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Evidence on the performance of country index funds in global financial crisis

Meric, Ilham; Lentz, Christine; Smeltz, Wayne; Meriç, … - In: The international journal of business and finance … 4 (2010) 4, pp. 89-101

Persistent link: https://www.econbiz.de/10008808291

Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis

Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131

Persistent link: https://www.econbiz.de/10009536052

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

The impact of the subprime financial crisis on stock index returns for high- and low-risk countries via CDS indices

Fang, Hao; Lee, Yen-Hsien - In: Investment management and financial innovations 8 (2011) 4, pp. 123-137

Persistent link: https://www.econbiz.de/10009545578

Interactions and three significant international events of the Pacific basin stock markets : is U.S. stock market still a trail blazer?

Hsu, Ai-chi; Yang, Shih-jui; Shih, Ta-li; Yang, Jack J. W. - In: Investment management and financial innovations 8 (2011) 2, pp. 66-77

Persistent link: https://www.econbiz.de/10009422217

Assessing the impact of crude oil price and investor sentiment on Islamic indices : subprime crisis

Ghorbel, Achraf; Abdelhedi, Mouna; Boujelbene, Younes - In: Journal of African business 15 (2014) 1/3, pp. 13-24

Persistent link: https://www.econbiz.de/10010483101

Financial crises, Asian stock indices, and current accounts: An Asian-U.S. comparative study

Chen, David Y.; Li, Tongzhe - In: Journal of Asian economics 34 (2014), pp. 66-78

Persistent link: https://www.econbiz.de/10010511623

The diminishing benefits of nai͏̈ve international portfolio diversification following the 1997 Asian financial crisis

Krause, David S.; Kutner, George W. - In: International business and economics research journal 5 (2006) 4, pp. 19-27

Persistent link: https://www.econbiz.de/10003338099

Country-fund discounts and risk : evidence from stock market volatility and macroeconomic volatility

Chiang, Thomas C.; Kim, Doseong; Lee, Euiseong - In: Journal of economics & business 58 (2006) 4, pp. 303-322

Persistent link: https://www.econbiz.de/10003344333

Profitability of technical analysis in the Singapore stock market : before and after the Asian financial crisis

Kung, James J.; Wong, Wing Keung - In: Journal of economic integration 24 (2009) 1, pp. 135-150

Persistent link: https://www.econbiz.de/10003819729