연구동향 분석

동아시아국가들과 일본의 금융위기 전염효과에 대한 연구

박영배 2015년

논문상세정보
인용/피인용
' 동아시아국가들과 일본의 금융위기 전염효과에 대한 연구' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • contagioneffect
  • correlation
  • financial crisis
  • garchmodel
  • garch모형
  • unit root
  • 금융위기
  • 단위근
  • 상관관계
  • 전염효과
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
1,315 0

0.0%

' 동아시아국가들과 일본의 금융위기 전염효과에 대한 연구' 의 참고문헌

  • 환율과 주가의 관계: 국제적 실증비교
    지준호 재무관리연구 46 (1) : 261 ~ 281 [1999]
  • Volatility spillover effects in European equity markets
    Baele, L Journal of Financial and Quantitative Analysis 40 : 371 ~ 401 [2005]
  • Volatility and Contagion in Financially-Integrated world, Lessons from East Asia’s Recent Experience
  • The unholy trinity of financial contagion
    Kaminsky, G Journal of Economic Perspectives 17 : 51 ~ 74 [2003]
  • The twin crises: The causes of banking and balance-of-payments problems
    Kaminsky, G The American Economic Review 89 : 473 ~ 500 [1999]
  • Some contagion, some interdependence: more pitfalls in tests of financial contagion
    Corsetti, G Journal of International Money and Finance 24 (8) : 1177 ~ 1199 [2005]
  • On the Measurement of the International Propagation of shocks: Is the Transmission Stable?
    Rigobn, R Journal of International Economics [2003]
  • No contagion, only interdependence: Measuring stock market comovements
    Forbes,K Journal of Finance 57 : 2223 ~ 2261 [2002]
  • Measuring financial contagion: A copula approach
    Rodriquez, J Journal of Empirical Finance 14 : 401 ~ 423 [2007]
  • Market integration and contagion
    Bekaert, G Journal of Business 78 : 39 ~ 68 [2005]
  • International transmission of stock exchange volatility: Empirical evidence from the Asia crisis
    Fernandez-Izquierdo, A Global Finance Journal 15 : 125 ~ 137 [2004]
  • Identification through Heteroscedasticity
    Rigobn, R Review of Economics and Statistics [2003]
  • How do crises spread? Evidence from accessible and inaccessible stock indices
    Boyer, B Journal of Finance 66 : 957 ~ 1003 [2006]
  • Generalized autoregressive conditional heteroskedasticity
    Bollerslev, T Journal of Econometrics 31 : 307 ~ 327 [1986]
  • Financial market contagion in the Asian crisis : 167 ~ 195
    Baig, T [1999]
  • Financial contagion and the real economy
    Baur, D. G Journal of Banking and Finance 36 (10) : 2680 ~ 2698 [2012]
  • Financial contagion
    Allen, F Journal of Political Economy 108 : 1 ~ 33 [2000]
  • Econometric issues in the analysis of contagion
    Pesaran, M Journal of Economic Dynamics & Control 31 : 1245 ~ 1277 [2007]
  • Dynamic correlation analysis of financial contagion: Evidence from the Asian markets
    Chiang, T Journal of International Money and Finance 26 : 1206 ~ 1228 [2007]
  • Dynamic conditional correlation–a simple class of multivariate GARCH model s
    Engle, R Journal of Business and Economic Statistics 20 : 339 ~ 350 [2002]
  • Dating the integration of world equity markets
    Bekaert, G Journal of Financial Economics 65 : 203 ~ 247 [2002]
  • Contagious Currency Warm
  • Contagion on Bond Market
    Arias, E [1998]
  • Contagion and trade: Why are currency crises regional?
    Glick, R Journal of International Money and Finance 18 : 603 ~ 617 [1999]
  • Capital flows to Latin America: Is there evidence of contagion effect? Private capital flows to emerging markets after the Mexican crisis
    Calvo, G [1996]
  • Autoregressive conditional heteroscedasticity with estimates of variance of United Kingdom inflation
    Engle, R Econometrica 50 : 987 ~ 1008 [1982]
  • Asymmetric dynamics in the correlations of global equity and bond returns
    Cappiello, L Journal of Financial Econometrics 4 : 537 ~ 572 [2006]
  • Asset pricing with liquidity risk
    Acharya, V Journal of Financial Economics 77 : 375 ~ 410 [2005]
  • Are Asian stock market fluctuations due to mainly-regional contagion effects? Evidence based on Asian emerging stock markets
    Masih, A Pacific-Basin Finance Journal 7 : 251 ~ 282 [1999]
  • An examination of the Asian crisis: regime shifts in currency and equity markets
    Kallberg, J Journal of Business 78 : 169 ~ 211 [2005]