Reference health

Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia

https://doi.org/10.1016/s1042-444x(03)00013-6
CiteStamped reference-health badge
36/36 checkable references clean · checked 2026-08-09

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 36 checked references that resolve
resolves10.2469/faj.v56.n5.2388
The Rise of Sector Effects in Major Equity Markets
resolves10.2307/3867666
Financial Market Contagion in the Asian Crisis
resolves10.1016/0014-2921(90)90073-8
Structure and performance: Global interdependence of stock markets around the crash of October 1987∗
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.1016/0304-4076(92)90064-X
ARCH modeling in finance
resolves10.1016/S1573-4412(05)80018-2
Chapter 49 Arch models
resolves10.1080/07474939208800229
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
resolves10.1016/S0378-4266(97)00006-X
Price and volatility spillovers in Scandinavian stock markets
resolves10.17016/ifdp.1997.597
Pitfalls in Tests for Changes in Correlations
resolves10.5089/9781451875089.001
The New Economy and Global Stock Returns
resolves10.1016/S0022-1996(99)00038-0
Rational contagion and the globalization of securities markets
resolves10.5089/9781451857245.001
Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
resolves10.1111/j.1540-6261.1980.tb02152.x
Implications of Microstructure Theory for Empirical Research on Stock Price Behavior
resolves10.2139/ssrn.258430
Systemic Risk: A Survey
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.2307/2330774
International Transmission of Stock Market Movements
resolves10.1016/0304-405X(87)90026-2
Expected stock returns and volatility
resolves10.1086/260900
Market Fundamentals versus Price-Level Bubbles: The First Tests
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.1093/rfs/3.2.281
Correlations in Price Changes and Volatility across International Stock Markets
resolves10.1016/0304-405X(94)00821-H
All in the family Nesting symmetric and asymmetric GARCH models
resolves10.1111/j.1540-6261.1979.tb02074.x
The Relationship Between Equity Indices on World Exchanges
resolves10.1093/rfs/3.1.5
Transmission of Volatility between Stock Markets
resolves10.2307/2951737
Volatility and Links between National Stock Markets
resolves10.1111/0022-1082.00373
Contagion as a Wealth Effect
resolves10.2307/2601071
Financial Fragility with Rational and Irrational Exuberance
resolves10.1093/rfs/7.3.507
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
resolves10.3386/w8118
Contagion: How to Measure It?
resolves10.3386/w7267
No Contagion, Only Interdependence: Measuring Stock Market Co-movements
resolves10.2469/faj.v44.n5.19
The International Crash of October 1987
resolves10.1007/BF00122803
Price volatility, international market links, and their implications for regulatory policies
resolves10.2307/3867657
Portfolio Diversification, Leverage, and Financial Contagion
resolves10.1016/S0889-1583(05)80002-4
Investor behavior in the october 1987 stock market crash: The case of Japan
resolves10.1016/0165-1889(94)90039-6
Threshold heteroskedastic models
resolves10.1111/j.1540-6288.1997.tb00422.x
Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
The 6 references without a DOI — listed, not checked
no DOI — not checkedBlack, F., 1976, Studies of stock price volatility changes, in: Proceedings of the 1976 Meetings of the Business and Economic Statistics Section, American Statistical Association, 177–181.
no DOI — not checkedCalvo, G.A., 1999, Contagion in emerging markets: when Wall Street is a carrier, Unpublished manuscript, University of Maryland, College Park, Maryland.
no DOI — not checked10.1016/S1042-444X(03)00013-6_BIB26
no DOI — not checkedA rational expectations model of financial contagion
no DOI — not checkedKumar, M., Chan-Lau, J.A., Richards, A., Sloek, T. 2001, Turbulence in global stock markets: trends and correlations, Unpublished manuscript, International Monetary Fund, Washington, DC.
no DOI — not checkedEstimating betas from nonsynchronous data
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-09 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.1016/s1042-444x(03)00013-6"><img src="https://citestamp.com/citestamped/10.1016/s1042-444x(03)00013-6/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.1016/s1042-444x(03)00013-6/badge.svg)](https://citestamp.com/citestamped/10.1016/s1042-444x(03)00013-6)