Reference health
Financial Contagion in International Supply-Chain Networks
76/76 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.
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The 76 checked references that resolve
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Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market
resolves10.1016/j.jmoneco.2020.01.007
The origins of aggregate fluctuations in a credit network economy
resolves10.1016/j.jfineco.2015.03.002
Modeling financial contagion using mutually exciting jump processes
resolves10.1111/j.1540-6261.2008.01403.x
Buyer–Supplier Relationships and the Stakeholder Theory of Capital Structure
resolves10.1093/qje/qjw018
Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks
*
resolves10.1016/j.jfineco.2021.09.005
The international propagation of economic downturns through multinational companies: The real economy channel
resolves10.1016/S0148-6195(03)00048-1
Contagion and interdependence in stock markets: Have they been misdiagnosed?
resolves10.1162/rest_a_00750
Input Linkages and the Transmission of Shocks: Firm-Level Evidence from the 2011 Tōhoku Earthquake
resolves10.1016/0304-405X(91)90032-F
Event-study methodology under conditions of event-induced variance
resolves10.1111/j.1540-6261.2006.00860.x
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
resolves10.1093/jjfinec/nbl005
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
resolves10.1111/j.1540-6261.2005.00734.x
Trading Volume, Information Asymmetry, and Timing Information
resolves10.1016/j.jimonfin.2007.06.005
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
resolves10.1016/j.ijforecast.2014.01.001
Correlation dynamics and international diversification benefits
resolves10.1093/rfs/hhs104
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
resolves10.2307/2331331
The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns
resolves10.1016/j.jimonfin.2005.08.012
‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion
resolves10.1016/S0022-1996(03)00044-8
The Asian flu and Russian virus: the international transmission of crises in firm-level data
resolves10.1111/0022-1082.00494
No Contagion, Only Interdependence: Measuring Stock Market Comovements
resolves10.1093/rfs/hhq009
New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index
resolves10.1093/rfs/3.2.281
Correlations in Price Changes and Volatility across International Stock Markets
resolves10.1016/j.jfineco.2007.01.005
Inter-firm linkages and the wealth effects of financial distress along the supply chain☆
resolves10.3982/ECTA12148
Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis
resolves10.1016/j.jfineco.2006.06.001
Good and bad credit contagion: Evidence from credit default swaps☆
resolves10.1017/S0022109016000855
Spreading the Misery? Sources of Bankruptcy Spillover in the Supply Chain
resolves10.1093/rfs/7.3.507
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
resolves10.1016/j.red.2019.10.004
Propagation of financial shocks in an input-output economy with trade and financial linkages of firms
resolves10.1111/j.1467-937X.2008.00509.x
The Role of Portfolio Constraints in the International Propagation of Shocks
resolves10.1162/REST_a_00042
Credit Chains and Sectoral Comovement: Does the Use of Trade Credit Amplify Sectoral Shocks?
resolves10.1111/j.1540-6261.1995.tb05184.x
What Do We Know about Capital Structure? Some Evidence from International Data
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.1016/S0022-1996(03)00007-2
On the measurement of the international propagation of shocks: is the transmission stable?
resolves10.1016/j.jmacro.2015.09.002
Financial sector and output dynamics in the euro area: Non-linearities reconsidered
resolves10.1198/073500102288618496
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
The 9 references without a DOI — listed, not checked
no DOI — not checkedref19
no DOI — not checkedref22
no DOI — not checkedThe 'Big C': Identifying and mitigating contagion
no DOI — not checkedCredit chains
no DOI — not checkedref66
no DOI — not checkedRethinking Economic Policies in a Landscape of Heterogeneous Agents
no DOI — not checkedref79
no DOI — not checked2671556 CHN 1998-07-01 Flood 3656 30000 238973000 USA 1994-01-17 Earthquake 60 30000 27000 USA 2008-09-12 Storm Hurricane Ike 82 30000
no DOI — not checkedref85
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