Narrow search
Showing 1 - 10 of 243,981
Cover Image
Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach
Qian, Peh Ying; Diaz, John Francis - In: Malaysian journal of economic studies 54 (2017) 1, pp. 83-117
Persistent link: https://www.econbiz.de/10011825756
Cover Image
How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
Cover Image
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
Cover Image
Global financial crises and time-varying volatility comovement in world equity markets
Duncan, Andrew S.; Kabundi, Alain - In: The South African journal of economics 82 (2014) 4, pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
Cover Image
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios; Martinez, Oscar - In: Economic modelling 97 (2021), pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Cover Image
International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo; Ellis, Craig - In: Emerging markets review 36 (2018), pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Cover Image
Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Cover Image
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Cover Image
On the Macroeconomic Determinants of Long-Term Volatilities and Correlations in U.S. Stock and Crude Oil Markets
Conrad, Christian - 2014
Using a modified DCC-MIDAS specification, we endogenize the long-term correlation between crude oil and stock price … future economic activity are helpful predictors of changes in the oil-stock correlation. For the period 1993-2011 there is … strong evidence for counter cyclical behavior of the long-term correlation. For prolonged periods with strong growth above …
Persistent link: https://www.econbiz.de/10013066427
Cover Image
Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957