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The linkage between the U.S. "fear index" and ADR premiums under non-frictionless stock markets

Esqueda, Omar A.; Luo, Yongli; Jackson, Dave - In: Journal of economics and finance 39 (2015) 3, pp. 541-556

Persistent link: https://www.econbiz.de/10011471137

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23

Recent changes to the common agricultural policy (CAP) saw a shift to greater market orientation for the EU dairy industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to develop proper risk management tools to protect farmers’...

Persistent link: https://www.econbiz.de/10011556435

Price-price deviations are highly persistent

Vaona, Andrea - In: Structural change and economic dynamics : SC+ED 33 (2015), pp. 86-95

Persistent link: https://www.econbiz.de/10011563976

Co-movements of US and Asian equity markets : evidence from asymmetric and time-varying coefficients

Kolluri, Bharat R.; Machuga, Susan; Wahab, Mamoud S. - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-44

Persistent link: https://www.econbiz.de/10010474388

Have food and financial markets integrated? : an empirical assessment on aggregate data

Lehecka, Georg - In: Wie viel Markt und wie viel Regulierung braucht eine …, (pp. 39-49). 2014

Persistent link: https://www.econbiz.de/10010418013

International equity markets co-movements and contagion : a novel perspective

Kaabia, Olfa - In: The journal of applied business research 31 (2015) 1, pp. 285-304

Persistent link: https://www.econbiz.de/10010503421

Stock market comovements in central Europe : evidence from Asymmetric DCC Model

Gjika, Dritan; Horváth, Roman - 2012

We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data from 2001 to 2011, we find that the correlations among stock markets in Central Europe and between Central Europe vis-a-vis the...

Persistent link: https://www.econbiz.de/10009615081

What explains comovement in stock market returns during the 2007 - 2008 crisis?

Didier, Tatiana; Love, Inessa; Martínez Pería, María … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 182-202

Persistent link: https://www.econbiz.de/10009615694

Contagion effects of Central and East European currency crises

Linne, Thomas - 1999

Persistent link: https://www.econbiz.de/10009783034

International evidence for return predictability and the implications for long-run covariation of the G7 stock markets

Nitschka, Thomas - In: German economic review 11 (2010) 4, pp. 527-544

Persistent link: https://www.econbiz.de/10008772903