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The US monetary base and major world equity markets : an empirical investigation

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64

Persistent link: https://www.econbiz.de/10011541619

Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries

Chkili, Walid; Nguyen, Duc Khuong - In: Research in international business and finance 31 (2014), pp. 46-56

Persistent link: https://www.econbiz.de/10010434020

The stock-bond comovements and cross-market trading

Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438

Persistent link: https://www.econbiz.de/10011709117

The impact of uncertainty on money demand in the UK, US and Euro area

Bissoondeeal, Rakesh K.; Binner, Jane M.; Karoglou, Michail - In: The European journal of finance 29 (2023) 16, pp. 1866-1884

Persistent link: https://www.econbiz.de/10014388514

Trading with neighbors : regional stock exchange integration : the Mercado Integrado Latinoamericano

Leraul, Daniel Jacob - In: Latin American business review : journal of the … 17 (2016) 1, pp. 49-71

Persistent link: https://www.econbiz.de/10011504604

Mercado integrado latinoamericano : un análisis de cointegración : a cointegration analysis

Sandoval, Eduardo E.; Soto, Macarena - In: Revista internacional administración finanzas : RIAF 9 (2016) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10011384623

Value-at-risk predictive performance : a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets

Serrano Bautista, Ramona; Núñez Mora, José Antonio - In: Journal of economics, finance & administrative science 26 (2021) 52, pp. 197-221

Latin America (MILA) and Association of Southeast Asian Nations (ASEAN) emerging stock markets during crisis periods. Design … robustness of the CaViaR model in out-sample VaR forecasting for the MILA and ASEAN-5 emerging stock markets in crisis periods … and markets. In particular, quantifying and forecasting the risk for the MILA and ASEAN-5 stock markets is crucial for …

Persistent link: https://www.econbiz.de/10012813839

Latin American integrated market : is there cointegration after the entry of Mexico?

Sandoval Álamos, Eduardo; Olea Rodríguez, Fernando - In: Revista globalización, competitividad y gobernabilidad … 14 (2020) 3, pp. 34-47

Persistent link: https://www.econbiz.de/10012794688

¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? : evaluación empírica 2008-2016

Luna-Ramírez, Susana; Agudelo, Diego A. - In: Revista de métodos cuantitativos para la economía y … 27 (2019), pp. 55-73

high degree of diversification. This model is applied quarterly, to stock portfolios of the countries of the MILA: Colombia …

Persistent link: https://www.econbiz.de/10012063136

Is the virtual integration of financial markets beneficial in emerging markets? : evidence from MILA

Espinosa Méndez, Christian; Gorigoitía, Juan; Vieito, … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2279-2302

Persistent link: https://www.econbiz.de/10011825315