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Trade of goods and services and risk sharing ability in international equity markets : are these substitutes or complements?

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Persistent link: https://www.econbiz.de/10011626506

Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets

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How did the Sovereign debt crisis affect the Euro financial integration? : a fractional cointegration approach

Vides, José Carlos; Golpe, Antonio A.; Iglesias, Jesús - In: Empirica : journal of european economics 45 (2018) 4, pp. 685-706

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Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange

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Asian financial market integration and the role of Chinese financial market

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The global financial crisis and its transmission to Asia Pacific

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Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods

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Bond spreads, market integration and contagion in the 2007-2008 crisis

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Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment

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European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074