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Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies

Yunus, Nafeesa - In: International review of finance : the official journal … 23 (2023) 2, pp. 393-436

Persistent link: https://www.econbiz.de/10014326307

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

The world predictive power of U.S. equity market skewness risk

Chen, Jian; Jiang, Fuwei; Xue, Shuyu; Yao, Jiaquan - In: Journal of international money and finance 96 (2019), pp. 210-227

Persistent link: https://www.econbiz.de/10012139649

Correlation analysis of financial contagionbetween the US and international stock markets : the role of the US subprime crisis

Mighri, Zouheir; Mansouri, Fayçal - In: Economics & finance notes 3 (2014) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010426228

Risk transmissions between major foreign currencies : An empirical analysis from the U.S. perspective

Baek, Chung - In: International journal of business and economics 19 (2020) 2, pp. 151-168

Persistent link: https://www.econbiz.de/10012608848

Contagion Effects of the U.S. Subprime Crisis on International Stock Markets

Hwang, Inchang - 2010

This paper examines the contagion effects of the U.S. subprime crisis on international stock markets using a DCC-GARCH model on 38 country data. We find evidence of financial contagion not only in emerging markets but also in developed markets during the U.S. subprime crisis. We also find...

Persistent link: https://www.econbiz.de/10013149007