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Sudden changes in volatility : the case of five central European stock markets
Wang, Ping (contributor); Moore, Tomoe (contributor) - 2007
Persistent link: https://www.econbiz.de/10003641889
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Stock market integration for the transition economies : time-varying conditional correlation approach
Wang, Ping; Moore, Tomoe - In: Papers in money, macroeconomics and finance : … 76 (2008), pp. 116-133
Persistent link: https://www.econbiz.de/10003752743
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Sudden changes in volatility : the case of five central European stock markets
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10003797264
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Can the persistence of a currency crisis be explained by fundamentals? : Markov switching models for exchange market pressure
Moore, Tomoe; Wang, Ping - 2009
Persistent link: https://www.econbiz.de/10003882156
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Volatility in stock returns for new EU member states : Markov regime switching model
Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292
Persistent link: https://www.econbiz.de/10003510457
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The determinants of vulnerability to currency crises : country-specific factors versus regional factors
Wang, Ping; Moore, Tomoe - In: Empirica : journal of european economics 41 (2014) 4, pp. 619-640
Persistent link: https://www.econbiz.de/10010482512
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The determinants of vulnerability to crisis : country-specific factors versus regional factors
Wang, Ping; Moore, Tomoe - 2009
Persistent link: https://www.econbiz.de/10003799881
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The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 22 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
Moore, Tomoe; Wang, Ping - In: International review of economics & finance : IREF 29 (2014), pp. 1-11
Persistent link: https://www.econbiz.de/10010431516
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Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets
Moore, Tomoe; Wang, Ping - In: International Review of Economics & Finance 29 (2014) C, pp. 1-11
This paper investigates the sources of the dynamic relationship between real exchange rates and stock return differentials in relation to the US market for the developed and emerging Asian markets. We, first, derive the dynamic conditional correlation (DCC) of the two series, and then DCC is...
Persistent link: https://www.econbiz.de/10010729749