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Sudden changes in volatility : the case of five central European stock markets

Wang, Ping (contributor); Moore, Tomoe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003641889

Stock market integration for the transition economies : time-varying conditional correlation approach

Wang, Ping; Moore, Tomoe - In: Papers in money, macroeconomics and finance : … 76 (2008), pp. 116-133

Persistent link: https://www.econbiz.de/10003752743

Sudden changes in volatility : the case of five central European stock markets

Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10003797264

Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets

Moore, Tomoe; Wang, Ping - In: International review of economics & finance : IREF 29 (2014), pp. 1-11

Persistent link: https://www.econbiz.de/10010431516

The euro and stock markets in Hungary, Poland, and UK

Moore, Tomoe - In: Journal of economic integration 22 (2007) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10003789889

The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK

Moore, Tomoe - 2009

Persistent link: https://www.econbiz.de/10003898744

Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?

Moore, Tomoe - In: Applied financial economics 17 (2007) 16/18, pp. 1431-1446

Persistent link: https://www.econbiz.de/10003605850

The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK

Moore, Tomoe - In: International journal of business and economics 10 (2011) 1, pp. 61-68

Persistent link: https://www.econbiz.de/10009309712

The Volatility Spillover from the Market to Disaggregated Industry Stocks : The Case for the US and UK

Moore, Tomoe - 2011

This article empirically investigates the volatility spillover of stock returns from the market to disaggregated industry sectors. Seventeen sectors from the US and UK stock markets are estimated by the GARCH technique based on daily data from 1973 to 2008. The key findings are two-fold. In the...

Persistent link: https://www.econbiz.de/10013119767

Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan

Wang, Ping; Wang, Peijie - In: Global finance journal 21 (2010) 3, pp. 304-317

Persistent link: https://www.econbiz.de/10009260281