Narrow search
Showing 1 - 10 of 14,877
Cover Image
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003726982
Cover Image
Stock returns and volatility following the September 11 attacks : evidence from 53 equity markets
Nikkinen, Jussi; Omran, Mohammad Mohammadpour; … - In: International review of financial analysis 17 (2008) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10003765198
Cover Image
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.; Yılmaz, Kamil - In: The economic journal : the journal of the Royal … 119 (2009), pp. 158-171
Persistent link: https://www.econbiz.de/10003805251
Cover Image
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Cover Image
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003415390
Cover Image
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003448318
Cover Image
The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach
Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10009305794
Cover Image
Sensitivity, persistence and asymmetric effects in international stock market volatility during the global financial crisis
Gabriel, Vitor - In: Revista de métodos cuantitativos para la economía y … 19 (2015), pp. 42-65
and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for …
Persistent link: https://www.econbiz.de/10011306093
Cover Image
What moves international stock and bond markets?
Cenedese, Gino; Mallucci, Enrico - 2015
Persistent link: https://www.econbiz.de/10011327162
Cover Image
Does beta explain global equity market volatility : some empirical evidence
Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66
The purpose of this study is to assess the diversification benefits resulting from international asset allocation. In this study, we examine Capital Asset Pricing Model (CAPM) in its international context (ICAPM) using the monthly equity returns for 26 countries (18 developed and 8 emerging...
Persistent link: https://www.econbiz.de/10009770247