Physica A Statistical Mechanics and its Applications · 2019 · 36 citations · 63 references
Social SciencesEconomicsFinanceFinancial EconomicsFinancial MarketsMonetary EconomicsCapital MarketsCredit RiskFinancial CrisesFinancial RiskLiquidity RiskMarket RiskContagion ChannelsContagion In Financial MarketsContagion RiskExternal Debt CrisesFinancial Crises TransmissionFinancial Market FragilityInternational Financial CrisesSubprime Credit Lending
63
International Asset Allocation With Regime Shifts
Andrew Ang, Geert Bekaert · Review of Financial Studies · 2002 · 1.8K citations
Transmission of Volatility between Stock Markets
Mervyn King, Sushil Wadhwani · Review of Financial Studies · 1990 · 1.6K citations
Asymmetric correlations of equity portfolios
Andrew Ang, Joseph Chen · Journal of Financial Economics · 2002 · 1.6K citations