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Oil price changes and stock market returns : cointegration evidence from emerging market
Elian, Mohammad I.; Kisswani, Khalid M. - In: Economic change and restructuring : empirical and … 51 (2018) 4, pp. 317-337
Persistent link: https://www.econbiz.de/10011980224
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Co-integration of Indian stock markets with emerging markets of Asia
Khandelwal, Risha; Singh, Kanhaiya - In: Focus : journal of international business 5 (2018) 2, pp. 26-43
Persistent link: https://www.econbiz.de/10012020087
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Do financial structures affect exchange rate and stock price interaction? : evidence from emerging markets
Tang, Xiaobo; Yao, Xingyuan - In: Emerging markets review 34 (2018), pp. 64-76
Persistent link: https://www.econbiz.de/10012114668
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Estimating Turkish stock market returns with APT model : cointegration and vector error correction
Alp, Ozge Sezgin; Gökgöz, Fazıl; Küçükkocaoğlu, … - In: Economic review : journal of economics & business 14 (2016) 1, pp. 7-19
cointegration tests and vector error correction model analyses. The results have revealed that significant macroeconomic variables …
Persistent link: https://www.econbiz.de/10012012458
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Implied volatility linkages between the U.S. and emerging equity markets : a note
Dutta, Anupam - In: Global finance journal 35 (2018), pp. 138-146
Persistent link: https://www.econbiz.de/10012124805
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Speculative bubbles in emerging stock markets and macroeconomic factors : a new empirical evidence for Asia and Latin America
Tran Thi Bich Ngoc - In: Research in international business and finance 42 (2017), pp. 454-467
Persistent link: https://www.econbiz.de/10011750427
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The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Salman, Asma; Chang, Bisharat Hussain; Abdul Razzaq, … - In: Annals of financial economics 18 (2023) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10014532005
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Linear and Nonlinear Dynamic Linkages between Emerging Market Adrs and Their Underlying Stocks
Hunter, Delroy M. - 2004
relevant exchange rate. Using a linear VAR model with a cointegration constraint and a nonlinear causality test on daily data …
Persistent link: https://www.econbiz.de/10014069925
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Exploring the dynamic linkage between gold price, exchange rate and stock market indices : emerging economy, India
Dutta, Paromita - In: Research bulletin / The Institute of Cost Accountants … 47 (2021) 1/2, pp. 81-104
Persistent link: https://www.econbiz.de/10013348861
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Integration und Volatilität bei Emerging Markets
Herrmann, Frank - 2005 - Gabler Edition Wissenschaft
Charakteristisch für Emerging Markets sind hohe Aktienrenditen und eine geringe Korrelation mit den Aktienrenditen der entwickelten Märkte, so dass durch Diversifikation der Investmentanlagen eine Verringerung des Portfoliorisikos erreicht werden kann. Die zunehmende Integration...
Persistent link: https://www.econbiz.de/10013517438