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Country and sector-specific spillover effects in the euro area, the United States and Japan
Kaltenhaeuser, Bernd - 2003
Within a two-step GARCH framework we explore the linkages between equity returns of ten sectors in the euro area, the United States and Japan, respectively. Our estimation framework allows a distinction to be made between spillover effects originating from one of the three currency areas and...
Persistent link: https://www.econbiz.de/10009635881
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Equity portfolio diversification under time-varying predictability and comovements : evidence from Ireland, the US, and the UK
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741399
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The euro: did the markets cheer or jeer?
Green, Christopher J.; Bai, Ye - In: Journal of policy modeling : JPMOD ; a social science … 30 (2008) 3, pp. 431-446
Persistent link: https://www.econbiz.de/10003743488
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Oil price shocks and stock markets in the US and 13 European countries
Park, Jungwook; Ratti, Ronald A. - In: Energy economics 30 (2008) 5, pp. 2587-2608
Persistent link: https://www.econbiz.de/10003773823
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Kapitalmarktstruktur in den USA und Euroland : eine Betrachtung des Zeitraums 1999 bis 2001
Bredemeier, Sonning - In: Perspektiven der Märkte für Finanzdienstleistungen : …, (pp. 169-177). 2004
Persistent link: https://www.econbiz.de/10002108431
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Asymmetric stock market interdependencies : US dominance and spillover effects into Asia and Europe
Achsani, Noer Azam; Strohe, Hans Gerhard - In: Integration in Asia and Europe : historical dynamics, …, (pp. 145-164). 2005
Persistent link: https://www.econbiz.de/10003283013
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Testing for cointegration and Granger causality between the US and European financial markets
Floros, Christos - In: European review of economics and finance 4 (2005) 2, pp. 27-41
Persistent link: https://www.econbiz.de/10003307139
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Pattern of short-term volatility accentuation within the trading day : an investigation of the U.S. and European equity markets
Ozenbas, Deniz - In: International business and economics research journal 5 (2006) 2, pp. 11-24
Persistent link: https://www.econbiz.de/10003319582
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Interdependencies between European, US and Japanese stock markets : did the Euro promote further integration?
Quan, Qi; Huyghebaert, Nancy - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 247-274
Persistent link: https://www.econbiz.de/10003791209
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A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A. - In: International review of financial analysis 17 (2008) 5, pp. 838-848
Persistent link: https://www.econbiz.de/10003792309