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Spillover effects from London and Frankfurt to Central and Eastern European stock markets
Harrison, Barry; Moore, Winston - In: Applied financial economics 19 (2009) 16/18, pp. 1509-1521
This article investigates comovement in stock markets between the emerging economies of Central and Eastern Europe (CEE) and the developed markets of Western Europe. Three approaches are employed to examine this issue. The first two approaches, time-varying realized correlation ratios and...
Persistent link: https://www.econbiz.de/10003886334
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Stock market co-movement in the Caribbean
Harrison, Barry; Moore, Winston - In: Economic issues 15 (2010) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10008695490
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Non-linear stock market co-movement in Central and East European countries
Harrison, Barry; Moore, Winston - In: Money, banking and financial markets in Central and …, (pp. 119-138). 2010
Persistent link: https://www.econbiz.de/10008773351
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Forecasting stock market volatility in central and eastern European countries
Harrison, Barry; Moore, Winston - In: Journal of forecasting 31 (2012) 6, pp. 490-503
Persistent link: https://www.econbiz.de/10009661524
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Stock market efficiency, non-linearity, thin trading and asymmetric information in MENA stock markets
Harrison, Barry; Moore, Winston - In: Economic issues 17 (2012) 1, pp. 77-93
Persistent link: https://www.econbiz.de/10009535663
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Nonlinearities in Central and Eastern European stock markets
Harrison, Barry; Moore, Winston - In: Applied economics letters 18 (2011) 13/15, pp. 1363-1366
Persistent link: https://www.econbiz.de/10009348015
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International trade and finance
Harrison, Barry - 1987
Persistent link: https://www.econbiz.de/10000751032
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Economics
Harrison, Barry - 1990
Persistent link: https://www.econbiz.de/10000800740
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Do fat tails matter in GARCH estimation : testing market efficiency in two transition economies
Harrison, Barry; Paton, David - In: Economic issues 12 (2007) 2, pp. 15-26
Persistent link: https://www.econbiz.de/10003639328
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Currency substitution in a de-dollarizing economy : the case of Russia
Harrison, Barry (contributor); Vymyatnina, Yulia (contributor) - 2007
Persistent link: https://www.econbiz.de/10003423163