Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis
By Francis In, Sangbae Kim, J. Yoon, C. Viney. 2001
118 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/c6065a9c503a04110a9bfdf3f5001d4b9254349c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Giampiero M. Gallo
- Robert F. Engle
- Margherita Velucchi
- N. Shephard
- Kevin Sheppard
- André Lucas
- Timo Teräsvirta
- P. R. Hansen
In Finance
- Giampiero M. Gallo
- Robert F. Engle
- Margherita Velucchi
- N. Shephard
- Kevin Sheppard
- André Lucas
- Timo Teräsvirta
- P. R. Hansen
In Global and Planetary Change
Citations in the corpus
- Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach (2012, background): “Results based on these techniques all reach the same conclusion: some dependence among Asian markets exists, and Hong Kong plays a very important role in the region (Gallo & Otranto, 2007; Forbes & Rigobon, 2001; In et al., 2001), the cross-market spillovers increased for many countries during the c”