Reference health
Sector Spillovers in Credit Markets
32/32 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.
The 32 checked references that resolve
resolves10.1016/s0378-4266(01)00229-1
Ratings migration and the business cycle, with application to credit portfolio stress testing
resolves10.1016/j.jeconom.2013.08.017
Marginal likelihood for Markov-switching and change-point GARCH models
resolves10.1016/s0148-6195(03)00048-1
Contagion and interdependence in stock markets: Have they been misdiagnosed?
resolves10.1016/j.csda.2009.03.018
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion
resolves10.3905/jai.2014.2014.1.032
Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio
resolves10.1016/j.jbankfin.2011.03.012
Volatility transmission in emerging European foreign exchange markets
resolves10.2139/ssrn.589161
Is Firm Interdependence Within Industries Important for Portfolio Credit Risk?
resolves10.1111/irfi.12237
The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets
resolves10.1111/j.1468-0297.2008.02208.x
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
resolves10.1016/j.ijforecast.2011.02.006
Better to give than to receive: Predictive directional measurement of volatility spillovers
resolves10.3386/w17490
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
resolves10.1016/0304-4076(95)01737-2
Modeling volatility persistence of speculative returns: A new approach
resolves10.1142/s021902491450040x
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1080/07350015.2012.680412
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
resolves10.1111/1467-9892.00305
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS
resolves10.1016/j.ijforecast.2004.04.001
An empirical comparison of default risk forecasts from alternative credit rating philosophies
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.2904974"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2904974/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.2904974)