The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
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Citations
Cites
Engle, R. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618487 · Cited by 7,133
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
Multivariate Simultaneous Generalized ARCH
Engle, R. F., & Kroner, K. F. (1995) · Econometric Theory · doi:10.1017/s0266466600009063 · Cited by 4,487
Bollerslev, T., Chou, R. Y., & Kroner, K. F. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90064-x · Cited by 4,270
Is the correlation in international equity returns constant: 1960–1990?
Longin, F. M., & Solnik, B. H. (1995) · Journal of International Money and Finance · doi:10.1016/0261-5606(94)00001-h · Cited by 1,883
Transmission of Volatility between Stock Markets
King, M. A., & Wadhwani, S. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.1.5 · Cited by 1,586
Transmission of Volatility Between Stock Markets
King, M., & Wadhwani, S. (1989) · National Bureau of Economic Research · doi:10.3386/w2910 · Cited by 1,516
Tse, Y. K., & Tsui, A. K. C. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618496 · Cited by 1,197
A Rational Expectations Model of Financial Contagion
Kodres, L. E., & Pritsker, M. (2002) · The Journal of Finance · doi:10.1111/1540-6261.00441 · Cited by 1,076
A New Approach to Measuring Financial Contagion
Bae, K.-H., Karolyi, G. A., & Stulz, R. M. (2003) · Review of Financial Studies · doi:10.1093/rfs/hhg012 · Cited by 1,001
Metadata
- Authors
- Chiang, T. C., Jeon, B. N., & Li, H.
- Venue
- Journal of International Money and Finance
- Publisher
- Elsevier BV
- Published
- 2007-11
- Volume
- 26
- Issue
- 7
- Pages
- 1206-1228
- ISSN
- 0261-5606 (ISSN-L)
- OpenAlex
- W3124124033
- Cited by
- 894
- References
- 23
- FWCI
- 34.84
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Dynamic correlation analysis of financial contagion: Evidence from Asian markets. https://app.cochat.ai/papers/10.1016/j.jimonfin.2007.06.005
- The paper
- Chiang, T. C., Jeon, B. N., & Li, H. (2007). Dynamic correlation analysis of financial contagion: Evidence from Asian markets. Journal of International Money and Finance. https://doi.org/10.1016/j.jimonfin.2007.06.005
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.
