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Cited by 424

The DOI matches its Crossref record; 29 of the 29 references it cites were found in a registry or an index.

Financial crises and stock market contagion in a multivariate time-varying asymmetric framework

Open access
Kenourgios, Dimitris, Samitas, Aristeidis, Paltalidis, Nikos·2011·Journal of International Financial Markets, Institutions and Money
DOI 10.1016/j.intfin.2010.08.005
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Crossref · 10.1016/j.intfin.2010.08.005

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Metadata

Authors
Kenourgios, D., Samitas, A., & Paltalidis, N.
Venue
Journal of International Financial Markets, Institutions and Money
Publisher
Elsevier BV
Published
2011-02
Volume
21
Issue
1
Pages
92-106
ISSN
1042-4431 (ISSN-L)
DOI
10.1016/j.intfin.2010.08.005
OpenAlex
W1985059128
Cited by
424
References
29
FWCI
33.19
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. https://app.cochat.ai/papers/10.1016/j.intfin.2010.08.005
The paper
Kenourgios, D., Samitas, A., & Paltalidis, N. (2011). Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. Journal of International Financial Markets, Institutions and Money. https://doi.org/10.1016/j.intfin.2010.08.005

Data sources

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.