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Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012703237
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Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012172705
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Cross country stock market comovement : a macro perspective
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - In: Journal of monetary economics 130 (2022), pp. 34-48
Persistent link: https://www.econbiz.de/10013396245
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Dynamic interactions between foreign institutional investment flows and stock market returns : the case of India
Bulsara, Hemantkumar P.; Dhingra, Vaishali Samir; … - In: Contemporary economics 9 (2015) 3, pp. 271-298
January, 2004 through September, 2012. The analysis employs a Cross Correlation Function (CCF) approach, a Granger Causality …
Persistent link: https://www.econbiz.de/10011392151
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What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul; Seung Mo Cho - In: International review of economics & finance : IREF 51 (2017), pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
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Global stock return comovements : trends and determinants
Inaba, Kei-Ichiro - 2018
Persistent link: https://www.econbiz.de/10012180349
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232
across markets, with the highest correlation of 93.5% between the two Chinese markets, medium correlation of 30% between … correlations from the DCC model suggest an increase in correlation between China and other stock markets since the most recent …
Persistent link: https://www.econbiz.de/10011296721
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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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Modelling volatility spillovers, cross-market correlation and co-movements between stock markets in European Union : an empirical case study
Trivedi, Jatin; Spulbăr, Cristi; Birau, Ramona; … - In: Business, mangagement and economics engineering : BMEE 19 (2021) 1, pp. 70-90
Purpose - This article examines volatility spillovers, cross-market correlation, and comovements between selected …
Persistent link: https://www.econbiz.de/10012695346