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The link between volatility and correlation in international stock markets : an empirical analysis with particular reference to crash periods

Moro Visconti, Roberto - In: Rivista internazionale di scienze sociali 102 (1994) 2, pp. 175-221

Persistent link: https://www.econbiz.de/10001177235

Analyse und Prognose von Finanzmärkten

Poddig, Thorsten - 1996

Persistent link: https://www.econbiz.de/10013438255

Uncovering the repercussions of the US's credit rating downgrade on global equity markets

Wajahat Azmi; Azmi, Shujaat Naeem; Nobanee, Haitham; … - In: Finance research letters 58 (2023) 4, pp. 1-11

Persistent link: https://www.econbiz.de/10014633674

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Al-Hajieh, Heitham - In: Cogent economics & finance 11 (2023) 1, pp. 1-38

Since portfolio management relies on the association of portfolio diversification, analyzing the spillover between the United States (US) and Asian-Pacific financial markets has become more critical. If Asian stock markets have low or negative correlations with each other and/or the US market,...

Persistent link: https://www.econbiz.de/10014500629