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Bond market and stock market integration in Europe : a smooth transition approach

Berben, Robert-Paul; Jansen, Willem Jos - In: Applied economics 41 (2009) 22/24, pp. 3067-3080

Persistent link: https://www.econbiz.de/10003895067

Are moving average trading rules profitable? : evidence from the European stock markets

Metghalchi, Massoud; Marcucci, Juri; Zhang, Yonghe - In: Applied economics 44 (2012) 10/12, pp. 1539-1559

Persistent link: https://www.econbiz.de/10009525247

The law of one price : an examination of price integration between Europe and regional markets in Africa

Piesse, Jenifer; Hearn, Bruce Allen - In: Applied economics 44 (2012) 22/24, pp. 3169-3193

Persistent link: https://www.econbiz.de/10009616252

Predicting stock returns : some European evidence

Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604

Persistent link: https://www.econbiz.de/10013494191

Does the US stock market information matter for European equity market volatility : a multivariate perspective?

Tang, Yusui; Ma, Feng; Wahab, M. I. M.; Wei, Yu - In: Applied economics 54 (2022) 58, pp. 6726-6743

Persistent link: https://www.econbiz.de/10013494246

How shareholders react to sustainable narratives about leading European energy companies? : an event study using sentiment data from the global database for events, language and to...

Barroso del Toro, Alberto; Tort-Martorell, Xavier; … - In: Applied economics 54 (2022) 30, pp. 3482-3494

Persistent link: https://www.econbiz.de/10013410775

Forecasting volatility in European stock markets with non-linear GARCH models

Forte, Gianfranco; Manera, Matteo - 2002

This paper investigates the forecasting performance of three popular variants of the non-linear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each...

Persistent link: https://www.econbiz.de/10011598042

Cross-country performance of Lévy regime-switching models for stock markets

Chevallier, Julien; Goutte, Stéphane - In: Applied economics 49 (2017) 2, pp. 111-137

Persistent link: https://www.econbiz.de/10011810520