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The nexus between exchange rate and foreign equity investors behavior after the Shanghai-Hong Kong stock connect

Liu, Guodan; Jo, Gab-Je - In: Journal of international trade & commerce 15 (2019) 6, pp. 35-48

Persistent link: https://www.econbiz.de/10012591051

COVID-19 lockdowns, stimulus packages, travel bans, and stock returns

Narayan, Paresh Kumar; Dinh Hoang Bach Phan; Liu, Guangqiang - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012490655

Patent pledge policy and stock price crash risk : evidence from China

Xie, Linlin; Liu, Guangqiang; Liu, Boyang - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014435595

Global and Regional Spillovers in Emerging Stock Markets : A Multivariate Garch-in-Mean Analysis

Beirne, John - 2009

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...

Persistent link: https://www.econbiz.de/10013155090

The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

Beirne, John - 2014

The paper analyses the drivers of sovereign risk for 31 advanced and emerging economies during the European sovereign debt crisis. It shows that a deterioration in countries' fundamentals and fundamentals contagion – a sharp rise in the sensitivity of financial markets to fundamentals – are...

Persistent link: https://www.econbiz.de/10013061742

Global and Regional Spillovers in Emerging Stock Markets : A Multivariate Garch-in-Mean Analysis

Beirne, John - 2013

Persistent link: https://www.econbiz.de/10013095613