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Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei.
In: Finance Research Letters.
RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

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  2. Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata.
    In: Finance Research Letters.
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  3. Evaluating risks-based communities of Mafia companies: a complex networks perspective. (2021). Franceschetti, Bruno Maria ; Cerqueti, Roy ; Castellano, Nicola Giuseppe.
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  4. Have Stock Markets across the Globe Been Kidnapped by the Covid-19 Pandemic?. (2020). Yu, Huaibing.
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  5. A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek.
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  6. An Econometric Analysis on Influential Power Across Global Stock Markets. (2019). Yu, Huaibing.
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  7. Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar.
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  8. Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat.
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  9. Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar.
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  10. Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar.
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  11. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Karanasos, Menelaos ; Karoglou, Michail ; Yfanti, Stavroula .
    In: International Review of Financial Analysis.
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  12. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar.
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  13. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets. (2015). Masih, Abul ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
    In: Physica A: Statistical Mechanics and its Applications.
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  14. European financial market dependence: An industry analysis. (2015). Bartram, Söhnke ; Wang, Yaw-Huei.
    In: Journal of Banking & Finance.
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  15. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
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  16. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Alhabshi, Syed Othman ; Dewandaru, Ginanjar ; Rizvi, Syed Aun R., .
    In: Economic Systems.
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  17. Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane.
    In: Finance Research Letters.
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  18. Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  19. Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; Sandoval, Leonidas.
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  20. Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation. (2012). Vahid, Farshid ; Choi, Pilsun ; Choe, Kwang-il ; Nam, Kiseok.
    In: Pacific-Basin Finance Journal.
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  21. Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, .
    In: The Financial Review.
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  22. Shocks in financial markets, price expectation, and damped harmonic oscillators. (2011). Italo De Paula Franca, ; Junior, Leonidas Sandoval .
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  23. Correlation of financial markets in times of crisis. (2011). Italo De Paula Franca, ; Junior, Leonidas Sandoval .
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  24. Contagion in the stock markets: The Asian financial crisis revisited. (2009). Park, Kwang Woo ; Khan, Saleheen.
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  25. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
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  26. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2008). Caporale, Guglielmo Maria ; Beirne, John ; Spagnolo, Nicola ; Schulze-Ghattas, Marianne .
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  27. The Euro and European financial market dependence. (2007). Bartram, Söhnke ; Taylor, Stephen J. ; Wang, Yaw-Huei.
    In: Journal of Banking & Finance.
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References

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