1. On the subprime crisis and the Latin American financial markets: A regime switching skew‐normal approach. (2022). Palma, Andreza ; Ferreira, Diego.
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2. Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef.
   In: Empirical Economics.
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3. Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
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4. Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Dionisio, Andreia ; Mohti, Wahbeeah.
   In: Physica A: Statistical Mechanics and its Applications.
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5. Financial contagion in the subprime crisis context: A copula approach. (2019). Zorgati, Imen ; Lakhal, Faten ; Zaabi, Elmoez.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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6. Contagion Risks in Emerging Stock Markets: New Evidence from Asia and Latin America. (2018). Ngoc, Thi Bich.
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7. Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. (2018). Oloko, Tirimisiyu.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:45:y:2018:i:c:p:219-232.

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8. Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model. (2017). Valls Pereira, Pedro ; Zhang, Xibin ; Kohn, Maximilian-Benedikt Herwarth.
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9. Return and volatility spillovers in the Moroccan stock market during the financial crisis. (2017). Saidi, Youssef ; El Ghini, Ahmed.
   In: Empirical Economics.
   RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1110-8.

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10. The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach. (2016). Jayech, Selma .
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    RePEc:eee:ejores:v:249:y:2016:i:2:p:631-646.

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11. On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach. (2016). Maliki, Samir Baha-Eddine ; JAWADI, Fredj ; Hemche, Omar ; Cheffou, Abdoulkarim Idi.
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12. Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de lo. (2015). Gabriel, Vitor.
    In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
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13. How did the 2007-2008 Financial Crisis Influence Turkish Firms. (2015). UÄŸurlu, Erginbay ; Ugurlu, Erginbay ; Uurlu, Erginbay ; Aksoy, Emine Ebru.
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14. FINANCIAL CRISIS AND STOCK MARKET LINKAGES. (2014). Manso, Jose Ramos ; MANSO, Jose Ramos Pires, ; GABRIEL, Victor Manuel de Sousa, .
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15. EARLY WARNING SYSTEMS: ANÁLISE DE UMMODELO PROBIT DE CONTÁGIO DE CRISE DOS ESTADOS UNIDOS PARA O BRASIL(2000-2010). (2014). Couto, Joaquim Miguel ; MURILLO, HUGO AGUDELO ; da Silva, Claudeci.
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16. Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market. (2013). Saidi, Youssef ; El Ghini, Ahmed.
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    RePEc:pra:mprapa:53392.

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17. Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach. (2012). Khallouli, Wajih ; Sandretto, Rene.
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18. The more contagion effect on emerging markets: The evidence of DCC-GARCH model. (2012). Celk, Sibel .
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19. International Financial Contagion: The Role of the UK. (2012). YALAMA, Abdullah.
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20. Structured Eurobonds. (2011). Herz, Bernhard ; Bauer, Christian ; Hild, Alexandra.
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21. Testing for “Contagion” of the Subprime Crisis on the Middle East And North African Stock Markets: A Markov Switching EGARCH Approach. (2011). Khallouli, Wajih ; Sandretto, Rene.
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22. Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries. (2011). Kim, Hyeongwoo.
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23. Measuring Financial Contagion by Local Gaussian Correlation. (2010). Stove, Bård, ; Hufthammer, Karl Ove ; Tjostheim, Dag.
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    RePEc:hhs:nhhfms:2010_012.

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36. Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices. (2005). Sancetta, Alessio ; Nikanrova, Arina.
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