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Disparities in international commodity prices : some results from cointegration analysis
Baharumshah, Ahmad Zubaidi - In: Rivista internazionale di scienze economiche e … 44 (1997) 4, pp. 879-891
Persistent link: https://www.econbiz.de/10001234070
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Dynamic relations among international stock markets
Wu, Chunchi - In: International review of economics & finance : IREF 7 (1998) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10001237958
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Dependency relations among international stock market indices
Sandoval Junior, Leonidas; Mullokandov, Asher; Kenett, … - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 227-265
We develop networks of international stock market indices using information and correlation based measures. We use 83 stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and the flow of information from one stock index to another...
Persistent link: https://www.econbiz.de/10011545240
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Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
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Appraising performance across borders : an empirical examination of the purposes and practices of performance appraisal in a multi-country context
Chiang, Flora F. T.; Birtch, Thomas A. - In: Journal of management studies : JMS 47 (2010) 7, pp. 1365-1393
Persistent link: https://www.econbiz.de/10008698003
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Tail dependence in international real estate securities markets
Zhou, Jian; Gao, Yanmin - In: The journal of real estate finance and economics 45 (2012) 1, pp. 128-151
Persistent link: https://www.econbiz.de/10009581759
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The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Empirical analysis of interdependency and volatility among Asian stock markets
Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459
Persistent link: https://www.econbiz.de/10001382106
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Inflation transmission in greater China
Liu, Ming-hua; Margaritis, Dimitris; Zhang, Yang - In: China & world economy 23 (2015) 6, pp. 79-99
Persistent link: https://www.econbiz.de/10011415779