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Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext

Espinosa Méndez, Christian - In: Applied economics letters 30 (2023) 3, pp. 264-268

Persistent link: https://www.econbiz.de/10013553137

A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy

Daugherty, Mary Schmid; Jithendranathan, Thadavillil - In: Journal of multinational financial management 32/33 (2015), pp. 95-115

Persistent link: https://www.econbiz.de/10011540118

Time varying integration of European stock markets and monetary drivers

Lee, Hyunchul; Kim, Heeho - In: Journal of empirical finance 58 (2020), pp. 369-385

Persistent link: https://www.econbiz.de/10012430711

Market integration between Turkey and eurozone countries

Apergēs, Nikolaos; Lau, Chi Keung; Öğücü Şen, Fatma; … - In: Emerging markets, finance and trade : EMFT 57 (2021) 9, pp. 2674-2686

Persistent link: https://www.econbiz.de/10012549939

Revisiting covered interest parity in the European Union : the DCCA approach

Ferreira, Paulo; Dionisio, Andreia - In: International economic journal 29 (2015) 4, pp. 597-615

Persistent link: https://www.econbiz.de/10011548766

A note on consumption correlations and European financial integration

Flotho, D. Teja - 2002

Persistent link: https://www.econbiz.de/10001728769

Measuring Financial Integration : Lessons from the Correlation

Billio, Monica - 2015

) the standard unconditional correlation – on average – captures equity market integration rather well and performs – in the …

Persistent link: https://www.econbiz.de/10013019522

A note on consumption correlations and European financial integration

Flotho, D. Teja - 2002

In this paper we use empirical cross-country correlation coefficients of GDP- and private consumption data as a measure … find, that the so-called consumption correlation puzzle with high output correlations and considerably small …

Persistent link: https://www.econbiz.de/10011598321

From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873

Persistent link: https://www.econbiz.de/10014327598

A Note on Consumption Correlations and European Financial Integration

Flotho, D. Teja - 2003

In this paper we use empirical cross-country correlation coefficients of GDP and private consumption data as a measure … find, that the so-called consumption correlation puzzle with high output correlations and considerably small …

Persistent link: https://www.econbiz.de/10014095607

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