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Examining volatility spillover in Asian REIT markets
Lin, Pin-te - In: Applied financial economics 23 (2013) 22/24, pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274
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Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 22/24, pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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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
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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
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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
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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
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Interest rate and stock return volatility indices for the Eurozone : investors' gauges of fear during the recent financial crisis
López, Raquel; Navarro, E. - In: Applied financial economics 23 (2013) 16/18, pp. 1419-1432
Persistent link: https://www.econbiz.de/10010259391
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Exchange rate risk and Philippine stock returns : before and after the Asian financial crisis
Aquino, Rodolfo Q. - In: Applied financial economics 15 (2005) 11, pp. 765-771
Persistent link: https://www.econbiz.de/10003016840
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Insider trading during the 2008 financial crisis
Abumustafa, Naser I.; Nusair, Salah A. - In: Applied financial economics 21 (2011) 4/6, pp. 301-307
Persistent link: https://www.econbiz.de/10009124589
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Economic variables and stock market returns : evidence from the Athens stock exchange
Patra, Theophano; Poshakwale, Sunil S. - In: Applied financial economics 16 (2006) 13, pp. 993-1005
Persistent link: https://www.econbiz.de/10003377854