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Dynamic linkages betweens US and Indian equity markets : an empirical study

Rani, Asha; Kanojia, Sunaina - In: Business analyst : a refereed journal of Shri Ram … 40 (2019) 2, pp. 19-35

Persistent link: https://www.econbiz.de/10013177239

Existence of speculative bubbles in the Indian stock market : knowledge gained during the US subprime crisis

Mukherjee, Sovik; Karmakar, Asim K. - In: Comparative advantage in the knowledge economy : a …, (pp. 75-84). 2021

Persistent link: https://www.econbiz.de/10012814053

Linear relationship between the AUD/USD exchange rate and the respective stock market indices : a computational finance perspective

Imam, Tasadduq; Tickle, Kevin; Ahmed, Abdullahi Dahir; … - In: Intelligent systems in accounting finance and … 19 (2012) 1, pp. 19-42

Persistent link: https://www.econbiz.de/10009539841

Intra-daily volatility spillovers between the US and German stock markets

Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012

Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co)variances of the US Dow Jones and the German stock index DAX, we analyze intra-daily volatility spillovers between the US and German stock markets. The proposed model explicitly...

Persistent link: https://www.econbiz.de/10009539877

China, Japan and the US stock markets and the global financial crisis

Zhang, Yan - In: Asia-Pacific financial markets 25 (2018) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10012032981

Dynamic Linkages Among the Emerging Middle Eastern and the United States Stock Markets

Shachmurove, Yochanan - 2005

Vector Auto Regression (VAR) and Beysian Vector Auto-Regression (BVAR) models are used to trace the dynamic linkages across daily returns of stock market indexes in the Middle East and the United States, and to investigate how a shock in one market is transmitted to other markets. The Middle...

Persistent link: https://www.econbiz.de/10014028230

The connection of stock markets between Germany and the USA : new evidence from a co-integration study

Eberts, Elke - 2003

Persistent link: https://www.econbiz.de/10013428568

Dynamic volatility spillovers between industries in the US stock market : evidence from the COVID-19 pandemic and Black Monday

Choi, Sun-Yong - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013413560

Kapitalmarktfaktor Moral? : Kursimplikation ethisch relevanter Aspekte auf dem Kapitalmarkt

Hawliczek, Jens W. (contributor) - 2008

Moral und Ökonomie -- Moralische Präferenzen auf Kapitalmärkten: Relevanz und Auswirkungen auf der Mikroebene -- Moralische Präferenzen auf Kapitalmärkten: eine theoriebasierte Betrachtung der induzierten Auswirkungen auf der Makroebene -- Systematische Kapitalmarktreaktionen auf...

Persistent link: https://www.econbiz.de/10013516951

The Relationship Between CNN Money’s US Stock Market Fear and Greed Index and US Stock Indices

Johnson, Jackie - 2023

CNN Money developed the original US Stock Market Fear and Greed Index in 2012, using seven data points to measure stock market performance. The ability of the Fear and Greed Index to impact on future values of the various stock indices appears to be dependent on the observation period and the...

Persistent link: https://www.econbiz.de/10014350387