The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
A New Approach to Measuring Financial Contagion
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Cites
(1990) · Choice Reviews Online · doi:10.5860/choice.27-3338 · Cited by 35,305
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
Assessing proportionality in the proportional odds model for ordinal logistic regression.
Brant, R. (1990) · Biometrics · doi:10.2307/2532457 · Cited by 1,864
Cited by
Asymmetric correlations of equity portfolios
Ang, A., & Chen, J. (2002) · Journal of Financial Economics · doi:10.1016/s0304-405x(02)00068-5 · Cited by 1,522
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
Chiang, T. C., Jeon, B. N., & Li, H. (2007) · Journal of International Money and Finance · doi:10.1016/j.jimonfin.2007.06.005 · Cited by 894
On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
Patton, A. J. (2004) · Journal of Financial Econometrics · doi:10.1093/jjfinec/nbh006 · Cited by 666
The subprime credit crisis and contagion in financial markets
Longstaff, F. A. (2010) · Journal of Financial Economics · doi:10.1016/j.jfineco.2010.01.002 · Cited by 653
A review of copula models for economic time series
Patton, A. J. (2012) · Journal of Multivariate Analysis · doi:10.1016/j.jmva.2012.02.021 · Cited by 584
Metadata
- Authors
- Bae, K.-H., Karolyi, G. A., & Stulz, R.
- Venue
- National Bureau of Economic Research
- Publisher
- National Bureau of Economic Research
- Published
- 2000-09
- OpenAlex
- W2890698378
- Cited by
- 723
- References
- 3
- Type
- report
- Language
- en
- Open access
- green
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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.
