ابونوری، اسمعیل؛ عبداللهی، محمد.(1390). ارتباط بازارهای سهام ایران، امریکا، ترکیه و مالزی در یک مدل گارچ چند متغیره، بورس اوراق بهادار . 70-61 :(4)14.
باقری، سمانه و انصاری سامانی، حبیب. (1400). بررسی اثر بحران مالی بر شبکه بازارهای نفت. بررسی مسائل اقنصاد ایران.
طالب پور عباس آباد، اکبر و ستاری، علی. (1393). تبیین مکانیسم سرایت تلاطمات بین بازارهای بورس. پژوهشهای اقتصاد توسعه و برنامهریزی.93-73. 3:1.
یزدان پرست، عبدالرحیم و احدی سرکانی، سید یوسف (1391). بررسی ارتباط بحران مالی در بازارهای سرمایه عمده جهان با شاخص های سهام بورس اوراق بهادار تهران، قبل، طی و پس از بحران. دانش مالی تحلیل اوراق بهادار. 12-1: (19)6.
Ansari Samani, H., & Bagheri, S. (2022). The impact of Iranian oil sanctions on the oil Market volatility spillover network. Petroleum Business Review.
Bagheri, S., & Ansari Samani, H. (2022). effect of financial crisis on oil market network. Journal of Iranian Economic Issues.
Rjoub. S., Azzam .H. (2012). Financial crises, stock returns and volatility in an emerging stock market: the case of Jordan .Journal of Economic Studies, 39(2): 178-211.
Diebold, F.X., Yilmaz, K., (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. Econ. J. 119, 158–171.
Diebold, F. X., & Yilmaz, K. (2014). On the network topology of variance decompositions:
Measuring the connectedness of financial firms. Journal of Econometrics, 182, 119–134.
Diebold, F. X., & Yilmaz, K. (2015). Trans-Atlantic equity volatility connectedness: US and
European Financial Institutions, 2004–2014. Journal of Financial Econometrics, 14, 81–127.
Zhang, W, Zhuang, X and Lu,Y. (2018) .Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. North American Journal of Economics and Finance.
Zhang, D. (2017). Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. Energy Economics.62: 323-333.
Chowdhury, B, Dungy, M, Kangogo, M, Abu Sayeed, M, Volkov, V, (2019). The Changing Network of Market Linlage: The Asian Experience, International Review of Financial Analysis, 64,71-92.
Zhang, D., and Broadstock, D. C. (2018). Global financial crisis and rising connectedness in the international commodity markets. International Review of Financial Analysis.
Mensi, W., Boubaker,F. Z., Al-Yahyaee, K. H., and Kang, S. H. (2018). Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets. Finance Research Letters, 25, 230–238.
Luo, J., and Ji, Q. (2018). High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets. Energy Economics, 76, 424–438.
Ji, Q., Bouri, E., and Roubaud, D. (2018). Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. International Review of Financial Analysis, 57, 1–12.
Ji, Q., Geng, J. B. and Tiwari, A. K. (2018). Information spillovers and connectedness networks in the oil and gas markets. Energy Economics, 75, 71–84.
Billio, M., Getmansky, M., Lo, A. W., Pelizzon, L. (2012). Econometric measures of connectedness and systemic risk in the finance and insurance sectors. Journal of Financial Economics, 104, 535–559.
Minoiu, C., and Reyes, J. A. (2013). A network analysis of global banking: 1978–2010. Journal of Financial Stability, 9, 168–184.
Minoiu, C., and Reyes, J. A. (2013). A network analysis of global banking: 1978–2010. Journal of Financial Stability, 9, 168–184.
Wang, G. J., Xie, C., and Stanley, H. E. (2018). Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks. Computational Economics, 51, 607–635.
Kim, S.W. and J.H. Roges. (1995), International Stock Price Spillovers and Market Liberalization: Evidence from Korea, Japan, and the united states, Journal of Empirical finance,9: 996-933.
Salman, N and Abbas, M.(2012). Impact Of Financial Crisis On Asian Stock Market, Interdisciplinary Journal Of Contemporary Research Business.3 (99): 72-90.
Herring.J.,Wachter.S.(1999).Real estate booms and banking busts, an international comparison.Working Paper .99-27.
Mishkin, F.S. (1991). Asymmetric information and financial crises: a historical perspective, ournal of National Bureau of Economic Research, 8(1): 69-108.
Minsky.H. (1977). A theory of systemic fragility, in Altman, E.I. and Sametz, A.W. (eds), Financial.
Zouhair, M, Lanouar, C , Ajm, A,N. (2014). Contagion versus Interdependence: The Case of the BRIC Countries During the Subprime Crises. Emerging Markets and the Global Economy, 555-582.
Lim, L.K., )2009(. Convergence and interdependence between ASEAN-5 stock markets. Mathematics and Computers in Simulation 79, 2957–2966.
Siebenbrunner, C and Sigmund, M.(2019). Quantile Panel Estimation of Financial Contagion Effects. Panel Data Econometrics. 639-664.
Huang, W., Zheng, H., & Chia, W.-M. (2010). Financial crises and interacting heterogeneous agents. Journal of Economic Dynamics and Control, 34 (6), 1105–1122.
Huang, w and Chen,Z..(2018). Modelling contagion of financial crises. North American Journal of Economics and Finance.
Mendoza E, and Quadrini, V.(2010). Financial globalization, financial crises and contagion. Journal of Monetary Economics 57 : 24–39.
Kole, E., 2006. On crises, crashes and comovements. ERIM Ph.D. Series Research in Management.83.
Zhang, W,. Zhuang, X, Lu, Y. (2020). Spatial Spillover Effect and Risk Contagion Around G20 Stock Market Based on Volatility Network. North Amerian Journal of Economics and Finanace.
Abbasi, A., Hossain, L., & Leydesdorff, L. (2012). Betweenness centrality as a driver of preferential attachment in the evolution of research collaboration networks. Journal of Informetrics, 6(3): 403-412.
Lu, L. and Zhang, M. (2019). Edge Betweenness Centrality. In Evcyclopedia of systems Biology . Springe, NewYork, 147 – 143.
Ruhnau, B.(2000). Eigenvector-centrality—a node-centrality?. Social Networks 22 :357–365.
Sheng, J. Dai, B. Wang et al., (2019). Identifying influential nodes in complex networks based on global and local structure, Physica A. 123262,
Schuenemann, J.H, Ribberink, N, Katenka, N. (2020). Japanese and Chinese Stock Market Behaviour in Comparison – an analysis of dynamic networks. Asia Pacific Management Review. 25(2): 99-110.
Moghadam, H,E. Mohammadi,T,. Kashani,M,F.Shakeri, A.(2019). Complex networks analysis in Iran stock market: The application of centrality. Physica A.
Majapa, M, and Gossel, S,J. (2016). Topology of the South African stock market network across the 2008 financial crisis. Physica A. 445 : 35–47.
Romance, M. (2011). Local estimates for eigenvector-like centralities of complex networks. Journal of Computational and Applied Mathematics. 7(235): 1868-1874.
Kito, T. and Ueda, K., (2014). The implications of automobile parts supply network structures: A complex network approach. CIRP Annals-Manufacturing Technology, 63(1): 393-396.
