Purpose The purpose of the study is to measure cross-country stock market correlation and volatility transmission … dynamic causality, stock market cointegration, correlation and volatility transmission between Islamic stock indices. Findings … The result of normal correlation analysis on the share indices show the markets move together. The result of ARDL …

correlation, suggesting a rejection of the decoupling hypothesis. However, it is accepted for some of the developed markets of the …

We consider the problem of ex-ante forecasting conditional correlation patterns using ultra high frequency data … correlation matrices and exogenous factors. The Fisher-z transformation guarantees robustness of correlation estimators under … prominent parametric and nonparametric alternatives to correlation modeling. Based on economic performance criteria, we …

Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …

pairwise correlation among 34 anomalies, which helps to explain both the time-series and the cross-sectional anomaly return …, CoAnomaly carries a negative price of risk. These return patterns suggest that arbitrageurs take the time-varying correlation …

return. This approach yields a model-free test for stock return asymmetry, generalizing the correlation-based test proposed …

explained by a liquidity supply model. Three well-documented asymmetries (asymmetric volume, asymmetry in non-market volatility … correlation survives …