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Peng, Yue and Ng, Wing Lon (2012) Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. Annals of Finance, 8 (1). pp. 49-74. DOI https://doi.org/10.1007/s10436-011-0181-y
Instefjord, Norvald and Sasaki, Kouji (2008) Informational leverage: the problem of noise traders. Annals of Finance, 4 (4). pp. 455-480. DOI https://doi.org/10.1007/s10436-007-0086-y