thresholds is carried out for each of the main stock market indices to estimate the changes in these borders that affect and …

We propose a new predictor - the innovation in the daily return minimum in the U.S. stock market () - for predicting … international stock market returns. Using monthly data for a wide range of 17 MSCI international stock markets during the period … international stock markets: negatively predicts the next-month stock market returns. The results remain robust after controlling …

interconnected in terms of overall returns. For conventional stocks, the USA stock market largely serves as the top transmitter of … showed that the US conventional stock market appeared to be the top transmitter of shock during the oil crisis. However, the …. In addition, with time- and frequency-volatility spillover perspective, Islamic stock market had stronger impact during …