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1. Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet.
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   RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2. Changing vulnerability in Asia: contagion and spillovers. (2023). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi.
   In: Empirical Economics.
   RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5.

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3. Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Iwanicz-Drozdowska, Małgorzata ; Kurowski, Ukasz ; Smaga, Pawe ; Rogowicz, Karol.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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4. The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew ; Akdag, Saffet ; Skenderoglu, Omer.
   In: Letters in Spatial and Resource Sciences.
   RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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5. Political Instability and Herding Behaviour: Evidence from Egypt€™s Stock Market. (2018). .
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   RePEc:sae:emffin:v:17:y:2018:i:1:p:29-59.

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6. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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7. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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8. Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations. (2017). Tian, Yixiang ; Chen, Xiurong ; Zhao, Rubo.
   In: PLOS ONE.
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9. What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Mo, Seung ; Lee, Hyunchul.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

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10. Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data. (2016). Chiang, Thomas C ; Xue, Qingfeng ; Lao, Lanjun.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0529-x.

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11. Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; de Castro, Rodrigo ; da Silva, Mauricio.
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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12. Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

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13. Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:258.

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14. EUROPEAN EQUITY MARKET RETURN, VOLATILITY AND LIQUIDITY SPILLOVER DYNAMICS DURING THE EUROZONE DEBT CRISIS. (2015). Dumitrescu, Sorin.
    In: Studii Financiare (Financial Studies).
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15. Do Indian Economic Activities Impact ASEAN-5 Stock Markets?. (2015). Hwa, Yen Siew ; Chua, Soo Y ; Hooi, Lean Hooi ; ,, .
    In: Jurnal Ekonomi Malaysia.
    RePEc:ukm:jlekon:v:49:y:2015:i:2:p:61-76.

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16. Measuring stock market contagion: Local or common currency returns?. (2015). Mink, Mark.
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    RePEc:eee:ememar:v:22:y:2015:i:c:p:18-24.

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17. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
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18. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
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19. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
    In: Open Economies Review.
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20. Foreign shocks and international cost of equity destabilization. Evidence from the MENA region. (2014). Neaime, Simon ; Lagoarde-Ségot, Thomas ; Lagoarde-Segot, Thomas ; Guyot, Alexis.
    In: Emerging Markets Review.
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21. The structure and degree of dependence: A quantile regression approach. (2013). Baur, Dirk.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:786-798.

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22. Are stock market crises contagious? The role of crisis definitions. (2013). Mierau, Jochen ; Mink, Mark.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4765-4776.

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23. An analysis of contagion among Asian countries using the canonical model of contagion. (2013). Hotta, Luiz ; Ribeiro, Andre L. P., .
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    RePEc:eee:finana:v:29:y:2013:i:c:p:62-69.

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24. Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries. (2012). Jaffry, Shabbar ; Grigoryev, Ruslan ; Marchenko, German .
    In: Applied Econometrics.
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25. Impact of the global crisis on the linkages between CAC 40 and indexes from CEE countries. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona.
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26. Correlation of financial markets in times of crisis. (2012). Sandoval, Leonidas ; Franca, Italo De Paula, .
    In: Physica A: Statistical Mechanics and its Applications.
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27. Financial contagion and the real economy. (2012). Baur, Dirk.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2680-2692.

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28. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252.

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29. Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis. (2011). Brooks, Robert ; Treepongkaruna, Sirimon ; Hum, Samantha ; Bissoondoyal-Bheenick, Emawtee.
    In: Applied Financial Economics.
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30. Actually This Time Is Different. (2011). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
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    RePEc:een:camaaa:2011-12.

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31. Correlation of financial markets in times of crisis. (2011). SANDOVAL JUNIOR, LEONIDAS ; Italo De Paula Franca, .
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    RePEc:arx:papers:1102.1339.

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32. Is this time different for Asia?: Evidence from stock Markets. (2010). Yoshida, Yushi.
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33. The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods. (2010). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
    In: Discussion Papers in Finance.
    RePEc:gri:fpaper:finance:201003.

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34. Return and volatility spillovers among the East Asian equity markets. (2010). Yilmaz, Kamil.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:3:p:304-313.

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35. Return and Volatility Spillovers among the East Asian Equity Markets. (2009). Yilmaz, Kamil.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:0907.

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