Reference health
Volatility Dependence Across Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures Markets
3 of 42 checkable references need attention · checked 2026-08-28
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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.
References needing attention
does not resolve to a known work10.2307/1392087
does not resolve to a known work10.2307/1392086
does not resolve to a known work10.2307/2290788
The 39 checked references that resolve
resolves10.1016/j.jimonfin.2005.08.012
‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion
resolves10.2139/ssrn.1440267
The Dynamics of International Asset Price Linkages and Their Effects on German Stock and Bond Markets
resolves10.3386/w12496
The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies
resolves10.1016/0304-405x(96)00875-6
Modeling the conditional distribution of interest rates as a regime-switching process
resolves10.1002/jae.3950070506
The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1016/0304-4076(94)90067-1
Autoregressive conditional heteroskedasticity and changes in regime
resolves10.1086/426523
An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets
resolves10.1080/07350015.1990.10509794
Persistence in Variance, Structural Change, and the GARCH Model
resolves10.2202/1558-3708.1145
Forecasting Stock Market Volatility with Regime-Switching GARCH Models
resolves10.1002/1099-131x(200007)19:4<313::aid-for776>3.0.co;2-e
Conditional density and value-at-risk prediction of Asian currency exchange rates
resolves10.1081/etc-120015387
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS
resolves10.1016/s0927-538x(01)00012-9
Information flows between non-deliverable forward (NDF) and spot markets: Evidence from Korean currency
resolves10.1002/1099-1158(200010)5:4<265::aid-ijfe132>3.0.co;2-h
Switching volatility in private international equity markets
resolves10.1002/(sici)1099-1158(199710)2:4<291::aid-jfe55>3.0.co;2-m
Switching between chartists and fundamentalists: a Markov regime-switching approach
resolves10.1016/j.chieco.2005.02.004
Why does so much FDI from Hong Kong and Taiwan go to Mainland China?
The 6 references without a DOI — listed, not checked
no DOI — not checkedPitfalls in Tests for Changes in Correlations
no DOI — not checkedref14
no DOI — not checkedNo Contagion, No Interdependence
no DOI — not checkedTrading Asian Currencies
no DOI — not checkedThe Markets for Non-Deliverable Forwards in Asian Currencies
no DOI — not checkedref46
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 2026-08-28 — 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/10.2139/ssrn.1010586"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1010586/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1010586)