Similar Search Results

Why Can Weak Linkages Cause International Stock Market Synchronization? The Mode-Locking Effect

Filer, Larry; Selover, David D. - In: International Journal of Financial Research 5 (2014) 3, pp. 20-42

This study investigates the synchronization between stock markets in different countries. International stock markets tend to synchronize with one another in what appears to be an international financial cycle, yet trade and capital flows between the stock markets do not appear to be strong...

Persistent link: https://www.econbiz.de/10011267722

Sensitivity, persistence and asymmetric effects in international stock market volatility during the global financial crisis

Gabriel, Vitor - In: Revista de métodos cuantitativos para la economía y … 19 (2015), pp. 42-65

and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for …

Persistent link: https://www.econbiz.de/10011306093

Market maturity and mispricing

Jacobs, Heiko - In: Journal of financial economics 122 (2016) 2, pp. 270-287

Persistent link: https://www.econbiz.de/10011590903

How close a relationship does a capital market have with other markets? : a reexamination based on the equal variance test

Yang, Lixiong; Lee, Chingnun; Shie, Fu-shuen - In: Pacific-Basin finance journal 26 (2014), pp. 198-226

Persistent link: https://www.econbiz.de/10010498742

A multicountry measure of comovement and contagion in international markets : definition and applications

Tessler, Nina; Venezia, Itzhak - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1307-1330

Persistent link: https://www.econbiz.de/10013191882

The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach

Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10009305794

The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic

Silva, Thiago Christiano; Wilhelm, Paulo Victor Berri; … - In: Journal of international financial markets, … 79 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013358724

The 2011 Japanese earthquake, tsunami and nuclear crisis : evidence of contagion from international financial markets

Asongu, Simplice A. - In: Journal of financial economic policy 4 (2012) 4, pp. 340-353

Persistent link: https://www.econbiz.de/10009674774

Capital markets integration and cointegration : testing for the correct specification of stock market indices

Agoraki, Maria-Eleni K.; Georgoutsos, Demetris A.; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/186, pp. 1-20

testing methodology on monthly data for the US, UK, Germany, and Japan for the period January 1980-May 2019. The main findings …

Persistent link: https://www.econbiz.de/10012171036

The role of jumps and leverage in forecasting volatility in international equity markets

Buncic, Daniel; Gisler, Katja Ida Maria - In: Journal of international money and finance 79 (2017), pp. 1-19

Persistent link: https://www.econbiz.de/10011788346

1
2
3
4
5
6
7
8
9
10
Next
Last