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Determinants of European stock market integration

Büttner, David; Hayo, Bernd - In: Economic systems 35 (2011) 4, pp. 574-585

Persistent link: https://www.econbiz.de/10009426323

Dynamic conditional correlation analysis of stock market contagion : evidence from the 2007-2010 financial crises

Mighri, Zouheir; Mansouri, Fayçal - In: International journal of economics and financial issues … 3 (2013) 3, pp. 637-661

Persistent link: https://www.econbiz.de/10010518971

Multivariate stochastic volatility with dynamic cross leverage

Trojan, Sebastian - 2014

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The comovements of capital inflows in the frequency domain : evidence from emerging countries

Park, Hail - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 148-158

Persistent link: https://www.econbiz.de/10010485780

Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets

Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671

Persistent link: https://www.econbiz.de/10011476241

Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets

Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121

Persistent link: https://www.econbiz.de/10010465130

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the US to the other three markets; but no spillover...

Persistent link: https://www.econbiz.de/10011296721

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

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The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis

Wang, En-Ze; Lee, Chien-chiang - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 692-709

Persistent link: https://www.econbiz.de/10012821599

Economic growth and environment in the United Kingdom : robust evidence using more than 250 years data

Amar, Amine Ben - In: Environmental economics and policy studies : the … 23 (2021) 4, pp. 667-681

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