Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Year of publication: |
2014
|
---|---|
Authors: | Donadelli, Michael ; Paradiso, Antonio |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 28.2014, p. 206-220
|
Subject: | Financial integration | Risk-sharing | Cross-country equity returns correlation | Real exchange rate volatility | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Welt | World | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Korrelation | Correlation | Marktintegration | Market integration | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
-
Asafo-Adjei, Emmanuel, (2024)
-
Boghicevici, Claudia, (2021)
-
Cagliesi, Gabriella, (2021)
- More ...
-
A quasi real-time leading indicator for the EU industrial production
Donadelli, Michael, (2016)
-
Which market integration measure?
Billio, Monica, (2016)
-
A Quasi Real‐Time Leading Indicator for the EU Industrial Production
Donadelli, Michael, (2018)
- More ...