The DOI matches its Crossref record; 26 of the 26 references it cites were found in a registry or an index.
The more contagion effect on emerging markets: The evidence of DCC-GARCH model
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Cites
Engle, R. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618487 · Cited by 7,133
The Twin Crises: The Causes of Banking and Balance-of-Payments Problems
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No Contagion, Only Interdependence: Measuring Stock Market Comovements
Forbes, K. J., & Rigobon, R. (2002) · The Journal of Finance · doi:10.1111/0022-1082.00494 · Cited by 4,615
A Capital Asset Pricing Model with Time-Varying Covariances
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Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks
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A New Approach to Measuring Financial Contagion
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- Bouaziz, 2012, Contagion effect of the subprime financial crisis: evidence of DCC multivariate GARCH models, European Journal of Economics, Finance and Administrative Sciences, 66
- Corsetti, 2005, Some contagion, some interdependence: more pitfalls in tests of financial contagion, Journal of International Money and Finance, 24, 1177, 10.1016/j.jimonfin.2005.08.012 · doi:10.1016/j.jimonfin.2005.08.012
- Dungey, 2009, The tsunami: measures of contagion in the 2007–08 credit crunch, Cesifo Forum, 9, 33
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Cited by
Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach
Dimitriou, D., Kenourgios, D., & Simos, T. (2013) · International Review of Financial Analysis · doi:10.1016/j.irfa.2013.05.008 · Cited by 358
The dynamic volatility spillover between European carbon trading market and fossil energy market
Zhang, Y.-J., & Sun, Y.-F. (2016) · Journal of Cleaner Production · doi:10.1016/j.jclepro.2015.09.118 · Cited by 279
Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility
Venegas, M. D. R., Feregrino, J., Lay, N., & Espinosa-Cristia, J. F. (2024) · International Journal of Financial Studies · doi:10.3390/ijfs12040121 · Cited by 13
Metadata
- Authors
- Celık, S.
- Venue
- Economic Modelling
- Publisher
- Elsevier BV
- Published
- 2012-09
- Volume
- 29
- Issue
- 5
- Pages
- 1946-1959
- ISSN
- 0264-9993 (ISSN-L)
- OpenAlex
- W2070784918
- Cited by
- 277
- References
- 26
- FWCI
- 17.51
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
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- Celık, S. (2012). The more contagion effect on emerging markets: The evidence of DCC-GARCH model. Economic Modelling. https://doi.org/10.1016/j.econmod.2012.06.011
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
