Similar Search Results

Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets

Živkov, Dejan; Kovačević, Jelena; Stankov, Biljana; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 49-65

Persistent link: https://www.econbiz.de/10014288820

Non-Synchronous Trading and Testing for Market Integration in Central European Emerging Markets

Zalewska, Anna (Ania) - 2007

-synchronous trading. We argue that controlling for time differences in trading hours of stock markets is important and show that time … time-match problem but leads to significant loss of information. We show that the nature of integration of stock exchanges … markets have declined over time …

Persistent link: https://www.econbiz.de/10012732052

Comportement de l'indice de risque-pays en régime de fixité extrême des changes

Duburcq, Caroline - In: International economics : a journal published by CEPII … 106 (2006) 2, pp. 85-108

Persistent link: https://www.econbiz.de/10003404656

Country risk for emerging economies : a dynamical index proposal with a case study.

Mordecki, Ernesto; Sosa Rodríguez, Andrés - In: Brazilian review of econometrics : BRE ; the review of … 40 (2020) 2, pp. 285-302

Persistent link: https://www.econbiz.de/10012617016

The first mover in new emerging markets : balancing risks versus opportunities in the case of Belarus

Zashev, Peter; Ehrstedt, Stefan - In: Journal of East-West business 16 (2010) 3, pp. 201-230

Persistent link: https://www.econbiz.de/10008807904

Value premium and country risk as conditional risk factors in major Latin American markets

Medeiros, Lilian de Castro; Bressan, Aureliano Angel - In: Latin American business review : journal of the … 16 (2015) 3, pp. 227-254

Persistent link: https://www.econbiz.de/10011392406

Political risk spreads

Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian; … - In: Journal of international business studies : JIBS ; an … 45 (2014) 4, pp. 471-493

Persistent link: https://www.econbiz.de/10010362449

Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach

Anton, Sorin Gabriel; Ochem, Marie - In: International journal of economic policy in emerging … 6 (2013) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10009790510

International reserves holding and the political risk : evidence from selected emerging economies

Siti Nurazira Mohd Daud; Ahmad, Abd Halim - In: Global business & economics review 16 (2014) 3, pp. 332-348

Persistent link: https://www.econbiz.de/10010495723

Estimating the country risk premium in emerging markets : the case of the Republic of Macedonia

Naumoski, Aleksandar - In: Financial theory and practice 36 (2012) 4, pp. 413-434

Persistent link: https://www.econbiz.de/10010438663

1
2
3
4
5
6
7
8
9
10
Next
Last