Determinants of stock market comovements among US and emerging economies during the US financial crisis

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Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016, background): “This date is selected as break point of the GFC. 8”
Do global factors impact BRICS stock markets? A quantile regression approach (2014, background): “Similarly, Hwang et al. (2013) examine the dynamic conditional correlations between the U.S. and ten emerging stock markets (i.e., the five BRICS markets, South Korea, Thailand, Philippines, Taiwan, and Malaysia).”
Equity Market Contagion During the Global Financial Crisis: Evidence from the World's Eight Largest Economies (2014, unknown): “Overall, our results are consistent with previous studies on equity market contagion during the GFC (Aloui et al., 2011; Baur, 2012; Bekaert et al., 2011; Hwang et al., 2013).”
Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat (2014, methodology): “Hwang et al. (2013) use DCC-EGARCH models to estimate dynamic conditional correlations between the US stock market and 10 emerging stock markets.”