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International stock return predictability : the role of U.S. uncertainty spillover

Jiang, Fuwei; Liu, Hongkui; Yu, Jiasheng; Zhang, Huajing - In: Pacific-Basin finance journal 82 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014463395

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194

Persistent link: https://www.econbiz.de/10009722142

Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? : evidence using a bivariate analysis

Wang, Kuan Min; Lai, Hung-Cheng - In: Panoeconomicus 60 (2013) 4, pp. 473-497

Persistent link: https://www.econbiz.de/10010341062

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

The influence of global financial crisis on Jordanian equity market : VECM approach

Bekhet, Hussain Ali; Matar, Ali - In: International journal of monetary economics and finance 6 (2013) 4, pp. 285-301

Persistent link: https://www.econbiz.de/10010412982

European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis

Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256

Persistent link: https://www.econbiz.de/10009680562

Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis...

Dajcman, Silvo - In: Applied economics letters 19 (2012) 16/18, pp. 1655-1662

Persistent link: https://www.econbiz.de/10009683991

Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange

Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62

Persistent link: https://www.econbiz.de/10011475828

Nonlinearities and financial contagion in Latin American stock markets

Romero, Rafael; Bonilla, Claudio A.; Benedetti, Hugo; … - In: Economic modelling 51 (2015), pp. 653-656

Persistent link: https://www.econbiz.de/10011476223