 1997 Asian financial crisis.”
The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration? (2010, background): “In contrast, Tan and Tse (2002) and Yang et al. (2003), who also focus on the 1997–1998 Asian financial crisis, conclude that both long-run equilibrium relationships and short-term causal linkages among Asian stock markets were strengthened in a lasting manner following this crisis.”
International portfolio diversification to Central European stock markets (2004, background): “…1995; Arshanapalli and Doukas, 1996; Chaudhuri, 1996; PalacMcMiken, 1997; Janakiramanan and Lamba, 1998; Roca et al., 1998; Phylaktis and Ravazzolo, 2001; Fan, 2001; Dekker et al., 2001; Chen et al., 2002; Manning, 2002; Sharma and Wongbangpo, 2002; Yang et al., 2003; Shamsuddin and Kim, 2003).”