Narrow search
Showing 1 - 10 of 287,881
Cover Image
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 50 (2014) 3, pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Cover Image
A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy
Daugherty, Mary Schmid; Jithendranathan, Thadavillil - In: Journal of multinational financial management 32/33 (2015), pp. 95-115
Persistent link: https://www.econbiz.de/10011540118
Cover Image
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Cover Image
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Cover Image
Financial integration, inclusion and stability during crises : insights from the MENA region
Abdelmageed, Samar - 2021
Persistent link: https://www.econbiz.de/10012793451
Cover Image
Global financial crises and time-varying volatility comovement in world equity markets
Duncan, Andrew S.; Kabundi, Alain - In: The South African journal of economics 82 (2014) 4, pp. 531-550
Persistent link: https://www.econbiz.de/10010502128
Cover Image
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Cover Image
Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)
Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25
This paper focuses on four major aggregate stock price indexes (SP 500, Stock Europe 600, Nikkei 225, Shanghai Composite) and two "safe-haven" assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades. Significant contagion effects on stock markets are...
Persistent link: https://www.econbiz.de/10012486245
Cover Image
Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
Cover Image
Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis
Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282
Persistent link: https://www.econbiz.de/10012167307