Concepedia

Information spillover features in global financial markets: A systematic analysis

Wen Long, Ying Guo, Ying Wang

Research in International Business and Finance · 2021 · 11 citations · 34 references

DOI

Concepts

References

34

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

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DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

Clive W. J. Granger · Oxford Bulletin of Economics and Statistics · 1986 · 2.6K citations

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Is the correlation in international equity returns constant: 1960–1990?

François Longin, Bruno Solnik · Journal of International Money and Finance · 1995 · 1.9K citations

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International Transmission of Stock Market Movements

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

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On crises, contagion, and confusion

Graciela Kaminsky, Carmen Reinhart · Journal of International Economics · 2000 · 1.2K citations

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