3Bertero,E.,C.Mayer.Structure and Performance:Global Interdependence of Stock Markets around the Crash of October 1987[C].CEPR Discussion Papers,1989.
4King,M.,S.Wadhwani.Transmission of Volatility between Stock Markets[J].Review of Financial Studies,1990,3(1):5-33.
5Lee,S.,K.Kim.Does the October1987Crash Strengthen the Co-movements among National Stock Markets[J].Review of Financial Economics,1993,3(1):89-102.
6Baig,T.,I.Goldfajn.Financial Market Contagion in the Asian Crisis[R].IMF Staff Papers,1999,46(2):167-195.
7Hamao,Y.,R.Masulis,et al.Correlations in Price Changes and Volatility across International Stock Markets[J].Review of Finan-cial Studies,1990,3(2):281-307.
8Boyer,B.,M.Gibson,et al.Pitfalls in Tests for Changes in Correlations[C].International Finance Discussion Papers,1997:597.
9Forbes,K.,R.Rigobon.No Contagion,Only Interdependence:Measuring Stock Market Co-movements[J].The Journal of Finance,2002,57(5):2223-2261.
10Hartmann,P.,S.Straetmans,et al.Asset Market Linkages in Crisis Periods[J].Review of Economics and Statistics,2004,86(1):313-326.