Class information for:
Level 1: CONTAGION//STOCK MARKET INTEGRATION//VOLATILITY SPILLOVERS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
5363 1634 33.4 50%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
144 2             BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS 23368
5363 1                   CONTAGION//STOCK MARKET INTEGRATION//VOLATILITY SPILLOVERS 1634

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 CONTAGION authKW 711217 9% 25% 155
2 STOCK MARKET INTEGRATION authKW 413958 1% 92% 24
3 VOLATILITY SPILLOVERS authKW 355753 3% 37% 52
4 FINANCIAL CONTAGION authKW 282554 2% 43% 35
5 DYNAMIC CONDITIONAL CORRELATION authKW 220371 2% 35% 34
6 FINANCIAL INTEGRATION authKW 217362 3% 24% 48
7 BUSINESS, FINANCE WoSSC 189896 51% 1% 827
8 STOCK MARKET authKW 163010 5% 10% 86
9 STOCK MARKET COMOVEMENT authKW 155711 1% 83% 10
10 COMOVEMENT authKW 146712 2% 22% 36

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 Business, Finance 189896 51% 1% 827
2 Economics 65025 67% 0% 1100
3 Social Sciences, Mathematical Methods 2124 5% 0% 75
4 International Relations 1912 5% 0% 78
5 Business 969 5% 0% 78
6 Mathematics, Interdisciplinary Applications 194 3% 0% 48
7 Management 157 3% 0% 42
8 Statistics & Probability 120 3% 0% 43
9 Planning & Development 50 1% 0% 15
10 Political Science 39 1% 0% 21

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 INCEIF 65393 0% 50% 7
2 BUSINESS ECON KOSICE 43591 0% 33% 7
3 GLOBAL UNIV ISLAMIC FINANCE 42041 0% 75% 3
4 FINANCE 41091 9% 2% 139
5 FINANCING INVESTMENTS 37372 0% 100% 2
6 HIGHER BUSINESS ADM SFAX ISAAS 37372 0% 100% 2
7 INT FINANCIAL LAW 37372 0% 100% 2
8 PORTUGUESE SECUR MARKET COMMISS 37372 0% 100% 2
9 UNIV AL JUMUM 37372 0% 100% 2
10 ECON G FUA 35928 0% 38% 5

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF INTERNATIONAL MONEY AND FINANCE 133683 7% 6% 121
2 JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 86626 3% 10% 46
3 EMERGING MARKETS REVIEW 77921 2% 12% 34
4 JOURNAL OF BANKING & FINANCE 42457 6% 2% 100
5 JOURNAL OF PORTFOLIO MANAGEMENT 41641 3% 4% 55
6 INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 35997 2% 6% 34
7 EMERGING MARKETS FINANCE AND TRADE 33823 3% 4% 43
8 FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE 27057 2% 6% 26
9 JOURNAL OF EMPIRICAL FINANCE 23234 2% 5% 27
10 INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 22800 2% 4% 33

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 CONTAGION 711217 9% 25% 155 Search CONTAGION Search CONTAGION
2 STOCK MARKET INTEGRATION 413958 1% 92% 24 Search STOCK+MARKET+INTEGRATION Search STOCK+MARKET+INTEGRATION
3 VOLATILITY SPILLOVERS 355753 3% 37% 52 Search VOLATILITY+SPILLOVERS Search VOLATILITY+SPILLOVERS
4 FINANCIAL CONTAGION 282554 2% 43% 35 Search FINANCIAL+CONTAGION Search FINANCIAL+CONTAGION
5 DYNAMIC CONDITIONAL CORRELATION 220371 2% 35% 34 Search DYNAMIC+CONDITIONAL+CORRELATION Search DYNAMIC+CONDITIONAL+CORRELATION
6 FINANCIAL INTEGRATION 217362 3% 24% 48 Search FINANCIAL+INTEGRATION Search FINANCIAL+INTEGRATION
7 STOCK MARKET 163010 5% 10% 86 Search STOCK+MARKET Search STOCK+MARKET
8 STOCK MARKET COMOVEMENT 155711 1% 83% 10 Search STOCK+MARKET+COMOVEMENT Search STOCK+MARKET+COMOVEMENT
9 COMOVEMENT 146712 2% 22% 36 Search COMOVEMENT Search COMOVEMENT
10 DCC GARCH 126303 1% 52% 13 Search DCC+GARCH Search DCC+GARCH

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 DEWANDARU, G , MASIH, R , MASIH, AMM , (2016) WHAT CAN WAVELETS UNVEIL ABOUT THE VULNERABILITIES OF MONETARY INTEGRATION? A TALE OF EUROZONE STOCK MARKETS.ECONOMIC MODELLING. VOL. 52. ISSUE . P. 981 -996 37 62% 3
2 HE, HB , CHEN, S , YAO, SJ , OU, JH , (2014) FINANCIAL LIBERALISATION AND INTERNATIONAL MARKET INTERDEPENDENCE: EVIDENCE FROM CHINA'S STOCK MARKET IN THE POST-WTO ACCESSION PERIOD.JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY. VOL. 33. ISSUE . P. 434 -444 33 80% 2
3 SEHGAL, S , BHANUMURTHY, NR , AHMAD, W , (2013) EUROZONE CRISIS AND BRIICKS STOCK MARKETS: CONTAGION OR MARKET INTERDEPENDENCE?.ECONOMIC MODELLING. VOL. 33. ISSUE . P. 209 -225 28 85% 24
4 PAAS, T , KUUSK, A , (2012) CONTAGION OF FINANCIAL CRISES: WHAT DOES THE EMPIRICAL EVIDENCE SHOW?.BALTIC JOURNAL OF MANAGEMENT. VOL. 7. ISSUE 1. P. 25 -48 31 86% 0
5 EILING, E , GERARD, B , (2015) EMERGING EQUITY MARKET COMOVEMENTS: TRENDS AND MACROECONOMIC FUNDAMENTALS.REVIEW OF FINANCE. VOL. 19. ISSUE 4. P. 1543 -1585 35 65% 3
6 PAPPAS, V , INGHAM, H , IZZELDIN, M , STEELE, G , (2016) WILL THE CRISIS "TEAR US APART"? EVIDENCE FROM THE EU.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. VOL. 46. ISSUE . P. 346 -360 37 63% 0
7 TIWARI, AK , MUTASCU, MI , ALBULESCU, CT , (2016) CONTINUOUS WAVELET TRANSFORM AND ROLLING CORRELATION OF EUROPEAN STOCK MARKETS.INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. VOL. 42. ISSUE . P. 237 -256 28 82% 0
8 KOURETAS, GP , SYLLIGNAKIS, MN , (2011) DYNAMIC CORRELATION ANALYSIS OF FINANCIAL CONTAGION: EVIDENCE FROM THE CENTRAL AND EASTERN EUROPEAN MARKETS.INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. VOL. 20. ISSUE 4. P. 717 -732 24 86% 72
9 OZTURK, SS , VOLKAN, E , (2015) INTRAINDUSTRY VOLATILITY SPILLOVERS IN THE MENA REGION.EMERGING MARKETS FINANCE AND TRADE. VOL. 51. ISSUE 6. P. 1163 -1174 25 89% 2
10 DIAS, JG , RAMOS, SB , (2015) AN ANALYSIS OF INDUSTRY REGIMES SYNCHRONIZATION IN THE EUROZONE.JCMS-JOURNAL OF COMMON MARKET STUDIES. VOL. 53. ISSUE 2. P. 255 -273 26 84% 0

Classes with closest relation at Level 1


Rank Class id link
1 13500 CROSS LISTING//HOME BIAS//INTERNATIONAL CROSS LISTING
2 1852 GARCH//GARCH MODELS//VALUE AT RISK
3 15418 EXCHANGE RATE EXPOSURE//HEDGING//CORPORATE HEDGING
4 4377 OIL PRICES//OIL PRICE SHOCKS//ENERGY ECONOMICS
5 13803 CAPITAL CONTROLS//CAPITAL FLOWS//CAPITAL FLIGHT
6 1832 BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM
7 16560 JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS//REITS//REAL ESTATE ECONOMICS
8 10266 CURRENCY CRISES//GLOBAL GAMES//SPECULATIVE ATTACKS
9 18136 JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO
10 23042 CREDIT RATING AGENCIES//CREDIT RATINGS//RATING AGENCIES

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