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A la recherche des facteurs déterminants de l'intégration internationale des marchés boursiers : une analyse sur données de panel
Arouri, Mohamed - In: Economie appliquée : archives de l'Institut de … 59 (2006) 4, pp. 105-141
Persistent link: https://www.econbiz.de/10003404615
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A wavelet perspective of crisis contagion between advanced economies and the BRIC markets
Gurdgiev, Constantin; O'Riordan, Conor - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-29
and volatility. In addition to covering the periods of the dot.com crash, the 11 September 2001 events, the pre-2007 … financialization bubble period and the resulting Global Financial Crisis, we study volatility spillovers arising from the BRIC, U …
Persistent link: https://www.econbiz.de/10012794261
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An assessment of the stock market and exchange rate dynamics in industrialized and emerging markets
Beer, F.; Hebein, F. - In: International business and economics research journal 7 (2008) 8, pp. 59-70
Persistent link: https://www.econbiz.de/10003762858
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Financial co-movement and correlation : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: International journal of banking, accounting and finance 1 (2008) 3, pp. 215-241
Persistent link: https://www.econbiz.de/10003838060
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Stock return dynamics and stock market interdependencies
Tsouma, Ekaterini - In: Applied financial economics 17 (2007) 10/12, pp. 805-825
Persistent link: https://www.econbiz.de/10003537547
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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
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Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki; Heimonen, Kari - In: Journal of empirical finance 28 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
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Correlated beliefs, returns, and stock market volatility
David, Joel M.; Simonovska, Ina - 2015
Persistent link: https://www.econbiz.de/10011336546
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Correlated Beliefs, Returns, and Stock Market Volatility
David, Joel - 2015
findings have implications for market-wide volatility - the model-implied correlations alone can explain 44% of the cross …-section of aggregate volatility. The results are robust to controlling for a number of alternative factors put forth by the …
Persistent link: https://www.econbiz.de/10013017087
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de/10012616041