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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

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

Sucker punched by the invisible hand : the world financial markets and the globalization of the US mortgage crisis

Fligstein, Neil; Habinek, Jacob - In: Socio-economic review 12 (2014) 4, pp. 637-665

Persistent link: https://www.econbiz.de/10010434552

Global financial cycles since 1880

Potjagailo, Galina; Wolters, Maik H. - 2019

We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...

Persistent link: https://www.econbiz.de/10011987786