Narrow search
Showing 1 - 10 of 13,954
Cover Image
Macro-economic determinants of European stock and government bond correlations : a tale of two regions
Perego, Erica R.; Vermeulen, Wessel N. - In: Journal of empirical finance 37 (2016), pp. 214-232
Persistent link: https://www.econbiz.de/10011663033
Cover Image
Market integration and small stock returns : a co-movement analysis
Schaarschmidt, Steffen - In: Three essays on financial markets and portfolio management, (pp. 10-51). 2013
Persistent link: https://www.econbiz.de/10010442703
Cover Image
Macroeconomic fundamentals of the long-run time varying correlations between Turkish and European stock markets
Güngör, Arifenur; Güngör, Mahmut Sami - In: The empirical economics letters : a monthly … 19 (2020) 9, pp. 903-912
Persistent link: https://www.econbiz.de/10012597816
Cover Image
Macroeconomic Fundamentals of the Long-Run Time Varying Correlations between Turkish and European Stock Markets
Güngör, Arifenur; Güngör, Mahmut Sami - 2023
This paper examines macro-financial proximity underlying dynamics of co-movement between emerging and developed countries’ stock markets over the last decade. We initially decompose dynamic conditional correlations between log-returns of daily stock market indexes into short-run (daily) and...
Persistent link: https://www.econbiz.de/10014258232
Cover Image
Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan; Yagil, Yossi - In: Journal of international financial markets, … 37 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
Cover Image
Time-varying comovement of Chinese stock and government bond markets : flight to safe haven
Lee, Hyunchul; Lee, Kyungtag; Zhang, Xinrong - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 3058-3068
Persistent link: https://www.econbiz.de/10012211076
Cover Image
Comovement and disintegration of EU sovereign bond markets during the crisis
Vácha, Lukáš; Šmolík, Filip; Baxa, Jaromír - In: International review of economics & finance : IREF 64 (2019), pp. 541-556
Persistent link: https://www.econbiz.de/10012372853
Cover Image
Forecasting international stock market correlations : does anything beat a CCC?
Manner, Hans; Reznikova, Olga - 2010
It is well known that the correlation between financial series varies over time. Here, the forecasting performance of … different time-varying correlation models is compared for cross-country correlations of weekly G5 and daily European stock … market indices. In contrast to previous studies only the correlation and not the entire covariance matrix is forecasted and …
Persistent link: https://www.econbiz.de/10008939359
Cover Image
Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
Cover Image
What drives the stock market integration in the CEE-3?
Výrost, Tomáš; Baumöhl, Eduard; Lyócsa, Štefan - In: Ekonomický časopis : časopis pre ekonomickú … 61 (2013) 1, pp. 67-81
Persistent link: https://www.econbiz.de/10010372769