BEKAERT G,WU Guo-jun.Asymmetric volatility and risk in equity markets[J].Review of Financial Studies,2000,13(1):1-42.
[3]
LONGIN F M,SOLNIK B.Extreme correlations of international equity markets duringextremely volatile periods[J].Journal of Finance,2001,56(2):649-676.
[4]
CORSETTI G,PERICOLI M,SBRACIA M.Some contagion, some interdependence: More pitfalls in tests of financial contagion[J].Journal of International Money and Finance,2005,24(8):1177-1199.
[5]
SERWA D,BOHL M T.Financial contagion vulnerability and resistance: A comparison of European stock markets[J].Economic Systems,2005,29(3):344-362.
[6]
CARAMAZZA F,RICCI L,SALGADO R.Trade and financial contagion in currency crises[R].Washington D C: International Monetary Fund,2000:1-47.