{"id":"https://openalex.org/W2081492014","doi":"https://doi.org/10.1016/j.ememar.2014.11.003","title":"Measuring stock market contagion: Local or common currency returns?","display_name":"Measuring stock market contagion: Local or common currency returns?","publication_year":2014,"publication_date":"2014-12-03","ids":{"openalex":"https://openalex.org/W2081492014","doi":"https://doi.org/10.1016/j.ememar.2014.11.003","mag":"2081492014"},"language":"en","primary_location":{"id":"doi:10.1016/j.ememar.2014.11.003","doi":"https://doi.org/10.1016/j.ememar.2014.11.003","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.ememar.2014.11.003","pdf_url":null,"source":{"id":"https://openalex.org/S197112600","display_name":"Emerging Markets Review","issn_l":"1566-0141","issn":["1566-0141","1873-6173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"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":"Emerging Markets Review","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/A5058153515","display_name":"Mark Mink","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I96120398","display_name":"De Nederlandsche Bank","ror":"https://ror.org/02fabx761","country_code":"NL","type":"funder","lineage":["https://openalex.org/I96120398"]}],"countries":["NL"],"is_corresponding":true,"raw_author_name":"Mark Mink","raw_affiliation_strings":["De Nederlandsche Bank, PO Box 98, 1000 AB Amsterdam, The Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"De Nederlandsche Bank, PO Box 98, 1000 AB Amsterdam, The Netherlands","institution_ids":["https://openalex.org/I96120398"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5058153515"],"corresponding_institution_ids":["https://openalex.org/I96120398"],"apc_list":{"value":3060,"currency":"USD","value_usd":3060},"apc_paid":null,"fwci":8.5422,"has_fulltext":false,"cited_by_count":43,"citation_normalized_percentile":{"value":0.97290289,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"22","issue":null,"first_page":"18","last_page":"24"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9800000190734863,"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":0.9800000190734863,"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":0.010700000450015068,"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":0.0044999998062849045,"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/stock-market-contagion","display_name":"stock market contagion","score":0.9959999918937683},{"id":"https://openalex.org/keywords/international-stock-markets","display_name":"international stock markets","score":0.8420000076293945},{"id":"https://openalex.org/keywords/exchange-rate-effects","display_name":"exchange rate effects","score":0.593999981880188},{"id":"https://openalex.org/keywords/price-fluctuations","display_name":"price fluctuations","score":0.46799999475479126}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7087864875793457},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.5869647264480591},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5613059401512146},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5548661947250366},{"id":"https://openalex.org/C121087249","wikidata":"https://www.wikidata.org/wiki/Q546395","display_name":"Emerging markets","level":2,"score":0.46184012293815613},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.45633357763290405},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4501006603240967},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4200184643268585},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4195569157600403},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09178423881530762},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.ememar.2014.11.003","doi":"https://doi.org/10.1016/j.ememar.2014.11.003","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.ememar.2014.11.003","pdf_url":null,"source":{"id":"https://openalex.org/S197112600","display_name":"Emerging Markets Review","issn_l":"1566-0141","issn":["1566-0141","1873-6173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"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":"Emerging Markets Review","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:ememar:v:22:y:2015:i:c:p:18-24","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1566014114000776","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":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.44999998807907104,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W173744092","https://openalex.org/W1556487974","https://openalex.org/W1897063277","https://openalex.org/W1966464126","https://openalex.org/W1974486301","https://openalex.org/W1975201751","https://openalex.org/W1992660275","https://openalex.org/W2017303147","https://openalex.org/W2062678433","https://openalex.org/W2102653623","https://openalex.org/W2113987286","https://openalex.org/W2115053895","https://openalex.org/W2118706420","https://openalex.org/W2126252973","https://openalex.org/W2149948943","https://openalex.org/W2169439765","https://openalex.org/W2171728272","https://openalex.org/W2257263320","https://openalex.org/W2605732119","https://openalex.org/W2610402103","https://openalex.org/W2889666266","https://openalex.org/W2890698378","https://openalex.org/W2954409901","https://openalex.org/W3021709961","https://openalex.org/W3023758731","https://openalex.org/W3121758033","https://openalex.org/W3124198545","https://openalex.org/W3124779973"],"related_works":["https://openalex.org/W1531430788","https://openalex.org/W3121758033","https://openalex.org/W2071581303","https://openalex.org/W7098010308","https://openalex.org/W1989767865","https://openalex.org/W2789619119","https://openalex.org/W1804525756","https://openalex.org/W2041547580","https://openalex.org/W7099093676","https://openalex.org/W2760593627"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":7},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":9},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-10-23T09:35:12.469056","created_date":"2016-06-24T00:00:00"}