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Equity market linkage and multinational trade accords: The case of NAFTA

Darrat, A. F.; Zhong, M. S. - 2005

This paper examines the impact of multinational trade accords on the degree of stock market linkage using NAFTA as a case study. Besides liberalizing trade among the U.S., Canada and Mexico, NAFTA has also sought to strengthen linkage among stock markets of these countries. If successful, this...

Persistent link: https://www.econbiz.de/10009447946

The current global financial crisis : do Asian markets show contagion or interdependence effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626

Persistent link: https://www.econbiz.de/10009690289

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Correlation dynamics in east Asian financial markets

Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399

Persistent link: https://www.econbiz.de/10011562458

Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis

Kuttu, Saint - In: Global finance journal 25 (2014) 1, pp. 56-69

Persistent link: https://www.econbiz.de/10010400989

The global financial crisis: World market or regional contagion effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: International review of economics & finance : IREF 29 (2014), pp. 108-131

Persistent link: https://www.econbiz.de/10010431480

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - 2010

Persistent link: https://www.econbiz.de/10009384425

On the higher-order moment interdependence of stock and commodity markets : a wavelet coherence analysis

Ahmed, Walid M. A. - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 135-151

Persistent link: https://www.econbiz.de/10013258545

Spillovers and portfolio optimization of precious metals and global/regional equity markets

Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 20, pp. 2320-2342

Persistent link: https://www.econbiz.de/10012875943

Interdependence of foreign exchange markets : a wavelet coherence analysis

Yang, Lu; Cai, Xiao Jing; Zhang, Huimin; Hamori, Shigeyuki - In: Economic modelling 55 (2016), pp. 6-14

Persistent link: https://www.econbiz.de/10011642425