Narrow search
Showing 1 - 10 of 446,384
Cover Image
Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …
Persistent link: https://www.econbiz.de/10012939609
Cover Image
Does bilateral market and financial integration explains international co-movement patterns
Ur Rehman, Mobeen; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-13
This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed international co-movement index through rolling...
Persistent link: https://www.econbiz.de/10011474476
Cover Image
An Analysis of the Dynamic Relationships between the South African Equity Market and Major World Equity Markets
Lamba, Asjeet S. - 2016
world equity markets during May 1988-May 2000. Using a multivariate cointegration framework and vector error …
Persistent link: https://www.econbiz.de/10013004309
Cover Image
Sustainability Check of Global Stock Market Levels with Fundamental and Economic Analysis
Yeole, Tejas; Kothawade, Shubham - 2021
sudden market crash shortly. The data taken for GDP analysis includes the world’s top economic countries like Japan, Germany …
Persistent link: https://www.econbiz.de/10013241733
Cover Image
Stock Market Interactions and the Impact of Macroeconomic News - Evidence from High Frequency Data of European Futures Markets
Kräussl, Roman; Canto, Bea - 2023
This study analyzes the short-term dynamic spillovers between the futures returns on the DAX, the DJ Eurostoxx 50 and the FTSE 100. It also examines whether economic news is one source of international stock return co-movements. In particular, we test whether stock market interdependencies are...
Persistent link: https://www.econbiz.de/10014352510
Cover Image
The influence of housing price developments on household consumption : empirical analysis for the Czech Republic
Dvořáková, Sylvie; Seidler, Jakub - 2012
This paper studies how the change of wealth of households represented by housing prices and stock market prices influences households' consumption. We provide empirical analysis based on the Czech aggregate data from 1998-2009. We analyse the effect of change in households' wealth on the...
Persistent link: https://www.econbiz.de/10009613272
Cover Image
International Stock Markets : A Co-Integration Analysis
Thalassinos, Eleftherios Ioannis - 2015
This study investigates the degree of co-integration between five major European stock markets and five major non … degree of co-integration between the European stock markets has been increased during the recent decade …
Persistent link: https://www.econbiz.de/10013014730
Cover Image
A Note on Cointegration of International Stock Market Indices
Dimpfl, Thomas - 2016
Cointegration has frequently been used in the financial econometrics literature to assess the degree of interdependence … whether these indices are cointegrated. We show that while heteroscedasticity alone is able to mislead cointegration tests, it … features. We conclude that cointegration is not a suitable method to analyze stock market interdependence …
Persistent link: https://www.econbiz.de/10013008752
Cover Image
The impact of exchange rate, oil price and gold price on the Kuwaiti stock market : a wavelet analysis
Ahmad Alrazni Alshammari; Altarturi, Basheer H. M.; … - In: European journal of comparative economics 17 (2020) 1, pp. 31-54
This paper examines the impact of the exchange rate, oil price and gold price on the Kuwaiti stock market using a wavelet analysis, namely, cross-wavelet coherency and partial cross-wavelet coherency. This method is used to test for nonlinear causality and decompose the data into various time...
Persistent link: https://www.econbiz.de/10012259839
Cover Image
Multi-regime Forecasting Model for the Impact of COVID-19 Pandemic on Volatility in Global Equity Markets
Alan, Nazli Sila - 2020
around the world. We find that stricter policy responses by individual countries, measured by higher OxCGRT Stringency Index …
Persistent link: https://www.econbiz.de/10012828834