Narrow search
Showing 1 - 10 of 10,399
Cover Image
Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid - 2010
Persistent link: https://www.econbiz.de/10003941868
Cover Image
Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid - In: Journal of banking & finance 35 (2011) 3, pp. 752-764
Persistent link: https://www.econbiz.de/10009161746
Cover Image
Une mesure de la persistance dans les indices boursiers
Avouyi-Dovi, Sanvi (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827757
Cover Image
Intra-Day Realized Volatility for European and USA Stock Indices
Degiannakis, Stavros Antonios - 2019
The paper constructs measures of intra-day realized volatility for 17 European and USA stock indices. We utilize a … within USA (or Europe) is much higher than the correlation of volatilities across USA and Europe. Moreover, we provide …
Persistent link: https://www.econbiz.de/10012897936
Cover Image
Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
Cover Image
Spillovers of volatility index : evidence from U.S., European, and Asian stock markets
Shu, Hui-chu; Chang, Jung-Hsien - In: Applied economics 51 (2019) 19, pp. 2070-2083
Persistent link: https://www.econbiz.de/10012196641
Cover Image
Industry return lead-lag relationships between the US and other major countries
Monteiro, Ana Sofia Melo; Silva, Nuno; Sebastião, … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-48
In this study, we analyze the lead-lag relationships between the US industry index and those of six other major countries from January 1973 to May 2021. We identify the leading role played by the US internationally by showing that the weekly returns of US industries, especially the US basic...
Persistent link: https://www.econbiz.de/10014288963
Cover Image
Testing for cointegration and Granger causality between the US and European financial markets
Floros, Christos - In: European review of economics and finance 4 (2005) 2, pp. 27-41
Persistent link: https://www.econbiz.de/10003307139
Cover Image
Volatility transmission and financial crises
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Journal of economics and finance 30 (2006) 3, pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
Cover Image
The linear dependence and feedback spectra between stock market and economy
Pan, Xia - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10003463429