Class information for:
Level 1: CONTAGION//VOLATILITY SPILLOVERS//DYNAMIC CONDITIONAL CORRELATION

Basic class information

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
2 4 ECONOMICS//POLITICAL SCIENCE//EDUCATION & EDUCATIONAL RESEARCH 1996300
115 3       BUSINESS, FINANCE//ECONOMICS//JOURNAL OF BANKING & FINANCE 72270
34 2             BUSINESS, FINANCE//ECONOMICS//JOURNAL OF FUTURES MARKETS 33240
4993 1                   CONTAGION//VOLATILITY SPILLOVERS//DYNAMIC CONDITIONAL CORRELATION 1718

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 CONTAGION authKW 671594 9% 23% 157
2 VOLATILITY SPILLOVERS authKW 563359 4% 45% 69
3 DYNAMIC CONDITIONAL CORRELATION authKW 463501 3% 49% 52
4 MULTIVARIATE GARCH authKW 405160 4% 36% 62
5 STOCK MARKET INTEGRATION authKW 395323 1% 86% 25
6 FINANCIAL CONTAGION authKW 235568 2% 38% 34
7 BUSINESS, FINANCE WoSSC 175281 48% 1% 818
8 FINANCIAL INTEGRATION authKW 170665 3% 21% 44
9 STOCK MARKET authKW 159859 5% 10% 89
10 COMOVEMENT authKW 155806 2% 22% 39

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 175281 48% 1% 818
2 Economics 68669 68% 0% 1161
3 Social Sciences, Mathematical Methods 6542 8% 0% 133
4 International Relations 1643 4% 0% 75
5 Business 970 5% 0% 81
6 Mathematics, Interdisciplinary Applications 884 6% 0% 96
7 Statistics & Probability 731 6% 0% 95
8 Management 161 3% 0% 44
9 Planning & Development 46 1% 0% 15
10 Computer Science, Interdisciplinary Applications 40 2% 0% 34

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INCEIF 78191 1% 47% 9
2 FINANCE 49850 9% 2% 160
3 BUSINESS ECON KOSICE 42792 0% 33% 7
4 FINANCE INVESTMENT 38199 1% 21% 10
5 FINANCING INVESTMENTS 36687 0% 100% 2
6 IQTE 36687 0% 100% 2
7 QUANTITAT STUDIES ECON FINANCE 36687 0% 100% 2
8 UNIV AL JUMUM 36687 0% 100% 2
9 ENERGY SUSTAINABLE DEV CESD 33016 0% 60% 3
10 GLOBAL UNIV ISLAMIC FINANCE 33016 0% 60% 3

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 EMERGING MARKETS REVIEW 87933 2% 13% 38
2 JOURNAL OF INTERNATIONAL MONEY AND FINANCE 86827 6% 5% 100
3 JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 86609 3% 10% 49
4 INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 48726 2% 6% 42
5 EMERGING MARKETS FINANCE AND TRADE 42125 3% 5% 51
6 FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE 34195 2% 6% 30
7 ECONOMIC MODELLING 32676 5% 2% 79
8 JOURNAL OF BANKING & FINANCE 32229 5% 2% 89
9 INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 31612 2% 4% 41
10 JOURNAL OF PORTFOLIO MANAGEMENT 29465 3% 3% 47

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 CONTAGION 671594 9% 23% 157 Search CONTAGION Search CONTAGION
2 VOLATILITY SPILLOVERS 563359 4% 45% 69 Search VOLATILITY+SPILLOVERS Search VOLATILITY+SPILLOVERS
3 DYNAMIC CONDITIONAL CORRELATION 463501 3% 49% 52 Search DYNAMIC+CONDITIONAL+CORRELATION Search DYNAMIC+CONDITIONAL+CORRELATION
4 MULTIVARIATE GARCH 405160 4% 36% 62 Search MULTIVARIATE+GARCH Search MULTIVARIATE+GARCH
5 STOCK MARKET INTEGRATION 395323 1% 86% 25 Search STOCK+MARKET+INTEGRATION Search STOCK+MARKET+INTEGRATION
6 FINANCIAL CONTAGION 235568 2% 38% 34 Search FINANCIAL+CONTAGION Search FINANCIAL+CONTAGION
7 FINANCIAL INTEGRATION 170665 3% 21% 44 Search FINANCIAL+INTEGRATION Search FINANCIAL+INTEGRATION
8 STOCK MARKET 159859 5% 10% 89 Search STOCK+MARKET Search STOCK+MARKET
9 COMOVEMENT 155806 2% 22% 39 Search COMOVEMENT Search COMOVEMENT
10 TIME VARYING CORRELATION 153977 1% 44% 19 Search TIME+VARYING+CORRELATION Search TIME+VARYING+CORRELATION

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.

Classes with closest relation at Level 1



rank cluster_id2 link
1 28094 MULTIPLE WAVELET COHERENCY//PARTIAL WAVELET COHERENCY//PRODUCER PRICE INDEX
2 22603 CROSS LISTING//BONDING HYPOTHESIS//INTERNATIONAL CROSS LISTING
3 1003 REALIZED VOLATILITY//HIGH FREQUENCY DATA//VALUE AT RISK
4 4583 OIL PRICES//OIL PRICE SHOCKS//ENERGY ECONOMICS
5 13252 PREDICTIVE REGRESSION//STOCK RETURN PREDICTABILITY//RETURN PREDICTABILITY
6 11276 DISPOSITION EFFECT//INDIVIDUAL INVESTORS//HOME BIAS
7 16165 JOURNAL OF PORTFOLIO MANAGEMENT//FINANCIAL ANALYSTS JOURNAL//MINIMUM VARIANCE PORTFOLIO
8 9593 CURRENCY CRISES//SPECULATIVE ATTACKS//GLOBAL GAMES
9 2403 BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING
10 2895 CREDIT RISK//CREDIT DEFAULT SWAPS//JOURNAL OF CREDIT RISK

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