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Persistent link: https://www.econbiz.de/10011550607

The international lead-lag effect between market returns : comparison of stock index futures and cash markets

Booth, G. Geoffrey - In: Journal of international financial markets, … 3 (1993) 2, pp. 59-71

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Threshold non-linear dynamics between Hang Seng stock index and futures returns

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Market overreaction and investment strategies

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The effects of exchange-rate exposures on equity asset markets

Jumah, Adusei; Kunst, Robert M. - 2001

This paper analyzes the relationship between stock returns and exchange rate changes in international markets and examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are evaluated on several cost functions. Results from such analysis...

Persistent link: https://www.econbiz.de/10009724429