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Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung, (2018)
Risk transmissions between major foreign currencies : An empirical analysis from the U.S. perspective
Baek, Chung, (2020)
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A., (2020)
Networks of log returns and volatilities of international stock market indexes
Sandoval Junior, Leonidas, (2017)
Correlation and network structure of international financial markets in times of crisis
Sandoval Junior, Leonidas, (2013)
Dynamics in two networks based on stocks of the US stock market
Sandoval Junior, Leonidas, (2014)