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The connection of stock markets between Germany and the USA : new evidence from a co-integration study

Eberts, Elke (contributor) - 2003

Persistent link: https://www.econbiz.de/10001774217

Asset prices and exchange rates

Pavlova, Anna; Rigobón, Roberto - 2003

Persistent link: https://www.econbiz.de/10001774940

Instability in long run relationships : evidence from the Central European emerging stock markets

Voronkova, Svitlana - 2003

Persistent link: https://www.econbiz.de/10001776254

Evaluating density forecasts with an application to stock market returns

Raaij, Gabriela de; Raunig, Burkhard - 2002

Persistent link: https://www.econbiz.de/10001650402

Return and volatility linkages between the US and the German stock market

Baur, Dirk G.; Jung, Robert - 2002

Persistent link: https://www.econbiz.de/10013268929

Intra-daily volatility spillovers between the US and German stock markets

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012

Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and German stock markets. The proposed model explicitly...

Persistent link: https://www.econbiz.de/10009539877

Evolvement of uniformity and volatility in the stressed global financial village

Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; … - 2011

relations between six important world markets - U.S., U.K., Germany, Japan, China and India from January 2000 until December … 2010. We found that while the developed ``western'' markets (U.S., U.K., Germany), are highly correlated, the …

Persistent link: https://www.econbiz.de/10009354737

Comparison of the stock price clustering of stocks which are traded in the US and Germany : is XETRA more efficient than the NYSE?

Rüchardt, Kirsten; Vogt, Bodo - 2009

Persistent link: https://www.econbiz.de/10003845882

Anomalies abroad : beyond data mining

Lu, Xiaomeng; Stambaugh, Robert F.; Yuan, Yu - 2017

Persistent link: https://www.econbiz.de/10011847399

Anomalies abroad : beyond data mining

Lu, Xiaomeng; Stambaugh, Robert F.; Yuan, Yu - 2017

Persistent link: https://www.econbiz.de/10011741422