1.
Jang, H., & Sul, W. (2002).
The Asian financial crisis and the co-movement of Asian stock markets.
Journal of Asian Economics, 13, 94−104.

2.
Francis In, Sangbae Kim, Jai Hyung Yoon and Christopher Viney (2001).
Dynamic interdependence and volatility transmission of Asian stock markets evidence from the Asian crisis.
International Review of Financial Analysis, 10, 87−96.