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Cointegration of stock markets : the case of Thailand
Wuthisatian, Rattaphon - In: Review of market integration 6 (2014) 3, pp. 297-320
Persistent link: https://www.econbiz.de/10011337857
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Greece's stock market integration with Southeast Europe
Guesmi, Khaled; Ftiti, Zied; Abid, Ilyes - In: Journal of economic integration 28 (2013) 4, pp. 668-682
Persistent link: https://www.econbiz.de/10010223494
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The global crisis and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2014
We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...
Persistent link: https://www.econbiz.de/10010229208
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Time-varying regional integration of stock markets in Southeast Europe
Guesmi, Khaled; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 10/12, pp. 1279-1290
Persistent link: https://www.econbiz.de/10010399312
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The global crisis and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2597-2649
Persistent link: https://www.econbiz.de/10010502200
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Have food and financial markets integrated?
Lehecka, Georg V. - In: Applied economics 46 (2014) 16/18, pp. 2087-2095
Persistent link: https://www.econbiz.de/10010413338
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Stock market linkages among new EMU members and the euro area : implications for financial integration and portfolio diversification
Dunis, Christian; Sermpinis, Georgios; Karampelia, … - In: Studies in economics and finance 30 (2013) 4, pp. 370-388
Persistent link: https://www.econbiz.de/10010207317
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Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?
Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10012438044
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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An investigation of global and regional integration of ASEAN economic community stock market : dynamic risk decomposition approach
Lee, Geesun; Jeong, Jinho - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 2069-2086
Persistent link: https://www.econbiz.de/10011594927