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Volatility and correlation in international stock markets and the role of exchange rate fluctuations
Mun, Kyung-chun - In: Journal of international financial markets, … 17 (2007) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10003413272
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The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - 2010
Persistent link: https://www.econbiz.de/10003996351
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - In: Emerging markets review 11 (2010) 3, pp. 250-260
Persistent link: https://www.econbiz.de/10009301650
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Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
Kenourgios, Dimitris; Samitas, Aristeidis; Paltalidis, Nikos - In: Journal of international financial markets, … 21 (2011) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10009259718
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Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Walid, Chkili; Chaker, Aloui; Masood, Omar; Fry, John - In: Emerging markets review 12 (2011) 3, pp. 272-292
Persistent link: https://www.econbiz.de/10009306830
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The impact of the financial crisis on transatlantic information flows : an intraday analysis
Dimpfl, Thomas; Peter, Franziska Julia - In: Journal of international financial markets, … 31 (2014), pp. 1-13
Persistent link: https://www.econbiz.de/10011299363
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Financial liberalization and stock markets efficiency : new evidence from emerging economies
Rejeb, Aymen Ben; Boughrara, Adel - In: Emerging markets review 17 (2013), pp. 186-208
Persistent link: https://www.econbiz.de/10010243088
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Size, value, and momentum in emerging market stock returns
Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
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Exchange rate fluctuations and international portfolio rebalancing
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - In: Emerging markets review 18 (2014), pp. 34-44
Persistent link: https://www.econbiz.de/10010417542
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Stock and foreign exchange market linkages in emerging economies
Andreou, Elena; Matsi, Maria; Savvides, Andreas - In: Journal of international financial markets, … 27 (2013), pp. 248-268
Persistent link: https://www.econbiz.de/10010411739