Similar Search Results - EconBiz

Testing for Convergence in Stock Markets : A Non-Linear Factor Approach

Caporale, Guglielmo Maria - 2013

including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …

Persistent link: https://www.econbiz.de/10013095490

Testing integration effects between the CEE and U.S. stock markets during the 2007-2009 Global Financial Crisis

Olbryś, Joanna; Majewska, Elżbieta - In: Folia oeconomica Stetinensia : FOS 15 (2015) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10011625501

Dynamic interdependence and volatility transmission of Asian stock markets : evidence from the Asian crisis

In, Francis Haeuck (contributor) - In: International review of financial analysis 10 (2001) 1, pp. 87-96

Persistent link: https://www.econbiz.de/10001573051

Country and sector-specific spillover effects in the euro area, the United States and Japan

Kaltenhaeuser, Bernd - 2003

Within a two-step GARCH framework we explore the linkages between equity returns of ten sectors in the euro area, the United States and Japan, respectively. Our estimation framework allows a distinction to be made between spillover effects originating from one of the three currency areas and...

Persistent link: https://www.econbiz.de/10009635881

Common dynamics of financial markets in the U. S. and Europe : information leadership, volatility forecasting and monetary policy transmission

Flad, Michael - 2007

Persistent link: https://www.econbiz.de/10003637483

Co-movements of Latin American equity markets before and after September 11, 2001

Meriç, İlhan; Ratner, Mitchell; Nygren, Lan Ma; … - In: Latin American business review : journal of the … 8 (2007) 3, pp. 54-74

Persistent link: https://www.econbiz.de/10003756566

International transmissions in US-Japanese stock markets

Ishii, Youta - In: Applied financial economics 18 (2008) 13/15, pp. 1193-1200

Persistent link: https://www.econbiz.de/10003760240

Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications

Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10003765315

Common stochastic trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE

Constantinou, Eleni; Kazandjian, Avo; Kouretas, Georgios P. - In: Bulletin of economic research 60 (2008) 4, pp. 327-349

Persistent link: https://www.econbiz.de/10003766291

Stock market linkages before and after the Asian financial crisis : evidence from three greater China economic area stock markets and the US

Cheng, Hwahsin; Glascock, John Leslie - In: Review of Pacific Basin financial markets and policies 9 (2006) 2, pp. 297-315

Persistent link: https://www.econbiz.de/10003356569

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