Nguyen, T. H. A., Tran, T. T. H., Huynh, N. K. M., & Nguyen, T. N. T. (2018). Measuring volatility spillovers between developed and Southeast Asian emerging stock markets: a multivariate garch approach. Journal of International Economics and Management, 108, 65-88. https://jiem.ftu.edu.vn/index.php/jiem/article/view/192