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Volatility Contagion in the Asian Crisis: New Evidence of Volatility Tail Dependence.. (2014). Herrera, Rodrigo ; Karmann, Alexander.
In: Review of Development Economics.
RePEc:bla:rdevec:v:18:y:2014:i:2:p:354-371.

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  1. Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi.
    In: Papers.
    RePEc:arx:papers:2403.19363.

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  2. Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price. (2022). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121007792.

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References

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  3. Financialisation: Dimensions and determinants. A cross-country study. (2016). Stockhammer, Engelbert ; Shabani, Mimoza ; Karwowski, Ewa.
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