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On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.; Shittu, Olanrewaju I.; Yaya, … - In: Journal of international money and finance 40 (2014), pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
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Asset pricing and foreign exchange risk : econometric evidence for the G-7
Morley, Bruce - In: Journal of international money and finance 17 (1998) 2, pp. 317-329
Persistent link: https://www.econbiz.de/10001246604
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Common trends in global volatility
Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of international money and finance 67 (2016), pp. 194-214
Persistent link: https://www.econbiz.de/10011711615
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The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid; Hübner, Georges; Muller, Aline - In: Journal of international money and finance 139 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
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Structural change and asset pricing in emerging markets
Garcia, René - In: Journal of international money and finance 17 (1998) 3, pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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Estimating saving-investment correlations : evidence for OECD countries based on an error correction model
Jansen, Willem Jos - In: Journal of international money and finance 15 (1996) 5, pp. 749-781
Persistent link: https://www.econbiz.de/10001212761
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Cointegration : how short is the long run?
Hakkio, Craig S. - In: Journal of international money and finance 10 (1991) 4, pp. 571-581
Persistent link: https://www.econbiz.de/10001114104
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The impact of exchange rate volatility on international trade : reduced form estimates using the GARCH-in-mean model
Kroner, Kenneth F. - In: Journal of international money and finance 12 (1993) 3, pp. 298-318
Persistent link: https://www.econbiz.de/10001142246
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Hourly volatility spillovers between international equity markets
Susmel, Raul - In: Journal of international money and finance 13 (1994) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
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The sources of GARCH : empirical evidence from an intraday returns model incorporating systematic and unique risks
Laux, Paul A. - In: Journal of international money and finance 12 (1993) 5, pp. 543-560
Persistent link: https://www.econbiz.de/10001149590