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López Herrera, Francisco; Santillán Salgado, Roberto … - In: Investigación económica : revista de la Faculdad de … 74 (2015), pp. 69-97

Persistent link: https://www.econbiz.de/10011562925

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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

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Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets

Morales, Marco; Moreno, Carola; Vio, Camilo - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 35-50

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Modelling financial markets comovements during crises : a dynamic multi-factor approach

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Implizite Volatilitäten am Aktien- und Optionsmarkt

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Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe

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Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58

Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...

Persistent link: https://www.econbiz.de/10012818165

Measuring the effects of unconventional policies on stock market volatility

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Price jumps in Visegrad-country stock markets : an empirical analysis

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