Concepedia

Equity Market Comovement and Contagion: A Sectoral Perspective

Lichuan Xia, Kate Phylaktis

SSRN Electronic Journal · 2006 · 13 citations · 33 references

DOIFull text

Open access

Concepts

References

33

The Twin Crises: The Causes of Banking and Balance-of-Payments Problems

Graciela Kaminsky, Carmen Reinhart · American Economic Review · 1999 · 5K citations

, , +9

International Momentum Strategies

K. Geert Rouwenhorst · The Journal of Finance · 1998 · 1.9K citations

, , +15

Do Industries Explain Momentum?

Tobias J. Moskowitz, Mark Grinblatt · The Journal of Finance · 1999 · 1.9K citations · Full text

, , +17

Emerging equity market volatility

Geert Bekaert, Campbell R. Harvey · Journal of Financial Economics · 1997 · 1.7K citations

, , +12

Transmission of Volatility between Stock Markets

Mervyn King, Sushil Wadhwani · Review of Financial Studies · 1990 · 1.6K citations

, , +17