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Cointegration of stock markets between New Zealand, Australia and the G7 economies : searching for co-movement under structural change

Narayan, Paresh Kumar; Smyth, Russell - In: Australian economic papers 44 (2005) 3, pp. 231-247

Persistent link: https://www.econbiz.de/10003092324

Reassessing co-movements among G7 equity markets : evidence from iShares

Barari, Mahua; Lucey, Brian M.; Voronkova, Svitlana - In: Applied financial economics 18 (2008) 10/12, pp. 863-877

Persistent link: https://www.econbiz.de/10003739447

The permanent-transitory decomposition of the stock markets of the G7 countries : a multivariate approach

Shirvani, Hassan; Wilbratte, Barry - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 352-365

Persistent link: https://www.econbiz.de/10003492924

Business-cycle fluctuations and international equity correlations

Kizys, Renatas; Pierdzioch, Christian - In: Global finance journal 17 (2006) 2, pp. 252-270

Persistent link: https://www.econbiz.de/10003395948

New economy and the effects of industrial structures on international equity market correlations

Park, Cyn-Young; Woo, Jaejoon - 2002

This paper investigates the effects of the ongoing changes in industrial structures arising from technology evolution and financial liberalization on the correlations of international equity markets. Results point to the greater influence of industry structures on the international co-movements...

Persistent link: https://www.econbiz.de/10011280379