Reference health
Volatility transmission and financial crises
28/28 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 28 checked references that resolve
resolves10.1016/0304-4076(94)01714-X
A causality-in-variance test and its application to financial market prices
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/S0022-1996(01)00139-8
Is the international propagation of financial shocks non-linear?
resolves10.1111/0022-1082.00494
No Contagion, Only Interdependence: Measuring Stock Market Comovements
resolves10.1093/rfs/3.2.281
Correlations in Price Changes and Volatility across International Stock Markets
resolves10.1111/j.1540-6261.1979.tb02074.x
The Relationship Between Equity Indices on World Exchanges
resolves10.1016/0165-1765(80)90024-5
Efficient tests for normality, homoscedasticity and serial independence of regression residuals
resolves10.1080/07350015.1995.10524575
A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
resolves10.1016/0261-5606(91)90037-K
Evolution in dynamic linkages across daily national stock indexes
resolves10.1093/rfs/7.3.507
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
resolves10.17578/1-1-3
Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets
resolves10.1016/S1042-4431(02)00043-4
Contagion and causality: an empirical investigation of four Asian crisis episodes
resolves10.1111/j.1475-6803.1993.tb00152.x
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE
resolves10.2139/ssrn.473561
Testing for Contagion in International Financial Markets: Which Way to Go?
The 6 references without a DOI — listed, not checked
no DOI — not checkedAlba, P., A. Bhattacharya, S. Claessens, L. Hernandez, and S. Ghosh. 1998. “Volatility and Contagion in a Financially Integrated World: Lessons from East Asia's Recent Experience.” paper presented at the CEPR/World Bank Conference on Financial Crises: Contagion and Market Volatility, London, 8–9 May 1998.
no DOI — not checkedBaig, T., and I. Goldfajn. 1998. “Financial Market Contagion in the Asian Crisis,” International Monetary Fund, Working Paper/98/155.
no DOI — not checkedDiwan, I., and B. Hoekman. 1998. “Competition, Complementarity and Contagion in East Asia.” paper presented at the CEPR/World Bank Conference on Financial Crises: Contagion and Market Volatility, London, 8–9 May 1998.
no DOI — not checkedLevene, H. 1960. “Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling.” I. Olkin et al. (eds.), Stanford University Press, Stanford, CA, 278–292.
no DOI — not checkedLiu, Y.A., M.-S. Pan, and J.C.P. Shieh. 1998. “International Transmission of Stock Price Movements: Evidence from the U.S. and Five Asian-Pacific Markets.”Journal of Economics and Finance 22: 56–69.
no DOI — not checkedWorthington, A. C., M. Katsuura, and H. Higgs. 2000. “Price Linkages, in Asian Equity Markets and the Asian Economic, Currency and Financial Crises.” School of Economics and Finance, Queensland University of Technology, Brisbane, Queensland, Discussion Paper No. 77.
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