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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Stock market response to Covid-19 pandemic period in Asian equity markets : an event study
Babu, Manivannan; Hariharan, C.; Kathiravan, Chinnadurai; … - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10014413961
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Common features in East Asian stock markets : long-term and short-term comovements between China and Korea
Lee, Hahn-shik; Kim, Soo In - In: The Singapore economic review : journal of the Economic … 58 (2013) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10010199698
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A note on cointegration of international stock market indices
Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16
Persistent link: https://www.econbiz.de/10010520092
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A Note on Cointegration of International Stock Market Indices
Dimpfl, Thomas - 2016
Cointegration has frequently been used in the financial econometrics literature to assess the degree of interdependence … whether these indices are cointegrated. We show that while heteroscedasticity alone is able to mislead cointegration tests, it … features. We conclude that cointegration is not a suitable method to analyze stock market interdependence …
Persistent link: https://www.econbiz.de/10013008752
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Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao; Qian, Huanhuan; Pérez Rodríguez, Jorge V. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
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Impact of COVID-19 on volatility of BSE Sensex stock index
Bhullar, Pritpal Singh; Gupta, Pradeep Kumar; … - In: International journal of electronic finance : IJEF 11 (2022) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10013253673
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Asymmetric effect of COVID-19 pandemic on E7 stock indices : evidence from quantile-on-quantile regression approach
Hashmi, Shabir; Chang, Bisharat Hussain; Rong, Li - In: Research in international business and finance 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013286577
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The relationship between oil price and stock market index : an empirical study from Kuwait
Alhayky, Ahmed Abdulhusain Ali; Naim, Nizar - In: The empirical economics letters : a monthly … 16 (2017) 2, pp. 107-119
Persistent link: https://www.econbiz.de/10011718802
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A study on affiliation between Indian stock market and macro economic variables
Sharma, Pooja Chaturvedi - In: Mudra : journal of finance and accounting 5 (2018) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10011981313