Abed's Moghabere, Sepehr; Keshavarz Haddad, Gholamreza, (2012), "Did the Global Financial Crisis Spread to the Tehran Stock Market?", Journal of Economic Research, No. 2, 2013.
Abdullah Yalama. (2012)." International Financial Contagion: The Role of the UK", Boğaziçi Journal Review of Social, Economic and Administrative Studies, Vol. 26, no. 2 (2012), pp. 1-16.
-Alami, Zahra, Abu Nouri, Ismail, Rasekhi, Saeed and Mohammad Mehdi, Shahrazi, (2014). The effect of structural fractures in fluctuations on the impulse transfer and overflow of oscillators between gold and stock markets in Iran, Quarterly Journal of Economic Modeling, Second Year, No. 8, 73-57.
Alex Sclip; Alberto Dreassi; Stefano Miani and Andrea Paltrinieri, (2016), Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets, Review of Financial Economics, 31, (C), 34-44
Baig, T. & Goldfajn.I. (1999), "Financial Market Contagion in the Asian Crisis", IMF Staff Papers, Vol 46, No 2 (June 1999).
Bekaert, G., Harvey, C.R., and Ng, A. (2005). “Market Integration and Contagion,” Journal of Business, 78(1): 39-69.
Bekaert, G., Ehrmann, M., Fratzscher, M. & A. Mehl (2014). “The global crisis and equity market contagion”, The Journal of Finance, Vol.69, PP. 2597-2649.
Brière, M., Chapelle, A., Szafarz, A., 2012. No contagion, only globalization and flight to quality. J. Int. Money Finance 31, 1729–1744. Calomiris, C., Love, I., Pería, M., 2012. Stock returns’ sensitivities to market shocks: evidence from developed and emerging markets. J. Int. Money Finance 31, 743–765
Bussiere, M. & Mulder, C. (1999), "External Vulnerability in Emerging Market Economies: How High Liquidity Can Offset Weak Fundamentals and the Effects of Policy Development and Review -International Monetary Fund (IMF)", Cotagion Department.
Bogdanova, B., Ivanov, I., 2014. Adaptive and relative efficiency of stock markets from Southeastern Europe: a wavelet approach. Appl. Financ. Econ. 24 (10), 705–722.
Corsetti, G., Pericoli, M. and Sbracia, M., ‘Some contagion, some interdependence’: more pitfalls in testing for contagion. Mimeo, 2003 (University of Rome III).
Cizeau, P., Potters, M. and Bouchard, J., Correlation structure of extreme stock returns. Quant. Finance, 2001,
Dungey, M., Martin, V.L. and Pagan, A.R., A multivariate latent factor decomposition of international bond yield spreads. J. Appl. Econometrics, 2000, 15(6), 697–715.
Dungey, M. and Zhumabekova, D., Testing for contagion using correlations: some words of caution. Pacific Basin
Working Paper PB01-09, 2001 (Federal Reserve Bank of San Francisco).
- Dungey, M. and Martin, V.L., Contagion across financial markets: an empirical assessment. New York Stock Exchange Conference Paper, 2001.
Dungey, M., Fry, R., Gonza´ lez-Hermisillo, B. and Martin, V.L., The transmission of contagion in developed and developing international bond markets, in Risk Measurement and Systemic Risk, Proceedings of the Third Joint Central Bank Research Conference, edited by Committee on the Global Financial System, 2002, pp. 61–74
Dungey, M., Fry, R.A., and Martin, V.L., Equity transmission mechanisms from Asia to Australia: interdependence or contagion? Aust. J. Manage., 2003b, 28(2), 157–182.
Dungey, M., Fry, R.A., Gonza´ lez-Hermosillo, B. and Martin, V.L., Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998. IMF Working Paper WP/03/84, 2003a (IMF).
Dungey, M., Fry, R.A., Gonza´ lez-Hermosillo, B. and Martin, V.L., A Monte Carlo analysis of alternative tests
of contagion. Mimeo, 2004 (Australian National University).
Dungey, M. and Martin, V.L., A multifactor model of exchange rates with unanticipated shocks: measuring contagion in the east Asian currency crisis. J. Emerging Mark. Finance, 2004, 3(3), 305–330.
Dungey, M., Fry, R, Gonzalez –Hermosillo, B., and Martin, V. (2005a) 'Empirical Modelling of Contagion: A Review of Methodologies'.Quantitative Finance 5(1), 9-24.
Dungey, M., Fry, R., Gonalez- Hermosillo, B., and Martin, V. (2005b) ‘Sampling Properties of Contagion Tests’.
Dungey, M. and Martin, V.L., Contagion across financial markets: an empirical assessment. New York Stock Exchange Conference Paper, 2001.
Emenike Kalu O., (2014), Volatility Transmission Between Stock and Foreign Exchange Markets: Evidence from Nigeria, Journal of Banking and Financial Economics, 1, (1), 59-72
Eichengreen, B., Rose, A., and Wyplosz, C. (1996) ‘Contagious Currency Crises’. Scandinavian Journal of Economics 98, 463-484.
Fattahi, Shahram, Soheili, Kiomars and Dehghan Jabarabadi, Shahram, (2017). Investigating the spread in Iran's financial markets using a combination of the Orenstein Olenbeck process and continuous wave conversion, Quarterly Journal of Econometric Modeling, Year 2, Issue 4. 53-33.
Forbes, K. and Rigobon, R. (2002) ‘No Contagion, Only Interdependence: Measuring Stock Market Co-Movements’. Journal of Finance 57(5), 2223-2261.
Forbes, K. and Rigobon, R. (1999) ‘Measuring Contagion: Conceptual and Empirical Issues’. Mimeo, MIT.
Fry, McKibbin, R.A., & Hsiao, C.Y. (2015). Extremal dependence test for contagion. Econometric Reviews published online 25Nov 2015: 1-24.
Goldstein, M. (1998) The Asian Financial Crisis: Causes, Cures, and Systematic Implications, Institute of International Economics: Washington, DC., 77 pages, ISBN 0-88132-261-X
Habiba Al Mughairi, 2016, Essays on Modelling The Volatility Dynamics and Linkages of Merging and Frontier Stock Markets, A thesis submitted for the degree of Doctor of Philosophy, Department of Economics and Finance, Brunel University London
vanov, I., Kabaivanov, S., & B. Bogdanova (2016), Stock market recovery from the 2008 financial crisis: The differences across Europe, Research in International Business and Finance, 37, 360-374.
Hartmann, P., Straetmans, S., & De Vries, C. G. (2004).” Asset market linkages in crisis periods”, Review of Economics and Statistics, Vol 86, PP. 313-326.
Kaminsky, G. L., & Reinhart, C.M. (1996).” The twin crises: the causes of banking and balance-of-payments problems”, International Finance Discussion Papers, Vol.10, PP. 218-229.
King, M. and Wadhwani, S. (1990) ‘Transmission of Volatility between Stock Markets’. Review of Financial Studies 3(1),5-33.
Korniyenko, Y., Patnam, M., Chanona, R.R.M, & Porter, M.A. (2018). Evolution of the Global Financial Netoek and Contagion: A New Approach. International Monetary Fund, working paper, 1-46
Mahieu, R. and Schotman, P., Neglected common factors in exchange rate volatility. J. Empirical Finance, 1994, 1,
Malik, F. and Hammoudeh, S. (2007) ‘Shock and volatility transmission in the oil, US and Gulf equity markets’, International Review of Economics and Finance, 16(3), pp. 357-368.
Malik, I. N., Ullah, S., Azam, K., and Khan, A. (2009) 'The Impact of Recent Global Financial Crisis on the Financial Institutions in the Developing Countries: Global Perspectives'. International Review of Business Research Papers 5(5), 85-95.
Mardi Dungey *, Renée Fry, Brenda González-Hermosillo & Vance L. Martin (2005) Empirical modelling of contagion: a review of methodologies, Quantitative Finance, 5:1, 9-24, DOI: 10.1080/14697680500142045
Masson, P. R. (2000).” Contagion: Monsoonal effects, spillovers, and jumps between multiple equilibria, in Pierre-Richard Agenor, Marcus Miller, David Vines, and Axel Weber, eds.: The Asian Financial Crises: Causes, Contagion and Consequences, Cambridge University Press and Cambridge, U.K.
Patrick Olufemi Adeyeye(2018), “The Global Financial Crisis and Stock Price behavior: time evidence from Nigeria”, Global Business and Economics Review 20(3), pp 373-387.
Roy, R. P., & Roy, S. S. (2017). Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. Economic Modelling, 67: 368-380
Rigobon, R. (2001) ‘Contagion: How to Measure it?’ MIT and NBER.
Seyed Hosseini, Seyed Mohammad and Ebrahimi Seyed Babak, (2013). Modeling and measuring shock transmission using multivariate GARCH models: Case Study of Iran, UAE and Global Oil Price Index, Securities Exchange Quarterly, Year 6, No. 21, 157-177.
Sharpe, W., Capital asset prices: a theory of market equilibrium under conditions of risk. J. Finance, 1964, 19, 425-442.
Solnik, B.H., The international pricing of risk: an empirical investigation of the world capital market structure.-J. Finance, 1974, 29(2), 365–378.
Stefan Gerlach and Frank Smets, (1995), The Monetary Transmission Mechanism: Evidence from the G-7 Countries, No 1219, CEPR Discussion Papers, C.E.P.R. Discussion Papers
Valdes, R. (1998) ‘Emerging Markets Contagion: Evidence and Theory’. Gerencia De Investigacion Economica Del Banco Central De Chil e.
Van Rijckeghem, C.V. and Weder, B. (2001), “Sources of Contagion: Is It Finance or Trade?” Journal
of International Economics, 54: 293-300.
Walid Mensi. (2019) 'Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet' Borsa Istanbul, Review 19-1, pp. 24 _ e38
Wang, K. and Thi, T. (2006), ‘Does Contagion Effect Exist between Stock Markets of Thailand and Chinese Economic Area (CEA) during the Asian Flu?’, Asian Journal of Management and Humanity Sciences 1(1), 16-36.
World Bank (2014) [online]. available from http://econ.worldbank.org