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International transmission of stock returns and volatility : empirical comparison between friends and foes
Choudhry, Taufiq - In: Emerging markets finance & trade : a journal of the … 40 (2004) 4, pp. 33-52
Persistent link: https://www.econbiz.de/10002162905
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The relationship of gold price with the stock market : the case of Frankfurt stock exchange
Al-Ameer, Maryam; Hammad, Walaa; Ismail, Areej; Hamdan, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 357-371
Persistent link: https://www.econbiz.de/10011951604
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How has Covid-19 infected the stock market and exchange rate? : (a case study of infected vs. uninfected countries)
Fadli, Faishal; S. S., Vietha Devia - In: International journal of monetary economics and finance … 15 (2022) 5, pp. 407-429
Persistent link: https://www.econbiz.de/10014320488
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Correlations in price changes and volatility across international stock markets
Hamao, Yasushi; Masulis, Ronald W.; Ng, Victor - 1989
Persistent link: https://www.econbiz.de/10000133035
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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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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
Persistent link: https://www.econbiz.de/10003880585
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
Persistent link: https://www.econbiz.de/10003880587
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Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John; Caporale, Guglielmo Maria; … - 2009
This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...
Persistent link: https://www.econbiz.de/10003887350
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003889148