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Dependency relations among international stock market indices

Sandoval Junior, Leonidas; Mullokandov, Asher; Kenett, … - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 227-265

We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …

Persistent link: https://www.econbiz.de/10011545240

EU stock markets vs. Germany, UK and US : analysis of dynamic comovements using time-varying DCCA correlation coefficients

Tilfani, Oussama; Ferreira, Paulo; Dionísio, Andreia … - In: Journal of risk and financial management : JRFM 13 (2020) 5/91, pp. 1-23

-and the countries of the European Union, divided into two groups: Eurozone and non-Eurozone. Correlation coefficients based on … a detrended cross-correlation analysis (DCCA) were used, and the respective temporal variation was evaluated. Given the …

Persistent link: https://www.econbiz.de/10012304724

From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873

Persistent link: https://www.econbiz.de/10014327598

Comovements in international stock markets

Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 18 (2008) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10003710300

Effects of MILA on their stock markets : an empirical analysis on market activity and dynamic correlations

Muñoz-Mendoza, Jorge Andrés; Sepúlveda-Yelpo, Sandra … - In: International journal of emerging markets 17 (2022) 2, pp. 574-599

Persistent link: https://www.econbiz.de/10012886402

International equity market integration : evidence from ETFs

Shin, Sangheon; Oh, Dong-Yop - In: International journal of electronic finance : IJEF 8 (2014/2015) 2/3/4, pp. 124-148

Persistent link: https://www.econbiz.de/10011525293

Three aspects of globalization : liberalization, financial integration, and multinational organization

Rousová, Linda - 2009

Persistent link: https://www.econbiz.de/10008772364

Swanson, Peggy Eubanks - In: International review of financial analysis 12 (2003) 2, pp. 135-155

Persistent link: https://www.econbiz.de/10001769975

Can we still benefit from international diversification? : the case of the Czech and German stock markets

Avdulaj, Krenar; Barunik, Jozef - In: Finance a úvěr 63 (2013) 5, pp. 425-442

Persistent link: https://www.econbiz.de/10010244836

Risk synchronization in international stock markets

Chuliá, Helena; Pinchao, Andrés D.; Uribe, Jorge - In: Global economic review 47 (2018) 2, pp. 135-150

Persistent link: https://www.econbiz.de/10011890036

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