Narrow search
Showing 1 - 10 of 41,392
Cover Image
The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach
Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10009305794
Cover Image
Capital markets integration and cointegration : testing for the correct specification of stock market indices
Agoraki, Maria-Eleni K.; Georgoutsos, Demetris A.; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/186, pp. 1-20
testing methodology on monthly data for the US, UK, Germany, and Japan for the period January 1980-May 2019. The main findings …
Persistent link: https://www.econbiz.de/10012171036
Cover Image
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel; Gisler, Katja Ida Maria - In: Journal of international money and finance 79 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Cover Image
A Gravity Analysis of International Stock Market Linkages
Wong, Wing-Keung - 2014
The last decade has witnessed a marked improvement in information technology. Such an improvement has reduced the information cost for market participants. Thus, whether the influence of geographic factors on international financial linkage is still significant nowadays is an important question...
Persistent link: https://www.econbiz.de/10013069075
Cover Image
Oil price asymmetric effects : answering the puzzle in international stock markets
Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009764598
Cover Image
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
Cover Image
Changes in shares outstanding and country stock returns around the world
Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Journal of international financial markets, … 90 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Cover Image
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
Cover Image
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
Cover Image
Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70
Persistent link: https://www.econbiz.de/10011474903