Similar Search Results - EconBiz

Stock market integration and financial crises : the case of Asia

Yang, Jian; Kolari, James W.; Min, Insik - In: Applied financial economics 13 (2003) 7, pp. 477-486

Persistent link: https://www.econbiz.de/10001770767

The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The … and Vector Autoregression (VAR) estimates, provide some support for a generally mild influence of the US, UK and Japan on … the MEEMs, with the greatest influence coming from the US market and the least from Japan. The dynamics of the MEEMs are …

Persistent link: https://www.econbiz.de/10003963313

A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages

Masih, Abdul Mansur M. - In: Applied financial economics 7 (1997) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10001219239

Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

Yiu, Matthew S.; Ho, Wai-yip Alex; Choi, Daniel F. S. - In: Applied financial economics 20 (2010) 4/6, pp. 345-354

Asian markets. However, we find no such evidence of having contagion between the US and individual markets in Asia during …

Persistent link: https://www.econbiz.de/10003963165

International transmissions in US-Japanese stock markets

Ishii, Youta - In: Applied financial economics 18 (2008) 13/15, pp. 1193-1200

Persistent link: https://www.econbiz.de/10003760240

Volatility relationship between stock performance and real output

Ahn, Eun S.; Lee, Jin Man - In: Applied financial economics 16 (2006) 11, pp. 777-784

Persistent link: https://www.econbiz.de/10003350994

Dependence patterns across financial markets : a mixed copula approach

Hu, Ling - In: Applied financial economics 16 (2006) 10, pp. 717-729

Persistent link: https://www.econbiz.de/10003334985

Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan

Humpe, Andreas; Macmillan, Peter - In: Applied financial economics 19 (2009) 1/3, pp. 111-119

Persistent link: https://www.econbiz.de/10003825829

Sampling properties of criteria for evaluating GARCH volatility forecasts

Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681

Persistent link: https://www.econbiz.de/10003491214

Trading foreign exchange portfolios with volatility filters : the carry model revisited

Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255

Persistent link: https://www.econbiz.de/10003427070

A service of the