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Interconnectedness in the global financial market
Raddant, Matthias; Kenett, Dror Y. - 2017
different markets. The estimation results are used as a measure of statistical interconnectedness, and to derive network …
Persistent link: https://www.econbiz.de/10011636545
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Interconnectedness in the global financial market
Raddant, Matthias; Kenett, Dror Y. - In: Journal of international money and finance 110 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012794983
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The Dynamics of Value Across Global Equity Markets : The Risk Contagion
Novotny, Jan - 2015
The ratio between the share price and current earnings per share, the PE ratio, is widely considered to be an effective gauge of under/overvaluation of a corporation's stock. Arguably, a more reliable indicator, the Cyclically-Adjusted Price Earning ratio or CAPE, can be obtained by replacing...
Persistent link: https://www.econbiz.de/10013025011
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The Dynamics of Value Comovement Across Global Equity Markets
Gupta, Mayank - 2016
The ratio between share price and current earnings per share, the Price Earning (PE) ratio, is widely considered to be an effective gauge of under/overvaluation of a corporation's stock. Arguably, a more reliable indicator, the Cyclically-Adjusted Price Earning ratio or CAPE, can be obtained by...
Persistent link: https://www.econbiz.de/10012993759
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Global uncertainty and potential shelters : gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
Feder-Sempach, Ewa; Szczepocki, Piotr; Bogołębska, Joanna - In: Financial innovation : FIN 10 (2024), pp. 1-23
primary world stock market indices-the S&P 500, Financial Times Stock Exchange (FTSE) 100, DAX, STOXX Europe 600, and Nikkei … the Russian invasion of Ukraine in 2022, and an international investor perspective focusing on the world's leading stock … markets. We extend earlier studies by analyzing the interrelations of the world's lead‑ ing stock market indices with fve …
Persistent link: https://www.econbiz.de/10014541628
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Gold, oil, and stocks
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...
Persistent link: https://www.econbiz.de/10010407524
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Stock market contagion during the global financial crises : evidence from the Chilean stock market
Mahenthiran, Sakthiharan; Gjerde, Tom; Silva, Berta - In: International Journal of Financial Studies : open … 8 (2020) 2/26, pp. 1-22
financial crisis is shown to be low based on the co-movement of equity holdings between the four investor groups studied. Third …
Persistent link: https://www.econbiz.de/10012239317
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The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia
Kang, Sang Hoon - 2013
This study investigates the effects of volatility spillovers among five Asian stock markets (China, Hong Kong, Korea, Singapore, and Taiwan) and examines how the global financial crisis of 2008 has influenced volatility transmission among Asian stock markets. The results from a VAR(1)-bivariate...
Persistent link: https://www.econbiz.de/10013076925
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Gold, oil, and stocks : dynamic correlations
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...
Persistent link: https://www.econbiz.de/10010515402
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International Financial Integration and Stock Market in Developing Countries
Zaarour, Fatma; Ajimi, Adnene - 2021
Objective - This study examines the relation between stock market capitalization and international financial integration for 23 developing countries during 1996 - 2018.Methodology/Technique - By using recently developed econometric panel techniques. The present paper takes into consideration...
Persistent link: https://www.econbiz.de/10014361660