Similar Search Results

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

Stock market integration : evidence on price integration and return convergence

Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429

Persistent link: https://www.econbiz.de/10001671114

Cross-border banking and transmission mechanisms in Europe : evidence from German data

Buch, Claudia M. - In: Applied financial economics 14 (2004) 16, pp. 1137-1149

Persistent link: https://www.econbiz.de/10002408911

Correlations, integration and Hansen-Jagannathan bounds

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 14 (2004) 16, pp. 1167-1180

Persistent link: https://www.econbiz.de/10002409057

International portfolio diversification to Central European stock markets

Syriopoulos, Theodore - In: Applied financial economics 14 (2004) 17, pp. 1253-1268

Persistent link: https://www.econbiz.de/10002415125

Testing for market segmentation in the A and B share markets of China

Chelley-Steeley, Patricia L.; Qian, Weihua - In: Applied financial economics 15 (2005) 11, pp. 791-802

Persistent link: https://www.econbiz.de/10003016844

Stock market integration and macroeconomic fundamentals : an empirical analysis, 1980 - 95

Dickinson, David G. - In: Applied financial economics 10 (2000) 3, pp. 261-276

Persistent link: https://www.econbiz.de/10001526285

Modelling the linkages between the Australian and G7 stock markets : common stochastic trends and regime shifts

Narayan, Paresh Kumar; Smyth, Russell - In: Applied financial economics 14 (2004) 14, pp. 991-1004

Persistent link: https://www.econbiz.de/10002377741

Approriate lag specification for daily responses of international stock markets

Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Applied financial economics 14 (2004) 14, pp. 1017-1025

Persistent link: https://www.econbiz.de/10002377754

Spillovers and correlations between US and major European stock markets : the role of the euro

Savva, Christos S.; Osborn, Denise R.; Gill, Len - In: Applied financial economics 19 (2009) 19/21, pp. 1595-1604

This article investigates the impact of the introduction of the euro on the interactions across the New York, London, Frankfurt and Paris stock markets. After controlling for possible returns and volatility spillovers, we focus on the correlations of shocks using the framework of Dynamic...

Persistent link: https://www.econbiz.de/10003904304