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Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange
Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159
Persistent link: https://www.econbiz.de/10011883269
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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ASEAN market linkages : long-term interrelationship with major markets and risk diversification
Mishra, Dipankar; Arora, Parvinder; Seetharaman, Ananth - In: Journal of international business and economics : JIBE 14 (2014) 2, pp. 7-22
Persistent link: https://www.econbiz.de/10010407310
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Investigating Exchange Market Pressure in Turkey in the 2008 Crisis Period : Seasonal Cointegration Analysis
Ugurlu, Erginbay - 2019
of exchange rate risk. In this study, we have analysed the existence of the seasonal cointegration between EMP and the … investigated using seasonal cointegration model. The results show that the variables have seasonal unit root and they are …
Persistent link: https://www.econbiz.de/10012899364
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On the robustness of international portfolio diversification benefits to regime-switching volatility
Flavin, Thomas J.; Panopulu, Aikaterinē - In: Journal of international financial markets, … 19 (2009) 1, pp. 140-156
Persistent link: https://www.econbiz.de/10003797280
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Research of the Causalities US Stock Market Returns and G-7 Countries’ Stock Market Volatilities from Pre-Crisis to Post-Crisis of 2008
Kayral, Ihsan Erdem - 2017
Within the scope of this paper, causalities of the US stock market returns and volatilities on stock market volatilities in Group of 7 (G-7) economies between 2000-2013 have been analysed with Granger causality tests. All volatilities are obtained from conditional variance of returns in stock...
Persistent link: https://www.econbiz.de/10012955993
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On the Chinese Lunar New Year effect in six Asian stock markets : an empirical analysis (1991 - 2000)
Yen, Gi-li; Lee, Cheng F.; Chen, Cheng-lung; Lin, Wei-chi - In: Review of Pacific Basin financial markets and policies 4 (2001) 4, pp. 463-478
Persistent link: https://www.econbiz.de/10001677347
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Seasonality and Market Crashes in Indian Stock Markets
Dash, Mihir - 2011
The presence of seasonal effects in monthly returns has been reported in several developed and emerging stock markets. The objective of this study is to explore the interplay between the month-of-the-year effect and market crash effects on monthly returns in Indian stock markets. The study uses...
Persistent link: https://www.econbiz.de/10013128550
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Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
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The impact of subprime crisis on Asia-Pacific Islamic stock markets
Zhang, Hengchao; Zarinah Hamid - In: Journal of Asia Pacific business 16 (2015) 2, pp. 105-127
Persistent link: https://www.econbiz.de/10011289922