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Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro; O'Regan, James - 1996
Persistent link: https://www.econbiz.de/10000956668
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Seasonality in international portfolio diversification
Tang, Gordon Y. N. - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 43-51
Persistent link: https://www.econbiz.de/10001211256
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
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La diversification internationale des portefeuilles : réexamen de ses fondements et rôle de l'information asymétrique
Vuaillat, Marie-José - 2000
Persistent link: https://www.econbiz.de/10001547031
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - 2000
Persistent link: https://www.econbiz.de/10001527091
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International trade relations and the contagious effects of the Asian financial crisis
Wu, Chunchi - In: Review of Pacific Basin financial markets and policies 3 (2000) 3, pp. 367-399
Persistent link: https://www.econbiz.de/10001535922
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Variance of ADR returns : information effect and influence of trading in the US market
Park, Jinwoo - In: International review of economics & finance : IREF 4 (1995) 2, pp. 105-114
Persistent link: https://www.econbiz.de/10001188910
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Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; … - 2011
relations between six important world markets - U.S., U.K., Germany, Japan, China and India from January 2000 until December …
Persistent link: https://www.econbiz.de/10009354737
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The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen; Phan Thi Kieu Hoa; Parikh, Nirav - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
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Simultaneous stochastic volatility transmission across american equity markets
Weber, Enzo (contributor) - 2008
Information flows across international financial markets typically occur within hours, making volatility spillover appear contemporaneous in daily data. Such simultaneous transmission of variances is featured by the stochastic volatility model developed in this paper, in contrast to usually...
Persistent link: https://www.econbiz.de/10003727720