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Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
In: Montenegrin Journal of Economics.
RePEc:mje:mjejnl:v:12:y:2017:i:3:p:161-174.

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  1. On the predictive power of network statistics for financial risk indicators. (2021). , Mike ; Zhang, Zhepei ; Song, Jianhua.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001347.

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References

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  30. Zaneta Simanaviciene, Rima Kontautiene, and Arturas Simanavicius / Montenegrin Journal of Economics, Vol. 13, No. 3, (2017), 161-174.
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Cocites

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  1. Contagion effects on financial markets risk. (2022). Dima, Bogdan ; Ioncui, Anca.
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  3. Analysis of financial contagion in influential African stock markets. (2021). Olaniran, Oladotun Daniel ; Aderajo, Oluwatosin Mary.
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  4. Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin.
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  6. Herding behavior and contagion in the cryptocurrency market. (2019). Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Jordo, Paulo Vitor.
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  7. Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea.
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  8. Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu.
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  9. Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Prukumpai, Suthawan ; Manopimoke, Pym.
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  10. Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis. (2018). Corbet, Shaen ; Larkin, Charles ; Meegan, Andrew.
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  11. Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul.
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  12. .

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  13. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:13:y:2017:i:3:p:161-174.

    Full description at Econpapers || Download paper

  14. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:12:y:2017:i:3:p:161-174.

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  15. Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic .
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  49. Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
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