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Short-selling bans around the world : evidence from the 2007 - 09 crisis

Beber, Alessandro; Pagano, Marco - 2010

Most stock exchange regulators around the world reacted to the 2007-2009 crisis byimposing bans or regulatory …

Persistent link: https://www.econbiz.de/10011382070

Financial crises and the global value premium : revisiting Fama and French

Yamani, Ehab A.; Swanson, Peggy Eubanks - In: Journal of international financial markets, … 33 (2014), pp. 115-136

Persistent link: https://www.econbiz.de/10011299862

Measuring stock market contagion : local or common currency returns?

Mink, Mark - In: Emerging markets review 22 (2015), pp. 18-24

Persistent link: https://www.econbiz.de/10011304204

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

Volatility spillovers across daytime and overnight information between China and world equity markets

Hua, Jian; Sanhaji, Bilel - In: Applied economics 47 (2015) 49/51, pp. 5407-5431

Persistent link: https://www.econbiz.de/10011341791

Co-movement, spillovers and excess returns in global bond markets

Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015

Persistent link: https://www.econbiz.de/10011318315

What moves international stock and bond markets?

Cenedese, Gino; Mallucci, Enrico - 2015

Persistent link: https://www.econbiz.de/10011327162

How big are the gains from international financial integration?

Hoxha, Indrit; Kalemli-Ozcan, Sebnem; Vollrath, Dietrich - In: Journal of development economics 103 (2013), pp. 90-98

Persistent link: https://www.econbiz.de/10009764494

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

The asset growth effect : insights from international equity markets

Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563

Persistent link: https://www.econbiz.de/10009749325