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Journal of international financial markets, institutions & money
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Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478141
Saved in:
2
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
3
International determinants of asymmetric dependence in investment returns
Alcock, Jamie
;
Sinagl, Petra
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013433557
Saved in:
4
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
5
Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?
Allen, Franklin
;
Fatás, Antonio
;
Weder, Beatrice
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013533165
Saved in:
6
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
7
From dotcom to Covid-19 : a convergence analysis of Islamic investments
Alexakis, Christos A.
;
Kenourgios, Dimitris
;
Pappas, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012820380
Saved in:
8
Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
Saved in:
9
The role of financial factors for European corporate investment
Mercatanti, Andrea
;
Mökinen, Taneli
;
Silvestrini, Andrea
- In:
Journal of international money and finance
96
(
2019
),
pp. 246-258
Persistent link: https://www.econbiz.de/10012139791
Saved in:
10
Forward-looking asset correlations in the estimation of economic capital
Chamizo, Álvaro
;
Fonollosa, Alexandre
;
Novales, Alfonso
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 264-288
Persistent link: https://www.econbiz.de/10012128297
Saved in:
11
Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
12
Decomposition of the uncovered equity parity correlation
Kunkler, Michael
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 44-58
Persistent link: https://www.econbiz.de/10012127595
Saved in:
13
Inflation in Africa, 1960-2015
Franses, Philip Hans
;
Janssens, Eva
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 261-292
Persistent link: https://www.econbiz.de/10012127803
Saved in:
14
European equity market integration and joint relationship of conditional volatility and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
15
Inattentive consumers and international business cycles
Ekinci, Mehmet Fatih
- In:
Journal of international money and finance
72
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011787677
Saved in:
16
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
17
Excess stock return comovements and the role of investor sentiment
Frijns, Bart
;
Verschoor, Willem F. C.
;
Zwinkels, Remco C. J.
- In:
Journal of international financial markets, …
49
(
2017
),
pp. 74-87
Persistent link: https://www.econbiz.de/10011892376
Saved in:
18
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
19
Institutional investment, equity volume and volatility spillover : causalities and asymmetries
Chakraborty, Sandip
;
Kakani, Ram Kumar
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011690360
Saved in:
20
Globalization and monetary policy comovement : international evidence
Chatterjee, Arpita
- In:
Journal of international money and finance
68
(
2016
),
pp. 181-202
Persistent link: https://www.econbiz.de/10011711815
Saved in:
21
International portfolio diversification and multilateral effects of correlations
Bergin, Paul R.
;
Pyun, Ju Hyun
- In:
Journal of international money and finance
62
(
2016
),
pp. 52-71
Persistent link: https://www.econbiz.de/10011668307
Saved in:
22
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
Saved in:
23
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
24
How past market movements affect correlation and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
25
Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md.
;
Shamsuddin, Abul
;
Easton, Steve
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 378-396
Persistent link: https://www.econbiz.de/10011299306
Saved in:
26
The impact of currency movements on asset value correlations
Byström, Hans N. E.
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 178-186
Persistent link: https://www.econbiz.de/10011299340
Saved in:
27
A comparative analysis of the dynamic relationship between oil prices and exchange rates
Turhan, M. Ibrahim
;
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 397-414
Persistent link: https://www.econbiz.de/10011299783
Saved in:
28
Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.
;
Filis, George
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
Saved in:
29
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
30
An analysis of South-Eastern European stock markets : evidence on cointegration and portfolio diversification benefits
Guidi, Francesco
;
Uğur, Mehmet
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 119-136
Persistent link: https://www.econbiz.de/10011293049
Saved in:
31
Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin
;
Robe, Michel A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
Saved in:
32
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
33
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
Saved in:
34
Putting the "C" into crisis : contagion, correlations and copulas on EMU bond markets
Philippas, Dionisis
;
Siriopoulos, Costas
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 161-176
Persistent link: https://www.econbiz.de/10010411745
Saved in:
35
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
36
The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
Saved in:
37
The Feldstein-Horioka puzzle and spurious ratio correlation
Chu, Kam Hon
- In:
Journal of international money and finance
31
(
2012
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10009631642
Saved in:
38
Book-to-market equity, operating risk, and asset correlations : implications for Basel capital requirement
Lee, Shih-cheng
;
Lin, Chien-ting
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 973-989
Persistent link: https://www.econbiz.de/10009582493
Saved in:
39
Time-varying financial stress linkages : evidence from the LIBOR-OIS spreads
Ji, Philip Inyeob
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 647-657
Persistent link: https://www.econbiz.de/10009582580
Saved in:
40
What drives international equity correlations? : volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10009373944
Saved in:
41
Stock market synchronisation and monetary integration
Wälti, Sébastien
- In:
Journal of international money and finance
30
(
2011
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10009268863
Saved in:
42
US and Latin American stock market linkages
Lahrech, Abdelmounaim
;
Sylwester, Kevin
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1341-1357
Persistent link: https://www.econbiz.de/10009407681
Saved in:
43
An alternative approach to evaluating the agreement between financial markets
Seung Oh Nam
;
Hyun Kyung Kim
;
Byung Chun Kim
- In:
Journal of international financial markets, …
20
(
2010
)
1
,
pp. 12-35
Persistent link: https://www.econbiz.de/10003942460
Saved in:
44
Risk factor and industry effects in the cross-country comovement of momentum returns
Naranjo, Andy
;
Porter, Burt
- In:
Journal of international money and finance
29
(
2010
)
2
,
pp. 275-299
Persistent link: https://www.econbiz.de/10003944959
Saved in:
45
International order flows : explaining equity and exchange rate returns
Dunne, Peter G.
;
Hau, Harald
;
Moore, Michael J.
- In:
Journal of international money and finance
29
(
2010
)
2
,
pp. 358-386
Persistent link: https://www.econbiz.de/10003944976
Saved in:
46
Time-shift asymmetric correlation analysis of global stock markets
Aityan, Sergey K.
;
Ivanov-Schitz, Alexey K.
;
Izotov, …
- In:
Journal of international financial markets, …
20
(
2010
)
5
,
pp. 590-605
Persistent link: https://www.econbiz.de/10009247739
Saved in:
47
Dynamic correlations and volatility effects in the Balkan equity markets
Syriopoulos, Theodore
;
Roumpis, Efthimios
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 565-587
Persistent link: https://www.econbiz.de/10003879499
Saved in:
48
International stock markets interactions and conditional correlations
Savva, Christos S.
- In:
Journal of international financial markets, …
19
(
2009
)
4
,
pp. 645-661
Persistent link: https://www.econbiz.de/10003879516
Saved in:
49
Comovements in international stock markets
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of international financial markets, …
18
(
2008
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10003710300
Saved in:
50
Volatility and correlation in international stock markets and the role of exchange rate fluctuations
Mun, Kyung-chun
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10003413272
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