Class information for:
Level 1: CONTAGION//STOCK MARKET INTEGRATION//STOCK MARKETS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
7187 1319 32.2 49%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
38 32239 BUSINESS, FINANCE//JOURNAL OF FINANCE//JOURNAL OF FINANCIAL ECONOMICS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 CONTAGION Author keyword 33 23% 10% 128
2 STOCK MARKET INTEGRATION Author keyword 29 73% 2% 22
3 STOCK MARKETS Author keyword 12 19% 4% 55
4 CAUSALITY IN VARIANCE Author keyword 11 57% 1% 13
5 SOVEREIGN SPREADS Author keyword 10 63% 1% 10
6 VOLATILITY SPILLOVERS Author keyword 9 32% 2% 24
7 FINANCIAL CONTAGION Author keyword 9 33% 2% 23
8 EUROZONE DEBT CRISIS Author keyword 9 83% 0% 5
9 FINANCIAL SPILLOVERS Author keyword 9 83% 0% 5
10 VOLATILITY SPILLOVER Author keyword 8 34% 2% 20

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 CONTAGION 33 23% 10% 128 Search CONTAGION Search CONTAGION
2 STOCK MARKET INTEGRATION 29 73% 2% 22 Search STOCK+MARKET+INTEGRATION Search STOCK+MARKET+INTEGRATION
3 STOCK MARKETS 12 19% 4% 55 Search STOCK+MARKETS Search STOCK+MARKETS
4 CAUSALITY IN VARIANCE 11 57% 1% 13 Search CAUSALITY+IN+VARIANCE Search CAUSALITY+IN+VARIANCE
5 SOVEREIGN SPREADS 10 63% 1% 10 Search SOVEREIGN+SPREADS Search SOVEREIGN+SPREADS
6 VOLATILITY SPILLOVERS 9 32% 2% 24 Search VOLATILITY+SPILLOVERS Search VOLATILITY+SPILLOVERS
7 FINANCIAL CONTAGION 9 33% 2% 23 Search FINANCIAL+CONTAGION Search FINANCIAL+CONTAGION
8 EUROZONE DEBT CRISIS 9 83% 0% 5 Search EUROZONE+DEBT+CRISIS Search EUROZONE+DEBT+CRISIS
9 FINANCIAL SPILLOVERS 9 83% 0% 5 Search FINANCIAL+SPILLOVERS Search FINANCIAL+SPILLOVERS
10 VOLATILITY SPILLOVER 8 34% 2% 20 Search VOLATILITY+SPILLOVER Search VOLATILITY+SPILLOVER

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 FINANCIAL CONTAGION 53 54% 5% 68
2 COMOVEMENTS 47 53% 5% 62
3 EQUITY MARKETS 43 30% 9% 122
4 STOCK MARKETS 26 19% 9% 122
5 INTERNATIONAL EQUITY MARKETS 24 53% 2% 31
6 CONTAGION 23 13% 12% 157
7 INTERNATIONAL STOCK MARKETS 23 60% 2% 25
8 INTERNATIONAL STOCK 21 85% 1% 11
9 COMMON STOCHASTIC TRENDS 19 41% 3% 35
10 ECONOMIC RELATIONSHIPS 18 55% 2% 23

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 EMERGING MARKETS REVIEW 5 15% 2% 32
2 JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 5 11% 3% 42

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits 2014 3 21 57%
Empirical modelling of contagion: a review of methodologies 2005 81 35 60%
International Portfolio Diversification: United States and South Asian Equity Markets 2014 1 15 67%
Lessons from the 1997 and the 2008 Crises in Korea 2012 4 5 60%
The evolution of risk premium as a measure for intra-regional equity market integration 2014 1 28 43%
Studies of Equity Returns in Emerging Markets: A Literature Review 2015 0 53 25%
Investment horizon heterogeneity and wavelet: Overview and further research directions 2015 0 96 23%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ.
in class
1 BUSINESS ECON KOSICE 3 39% 0.5% 7
2 ECON G FUA 3 45% 0.4% 5
3 FINANCE INFORMAT SYST 2 43% 0.2% 3
4 INCEIF 2 43% 0.2% 3
5 ECON FINANCE LAW 1 50% 0.2% 2
6 FINANCING INVESTMENTS 1 100% 0.2% 2
7 LOSS MUSEUMSFLUEGEL 1 50% 0.2% 2
8 MANAGEMENT TECHNOL SANTAREM 1 40% 0.2% 2
9 JINHE ECON 1 21% 0.2% 3
10 BUSINESS ADM KULLIYYAH ECON MANAGEMENT SCI 1 50% 0.1% 1

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000219505 CROSS LISTING//CROSS LISTINGS//STOCK PRICE SYNCHRONICITY
2 0.0000168825 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE
3 0.0000117512 SUDDEN STOPS//SOVEREIGN DEBT//CURRENCY CRISES
4 0.0000110299 EXCHANGE RATE EXPOSURE//CORPORATE HEDGING//CURRENCY EXPOSURE
5 0.0000099831 VALUE PREMIUM//JOURNAL OF PORTFOLIO MANAGEMENT//CROSS SECTION OF STOCK RETURNS
6 0.0000098620 COPULA//QUASI COPULA//COPULAS
7 0.0000096456 DISPOSITION EFFECT//HOME BIAS//INDIVIDUAL INVESTORS
8 0.0000091836 CENTRAL BANK COMMUNICATION//FEDERAL FUNDS FUTURES//QUANTITATIVE EASING
9 0.0000083682 OIL PRICES//OIL PRICE SHOCKS//OIL PRICE
10 0.0000079653 OPTIMUM CURRENCY AREA//CONSUMPTION RISK SHARING//OPTIMUM CURRENCY AREAS