shifting the pattern of behaviour. We show a change in the correlation between each of the three variables with stock returns …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for …

regression, Box-Jenkins methodologies have been applied initially then GARCH-type models are used to counter the problems of auto-correlation …

, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors' returns. Furthermore …

pairwise correlation values between November 2008 and late 2009/early 2010. Interaction then declines on a piecemeal basis up …

determining the dependence structure in ASEAN stock markets. Drawing on the emerging ASEAN equity returns of six countries from … to explain these co-movements. Among all research return pairs, the dependence between Vietnam and other ASEAN equity … indices has the lowest value. Meanwhile, all couples show left- and right- tail dependence by each pair for pre- and post …