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Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Sources of output volatility from financial crisis in emerging markets

Pattanachak, Kritchaya; Lee, Jin Man - In: Applied financial economics 20 (2010) 1/3, pp. 183-199

We investigate how output fluctuates before and after these financial crises hit the E-7 countries by excluding the crisis period defined earlier from the sample. The E-7 is referred to a group of seven emerging market countries-Thailand, Malaysia, Indonesia, the Philippines, South Korea, Mexico...

Persistent link: https://www.econbiz.de/10003935995

Stock return dynamics and stock market interdependencies

Tsouma, Ekaterini - In: Applied financial economics 17 (2007) 10/12, pp. 805-825

Persistent link: https://www.econbiz.de/10003537547

Financial liberalization, stock market volatility and outliers in emerging economies

Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: Applied financial economics 19 (2009) 10/12, pp. 809-823

In this article, we test whether the structure of emerging market volatility has changed and assess the link between … the structural changes in volatility behaviour and financial liberalization events. The opening of financial markets tends … to generate outlying returns around the opening dates, thus giving the appearance of increases in market volatility. We …

Persistent link: https://www.econbiz.de/10003856643