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Asymmetric international transmission in the conditional mean and volatility to the Japanese market from the US : EGARCH versus SV models
Shimada, Junji; Tsukuda, Yoshihiko; Miyakoshi, Tatsuyoshi - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10003851285
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Trading frictions and consumption-output comovement
Zhao, Yan; Guo, Shen; Liu, Xingfei - In: Journal of macroeconomics 42 (2014), pp. 229-240
Persistent link: https://www.econbiz.de/10011286616
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Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China
Lai, Syouching; Cheng, Teng Yuan; Li, Hung-Chih; Chien, … - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 213-235
Persistent link: https://www.econbiz.de/10010258905
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Correlation and volatility transmission across international stock markets : a bivariate GARCH analysis
Sakthivel, P.; Bodkhe, Naresh; Kamaiah, Bandi - In: International journal of economics and finance 4 (2012) 3, pp. 253-264
Persistent link: https://www.econbiz.de/10009613311
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Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the US : Egarch Versus SV Models
Miyakoshi, Tatsuyoshi - 2010
conditional mean and volatility of the Japanese market using the daily returns on stock price indices. Using both the EGARCH and … in the conditional volatility obtained by Koutmos and Booth (1995) although each of them analyzed only one spillover … volatility in the US market with the SV model is asymmetrically transmitted to the volatility in the Japanese market …
Persistent link: https://www.econbiz.de/10013150379
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Comovement between the Chinese business cycle and financial volatility : based on a DCC-MIDAS model
Zheng, Yuhang; Wang, Zhenzhen; Huang, Zhehao; Jiang, Tianpei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1181-1195
Persistent link: https://www.econbiz.de/10012211529
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International home bias in international finance and business cycles
Lewis, Karen K. - 1998
Persistent link: https://www.econbiz.de/10000652946
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Integrated equity markets and international business cycles
Andresen, Svein - 1988
Persistent link: https://www.econbiz.de/10000959521
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The political economy under monetary union : has the euro made a difference?
Fratzscher, Marcel; Stracca, Livio - In: Economic policy : a European forum 58 (2009), pp. 309-348
Persistent link: https://www.econbiz.de/10003837568
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The political economy under monetary union: has the euro made a difference?
Fratzscher, Marcel; Stracca, Livio - 2008
Economic and Monetary Union (EMU) has transformed Europe and has created an integrated pan-European economy. Much research has focused on understanding this integration process and what benefits and costs it entails. This paper identifies a political economy channel of EMU as the monetary union...
Persistent link: https://www.econbiz.de/10003794175