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Global financial crises and time-varying volatility comovement in world equity markets
Duncan, Andrew S.; Kabundi, Alain - In: The South African journal of economics 82 (2014) 4, pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel; Gisler, Katja Ida Maria - In: Journal of international money and finance 79 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
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Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
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Globalization, financial crisis and contagion : time-dynamic evidence from financial markets of developing countries
Asongu, Simplice A. - 2011
Financial integration among economies has the benefit of improving allocation efficiency and diversifying risk. However the recent global financial crisis, considered as the worst since the Great Depression has re-ignited the fierce debate about the merits of financial globalization and its...
Persistent link: https://www.econbiz.de/10011410546
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No contagion from Russia toward global equity markets after the 2014 international sanctions
Castagneto-Gissey, G.; Nivorozhkin, Eugeniy - In: Economic analysis and policy : EAP ; journal of the … 52 (2016), pp. 79-98
Persistent link: https://www.econbiz.de/10011557315
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How close a relationship does a capital market have with other markets? : a reexamination based on the equal variance test
Yang, Lixiong; Lee, Chingnun; Shie, Fu-shuen - In: Pacific-Basin finance journal 26 (2014), pp. 198-226
Persistent link: https://www.econbiz.de/10010498742
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Mapping of stock exchanges : contagion from a new perspective
García Estévez, Pablo; Roji Ferrari, Salvador; Corzo … - In: Spanish journal of finance & accounting : the official … 49 (2020) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012176488
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Identification of global systemically important stock exchanges
Karkowska, Renata; Kravchuk, Igor - In: Equilibrium : quarterly journal of economics and … 14 (2019) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10012232028
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Stock market contagion during the global financial crises : evidence from the Chilean stock market
Mahenthiran, Sakthiharan; Gjerde, Tom; Silva, Berta - In: International Journal of Financial Studies : open … 8 (2020) 2/26, pp. 1-22
The study examines evidence for the transmission of the US and EU financial crises via investor holdings into the Chilean stock market following two global financial crises, in 2008 and 2011. The study modified the models of Bekaert et al. (2014), and Dungey and Gajurel (2015) on the 2007-2009...
Persistent link: https://www.econbiz.de/10012239317