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Global stock return comovements : trends and determinants

Inaba, Kei-Ichiro - 2018

Persistent link: https://www.econbiz.de/10012180349

Information-driven stock return comovements across countries

Inaba, Kei-Ichiro - In: Research in international business and finance 51 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012208219

A global look into stock market comovements

Inaba, Kei-Ichiro - In: Review of world economics 156 (2020) 3, pp. 517-555

Persistent link: https://www.econbiz.de/10012433063

Investigation on the Effect of Global EPU Spillovers on Country-level Stock Market Idiosyncratic Volatility

Caglayan, Mustafa Onur; Gong, Yuting; Xue, Wenjun - 2022

Using the multivariate quantile model, this paper develops a global economic policy uncertainty (EPU) spillover measure for each country, and investigates the spillover effects on the country-level stock market idiosyncratic volatility across a sample of 23 economies. The regression results show...

Persistent link: https://www.econbiz.de/10013406077

Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Trabelsi, Nader - In: Applied economics 54 (2022) 31, pp. 3621-3634

Persistent link: https://www.econbiz.de/10013410801

Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model

Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 11 (2015) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10011675506

Global de-diversification and stock returns

Cheng, Xiao; Huang, Ying; Wang, T'ao - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052825

Internationalization and the cross-section of stock returns : evidence from multinational corporations publicly listed in the U.K.

Hashem, Nawar; Su, Larry - In: International journal of business and economics 18 (2019) 3, pp. 245-263

Persistent link: https://www.econbiz.de/10012174476

Market response to internationalization strategies : evidence from Indian cross-border acquisitions

Rani, Neelam; Yadav, Surendra S.; Jain, Pramod Kumar - In: IIMB management review 27 (2015) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10011480939

A review of the literature on productivity impacts of global value chains and foreign direct investment : towards an integrated approach

Murakami, Yoshimichi; Ōtsuka, Keijirō - 2019 - Revised August 3, 2019

Persistent link: https://www.econbiz.de/10012157907

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