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Integration at a cost : evidence from volatility impulse response functions

Panopulu, Aikaterinē; Pantelidis, Theologos - In: Applied financial economics 19 (2009) 10/12, pp. 917-933

We investigate the international information transmission between the US and the rest of the G-7 countries using daily stock market return data covering the last 20 years. A split-sample analysis reveals that the linkages between the markets have changed substantially in the recent era (i.e....

Persistent link: https://www.econbiz.de/10003856775

Integration at a cost: evidence from volatility impulse response functions

Panopoulou, Ekaterini; Pantelidis, Theologos - In: Applied financial economics 19 (2009) 11, pp. 917

Persistent link: https://www.econbiz.de/10008249989

Integration at a cost: evidence from volatility impulse response functions

Panopoulou, Ekaterini; Pantelidis, Theologos - In: Applied financial economics 19 (2009) 10-12, pp. 917-934

Persistent link: https://www.econbiz.de/10008272560

Re-examining purchasing power parity for East-Asian currencies : 1976 - 2002

Baharumshah, Ahmad Zubaidi; Haw, Chan Tze; Fountas, … - In: Applied financial economics 18 (2008) 1/3, pp. 75-85

Persistent link: https://www.econbiz.de/10003738990

Tests for interest rate convergence and structural breaks in the EMS

Fountas, Stilianos - In: Applied financial economics 8 (1998) 2, pp. 127-132

Persistent link: https://www.econbiz.de/10001244123

Emerging stock markets return seasonalities : the January effect and the tax-loss selling hypothesis

Fountas, Stilianos; Segredakis, Konstantinos N. - In: Applied financial economics 12 (2002) 4, pp. 291-299

Persistent link: https://www.econbiz.de/10001671110

Re-examining purchasing power parity for East-Asian currencies: 1976-2002

Baharumshah, Ahmad Zubaidi; Tze-Haw, Chan; Fountas, … - In: Applied financial economics 18 (2008) 1, pp. 75

Persistent link: https://www.econbiz.de/10007895856

Re-examining purchasing power parity for East-Asian currencies: 1976-2002

Baharumshah, Ahmad Zubaidi; Tze-Haw, Chan; Fountas, … - In: Applied financial economics 18 (2008) 1-3, pp. 75-86

Persistent link: https://www.econbiz.de/10007901019

Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis

Fountas, Stilianos; Segredakis, Konstantinos N. - In: Applied financial economics 12 (2002) 4, pp. 291-300

Persistent link: https://www.econbiz.de/10007664673