{"id":"https://openalex.org/W1998523272","doi":"https://doi.org/10.1016/j.gfj.2013.03.001","title":"The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets","display_name":"The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W1998523272","doi":"https://doi.org/10.1016/j.gfj.2013.03.001","mag":"1998523272"},"language":"en","primary_location":{"id":"doi:10.1016/j.gfj.2013.03.001","doi":"https://doi.org/10.1016/j.gfj.2013.03.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.gfj.2013.03.001","pdf_url":null,"source":{"id":"https://openalex.org/S150702451","display_name":"Global Finance Journal","issn_l":"1044-0283","issn":["1044-0283","1873-5665"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Global Finance Journal","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5043545638","display_name":"Shu\u2010Mei Chiang","orcid":"https://orcid.org/0000-0002-7087-6257","observed_orcids":["https://orcid.org/0000-0002-7087-6257"]},"institutions":[{"id":"https://openalex.org/I50519452","display_name":"Lunghwa University of Science and Technology","ror":"https://ror.org/001y2wd07","country_code":"TW","type":"education","lineage":["https://openalex.org/I50519452"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Shu-Mei Chiang","raw_affiliation_strings":["Department of Finance, Lunghwa University of Science and Technology, Taiwan, ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Lunghwa University of Science and Technology, Taiwan, ROC","institution_ids":["https://openalex.org/I50519452"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Hsin-Fu Chen","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I50519452","display_name":"Lunghwa University of Science and Technology","ror":"https://ror.org/001y2wd07","country_code":"TW","type":"education","lineage":["https://openalex.org/I50519452"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Hsin-Fu Chen","raw_affiliation_strings":["Department of Finance, Lunghwa University of Science and Technology, Taiwan, ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Lunghwa University of Science and Technology, Taiwan, ROC","institution_ids":["https://openalex.org/I50519452"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5039328162","display_name":"Chi\u2010Tai Lin","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210148468","display_name":"Industrial Technology Research Institute","ror":"https://ror.org/05szzwt63","country_code":"TW","type":"nonprofit","lineage":["https://openalex.org/I4210148468"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chi-Tai Lin","raw_affiliation_strings":["Marketing & Service Division, ITRI South Campus in Industrial Technology Research Institute, Taiwan, ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Marketing & Service Division, ITRI South Campus in Industrial Technology Research Institute, Taiwan, ROC","institution_ids":["https://openalex.org/I4210148468"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5043545638"],"corresponding_institution_ids":["https://openalex.org/I50519452"],"apc_list":{"value":2860,"currency":"USD","value_usd":2860},"apc_paid":null,"fwci":2.9154,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.91633854,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"24","issue":"1","first_page":"30","last_page":"43"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9887999892234802,"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":0.9887999892234802,"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":0.00839999970048666,"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":0.0010999999940395355,"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/subprime-mortgage-crisis","display_name":"subprime crisis","score":0.972000002861023},{"id":"https://openalex.org/keywords/spillover-effects","display_name":"spillover effects","score":0.8769999742507935},{"id":"https://openalex.org/keywords/stock-market-contagion","display_name":"stock market contagion","score":0.6620000004768372},{"id":"https://openalex.org/keywords/us-stock-market","display_name":"US stock market","score":0.7170000076293945},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.75},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"asset allocation","score":0.7459999918937683},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"risk aversion","score":0.6269999742507935},{"id":"https://openalex.org/keywords/emerging-stock-markets","display_name":"emerging stock markets","score":0.4189999997615814}],"concepts":[{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.7417176961898804},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5953048467636108},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5870288014411926},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5339646935462952},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5244669914245605},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5133932828903198},{"id":"https://openalex.org/C2777209242","wikidata":"https://www.wikidata.org/wiki/Q1020018","display_name":"Stock market crash","level":4,"score":0.5030764937400818},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.5017118453979492},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.49859046936035156},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.46457087993621826},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.42885932326316833},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.09078183770179749},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.09027549624443054},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07434922456741333},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.gfj.2013.03.001","doi":"https://doi.org/10.1016/j.gfj.2013.03.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.gfj.2013.03.001","pdf_url":null,"source":{"id":"https://openalex.org/S150702451","display_name":"Global Finance Journal","issn_l":"1044-0283","issn":["1044-0283","1873-5665"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Global Finance Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:glofin:v:24:y:2013:i:1:p:30-43","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1044028313000021","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1974052040","https://openalex.org/W1990935639","https://openalex.org/W2007530768","https://openalex.org/W2008228563","https://openalex.org/W2020439483","https://openalex.org/W2042502701","https://openalex.org/W2066580768","https://openalex.org/W2070437839","https://openalex.org/W2088732100","https://openalex.org/W2144994177","https://openalex.org/W2206041223","https://openalex.org/W3121388661","https://openalex.org/W3122251927","https://openalex.org/W3125517650","https://openalex.org/W6688017064"],"related_works":["https://openalex.org/W2324121067","https://openalex.org/W1727579654","https://openalex.org/W4244596181","https://openalex.org/W2210467829","https://openalex.org/W2187914020","https://openalex.org/W3123784831","https://openalex.org/W2079081798","https://openalex.org/W2337612161","https://openalex.org/W7106207945","https://openalex.org/W2787272389"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}