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Predictability in international stock returns using currency fluctuations and forward rate forecasts

Wang, Jiexin; Han, Xue; Huang, Emily J.; Yost-Bremm, Chris - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012656847

The US, Economic News, and the Global Financial Cycle

Boehm, Christoph E.; Kroner, T. Niklas - National Bureau of Economic Research - 2023

We provide evidence for a causal link between the US economy and the global financial cycle. Using intraday data, we show that US macroeconomic news releases have large and significant effects on global risky asset prices. Stock price indexes of 27 countries, the VIX, and commodity prices all...

Persistent link: https://www.econbiz.de/10014247914

Stock and currency market linkages : new evidence from realized spillovers in higher moments

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185

Persistent link: https://www.econbiz.de/10011625106

Characterizing the volatility transmission across international stock markets

Mitra, Amarnath; Iyer, Vishwanathan; Joseph, Anto - In: Theoretical economics letters 5 (2015) 4, pp. 571-583

Persistent link: https://www.econbiz.de/10011439398

The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets

Thi Ngan Nguyen; Phan Thi Kieu Hoa; Parikh, Nirav - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 491-508

Persistent link: https://www.econbiz.de/10013350713

Spillover effects between exchange rates and stock prices : evidence from BRICS around the recent global financial crisis

Sui, Lu; Sun, Lijuan - In: Research in international business and finance 36 (2016), pp. 459-471

Persistent link: https://www.econbiz.de/10011594540

Financial crises and dynamic linkages across international stock and currency markets

Dua, Pami; Tuteja, Divya - In: Economic modelling 59 (2016), pp. 249-261

Persistent link: https://www.econbiz.de/10011647825

Interconnected multilayer networks : quantifying connectedness among global stock and foreign exchange markets

Wang, Gang-Jin; Wan, Li; Feng, Yusen; Chi, Xie; Uddin, … - In: International review of financial analysis 86 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014248359

Region-wide connectedness of Asian equity and currency markets

Kinkyō, Takuji - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10013188170

Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: Annals of financial economics 17 (2022) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10013189116