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Transmission of information across international equity markets

Wongswan, Jon - In: The review of financial studies 19 (2006) 4, pp. 1157-1189

Persistent link: https://www.econbiz.de/10003391753

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

The stability of long-run relationships : a study on Asian emerging and developed stock markets (Japan and US)

Batareddy, Murali; Gopalaswamy, Arun Kunmar; Huang, … - In: International journal of emerging markets 7 (2012) 1, pp. 31-48

Persistent link: https://www.econbiz.de/10009547480

The impact of China's stock market reforms on its international stock market linkages

Li, Hong - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 358-368

Persistent link: https://www.econbiz.de/10009700551

Volatility contagion across the equity markets of developed and emerging market economies

Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - 2016

Using variance risk premiums (VRPs) nonparametrically calculated from equity markets in selected major developed economies and emerging market economies (EMEs) over 2007 - 2015, we document the correlation of VRPs across the markets and examine whether equity fund flows work as a path through...

Persistent link: https://www.econbiz.de/10011522100