Reference health
Dependence and Contagion Between Asset Prices in Poland and Abroad. A Copula Approach
28/28 checkable references clean · checked 2026-08-16
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.
7 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/j.jbankfin.2010.07.021
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
resolves10.3386/w3742
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
resolves10.1111/j.1467-9396.2010.00938.x
Stock Market Integration between Three CEECs, Russia, and the UK
resolves10.1093/rfs/hhs104
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
resolves10.1016/j.jimonfin.2010.06.004
Modeling exchange rate dependence dynamics at different time horizons
resolves10.1017/cbo9780511615337.008
Correlation and Dependence in Risk Management: Properties and Pitfalls
resolves10.1111/0022-1082.00494
No Contagion, Only Interdependence: Measuring Stock Market Comovements
resolves10.1016/j.jbankfin.2011.01.003
Dependence structure and extreme comovements in international equity and bond markets
resolves10.1214/07-aihp148
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
resolves10.1016/j.insmatheco.2007.10.005
Goodness-of-fit tests for copulas: A review and a power study
resolves10.1016/j.ribaf.2006.03.005
Intra- and inter-regional spillovers between emerging capital markets around the world
resolves10.1016/j.econmod.2013.03.015
Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
resolves10.1016/j.csda.2006.10.009
Comparison of semiparametric and parametric methods for estimating copulas
resolves10.1016/j.ribaf.2007.06.001
Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach
resolves10.1016/j.ecosys.2005.05.003
Financial contagion vulnerability and resistance: A comparison of European stock markets
The 7 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedExchange Rates Dependence: What Drives It?
no DOI — not checkedref6
no DOI — not checkedref11
no DOI — not checkedref21
no DOI — not checkedref22
no DOI — not checkedref35
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 2026-08-16 — 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.2369256"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2369256/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2369256)