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An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 4/6, pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
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International correlations across stock markets and industries : trends and patterns 1988 - 2002
Yang, Li; Tapon, Francis; Sun, Yiguo - In: Applied financial economics 16 (2006) 16, pp. 1171-1183
Persistent link: https://www.econbiz.de/10003387369
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Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Saad, Mohsen M.; Darrat, Ali F. - In: Applied financial economics 17 (2007) 10/12, pp. 913-919
Persistent link: https://www.econbiz.de/10003538069
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Free trade agreements and equity market integration : the case of the US and Jordan
Maghyereh, Aktham I.; Al-Zuobi, Hiatham - In: Applied financial economics 15 (2005) 14, pp. 995-1005
Persistent link: https://www.econbiz.de/10003177481
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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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GCC equity market indices integration
Chaudhry, Mukesh; Boldin, Robert J. - In: Applied financial economics 22 (2012) 4/6, pp. 471-478
Persistent link: https://www.econbiz.de/10009581299
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International correlation structure of financial market movements : the evidence from the UK and the US
Cheng, Arnold C. S. - In: Applied financial economics 8 (1998) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001240718
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Impact of the introduction of derivatives on underlying volatility : evidence from India
Vipul - In: Applied financial economics 16 (2006) 9, pp. 687-697
Persistent link: https://www.econbiz.de/10003334980
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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,...
Persistent link: https://www.econbiz.de/10003856643
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Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018