{"id":"https://openalex.org/W1991491003","doi":"https://doi.org/10.1111/j.1540-6288.2001.tb00007.x","title":"The Effects of the Asian Crisis on Global Equity Markets","display_name":"The Effects of the Asian Crisis on Global Equity Markets","publication_year":2001,"publication_date":"2001-02-01","ids":{"openalex":"https://openalex.org/W1991491003","doi":"https://doi.org/10.1111/j.1540-6288.2001.tb00007.x","mag":"1991491003"},"language":"en","primary_location":{"id":"doi:10.1111/j.1540-6288.2001.tb00007.x","doi":"https://doi.org/10.1111/j.1540-6288.2001.tb00007.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1540-6288.2001.tb00007.x","pdf_url":null,"source":{"id":"https://openalex.org/S9351053","display_name":"Financial Review","issn_l":"0732-8516","issn":["0732-8516","1540-6288"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Financial Review","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=274419","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066241597","display_name":"Sorin A. Tuluca","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I32907511","display_name":"Fairleigh Dickinson University","ror":"https://ror.org/04wkzvc75","country_code":"US","type":"education","lineage":["https://openalex.org/I32907511"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Sorin A. Tuluca","raw_affiliation_strings":["Fairleigh Dickinson University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Fairleigh Dickinson University","institution_ids":["https://openalex.org/I32907511"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003697879","display_name":"Burton Zwick","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I32907511","display_name":"Fairleigh Dickinson University","ror":"https://ror.org/04wkzvc75","country_code":"US","type":"education","lineage":["https://openalex.org/I32907511"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Burton Zwick","raw_affiliation_strings":["Fairleigh Dickinson University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Fairleigh Dickinson University","institution_ids":["https://openalex.org/I32907511"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5066241597"],"corresponding_institution_ids":["https://openalex.org/I32907511"],"apc_list":{"value":2900,"currency":"USD","value_usd":2900},"apc_paid":null,"fwci":2.7125,"has_fulltext":false,"cited_by_count":60,"citation_normalized_percentile":{"value":0.92003503,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"36","issue":"1","first_page":"125","last_page":"142"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9531000256538391,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9531000256538391,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.015799999237060547,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.014600000344216824,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asian-financial-crisis","display_name":"Asian financial crisis","score":0.8740000128746033},{"id":"https://openalex.org/keywords/international-stock-markets","display_name":"international stock markets","score":0.7860000133514404},{"id":"https://openalex.org/keywords/stock-market-co-movement","display_name":"stock market co-movement","score":0.8259999752044678},{"id":"https://openalex.org/keywords/transitory-shocks","display_name":"transitory shocks","score":0.8230000138282776},{"id":"https://openalex.org/keywords/market-contagion","display_name":"market contagion","score":0.4519999921321869}],"concepts":[{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.7322655320167542},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5969465374946594},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.5944024920463562},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.45106983184814453},{"id":"https://openalex.org/C121087249","wikidata":"https://www.wikidata.org/wiki/Q546395","display_name":"Emerging markets","level":2,"score":0.4361773133277893},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.1280970573425293},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.09337067604064941},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1111/j.1540-6288.2001.tb00007.x","doi":"https://doi.org/10.1111/j.1540-6288.2001.tb00007.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1540-6288.2001.tb00007.x","pdf_url":null,"source":{"id":"https://openalex.org/S9351053","display_name":"Financial Review","issn_l":"0732-8516","issn":["0732-8516","1540-6288"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Financial Review","raw_type":"journal-article"},{"id":"mag:3124219862","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=274419","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null}],"best_oa_location":{"id":"mag:3124219862","doi":null,"is_oa":true,"landing_page_url":"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=274419","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W26036095","https://openalex.org/W1585589540","https://openalex.org/W1967765629","https://openalex.org/W1983773233","https://openalex.org/W1997320786","https://openalex.org/W2010681793","https://openalex.org/W2015800048","https://openalex.org/W2034976179","https://openalex.org/W2040440745","https://openalex.org/W2061107833","https://openalex.org/W2066946320","https://openalex.org/W2070369864","https://openalex.org/W2078455576","https://openalex.org/W2116478407","https://openalex.org/W2120087808","https://openalex.org/W2132495742","https://openalex.org/W2178225550","https://openalex.org/W2793681188","https://openalex.org/W2800730551","https://openalex.org/W3123435142","https://openalex.org/W3125517650","https://openalex.org/W3126057344","https://openalex.org/W4292713895"],"related_works":["https://openalex.org/W4387032518","https://openalex.org/W2043071262","https://openalex.org/W2181985975","https://openalex.org/W2159340005","https://openalex.org/W2052709150","https://openalex.org/W7096829468","https://openalex.org/W1990935639","https://openalex.org/W2129059073","https://openalex.org/W599556723","https://openalex.org/W2248003758"],"abstract_inverted_index":{"Abstract":[0],"We":[1,85],"investigate":[2],"the":[3,17,20,41,51,60,64,67,73,83,88,94,98],"comovement":[4,92],"of":[5,19,29,53,66,100],"daily":[6],"returns":[7],"from":[8],"13":[9],"Asian":[10,21],"and":[11,15,70],"non\u2010Asian":[12],"markets":[13,42],"before":[14],"after":[16],"advent":[18],"crisis":[22],"in":[23,37,50,91],"July":[24],"1997.":[25],"For":[26,40],"individual":[27],"pairs":[28],"markets,":[30],"our":[31],"analysis":[32],"shows":[33],"a":[34,44,48],"seven\u2010fold":[35],"increase":[36,90],"feedback":[38],"relations.":[39],"as":[43],"group,":[45],"we":[46,76],"find":[47,86],"reduction":[49],"number":[52],"common":[54],"factors":[55],"that":[56,87],"generate":[57],"returns.":[58],"Since":[59],"post\u2010crisis":[61,95],"period":[62],"included":[63],"collapse":[65],"Russian":[68],"market":[69],"attack":[71],"on":[72],"Brazilian":[74],"real,":[75],"also":[77],"analyze":[78],"six":[79],"three\u2010month":[80],"subperiods":[81],"surrounding":[82],"crisis.":[84],"perceived":[89],"during":[93],"interval":[96],"was":[97],"result":[99],"subperiod":[101],"transitory":[102],"shocks.":[103]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":3}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}