Stock Market Interdependence, Contagion, and the U.S. Financial Crisis: The Case of Emerging and Frontier Markets

International Transmission of Stock Market Movements

Cheol S. Eun, Sangdal Shim · Journal of Financial and Quantitative Analysis · 1989 · 1.4K citations

Economics, Financial Economics, International Finance +14

Market Integration and Contagion

Geert Bekaert, Campbell R. Harvey, Angela Ng · The Journal of Business · 2005 · 1K citations

Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements

George Andrew Karolyi, René M. Stulz · The Journal of Finance · 1996 · 917 citations · Full text

Empirical Finance, Return Correlations, Time Series Econometrics +16

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility

Wen-Ling Lin, Robert F. Engle, Takatoshi Ito · Review of Financial Studies · 1994 · 897 citations

Economics, Volatility Modeling, Financial Economics +15

Measuring financial contagion: A Copula approach

Juan Carlos Rodríguez · Journal of Empirical Finance · 2007 · 818 citations

Empirical Finance, Copula Approach, Financial Economics +7