Chrismin Tang : Citation Profile

University of Melbourne

6

H index

5

i10 index

270

Citations

RESEARCH PRODUCTION:

7

Articles

5

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 20
   Journals where Chrismin Tang has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 5 (1.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta272
   Updated: 2026-01-17    RAS profile: 2024-10-01    
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Relations with other researchers

Works with:

Martin, Vance (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chrismin Tang.

Is cited by:

Hsiao, Cody Yu-Ling (26)

Fry-McKibbin, Renee (20)

Mahadeo, Scott (15)

Legrenzi, Gabriella (12)

Tabak, Benjamin (10)

Martin, Vance (9)

Chang, Chia-Lin (7)

Raddant, Matthias (7)

Wong, Wing-Keung (7)

Miranda, Rodrigo (6)

GUPTA, RANGAN (6)

Cites to:

Martin, Vance (26)

Reinhart, Carmen (22)

Fry-McKibbin, Renee (21)

Kaminsky, Graciela (16)

Bekaert, Geert (11)

Hansen, Peter (11)

Rose, Andrew (10)

Fratzscher, Marcel (8)

Harvey, Campbell (8)

Bollerslev, Tim (8)

Corsetti, Giancarlo (7)

Main data

Where Chrismin Tang has published?

Recent works citing Chrismin Tang (2025 and 2024)

YearTitle of citing document
2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis. (2024). Umutlu, Mehmet ; Harb, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400510x.

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2024Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2024Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2024How does the supply chain market respond to policy shocks? Evidence from solar photovoltaic sectors in China. (2024). Ou, Yinlin ; Hsiao, Cody Yu-Ling ; Chui, Chin Man. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011972.

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2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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2024Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42.

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2025Identifying Higher-Order Moment Risk Contagion Between the US Dollar Exchange Rate and China’s Major Asset Classes. (2025). Zou, Zongfeng ; Zhang, Chao ; Li, Judong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:707-:d:1597031.

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2024Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2025A model of contagion without trading relations. (2025). Das, Pranab ; Rohit, Allena ; Basak, Gopal K. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00637-5.

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2024High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8.

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2025Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis. (2025). Ofori-Boateng, Kenneth ; Amewu, Godfred ; Gyamfi, Emmanuel Numapau ; Adom-Dankwa, Akwasi ; Atsu, Francis. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04599-0.

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2024Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7.

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2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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Works by Chrismin Tang:

YearTitleTypeCited
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article114
2020A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2018News and expected returns in East Asian equity markets: The RV-GARCHM model In: Journal of Asian Economics.
[Full Text][Citation analysis]		article0
2021Forecasting the volatility of asset returns: The informational gains from option prices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2008A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS In: CAMA Working Papers.
[Full Text][Citation analysis]		paper9
2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper58
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2011Actually This Time Is Different In: CAMA Working Papers.
[Full Text][Citation analysis]		paper13
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
[Full Text][Citation analysis]		article38
2014An integrated model to assess critical rainfall thresholds for run-out distances of debris flows In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
[Full Text][Citation analysis]		article1

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