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Global and extreme dependence between investor sentiment and stock returns in European markets
Horta, Paulo; Lobão, Júlio - In: The journal of behavioral finance : a publication of … 19 (2018) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10012009645
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Globally Correlated Nominal Fluctuations
Henriksen, Espen - 2009
Cyclical fluctuations in nominal variables--aggregate price levels and nominal interest rates--are documented to be substantially more synchronized across countries than cyclical fluctuations in real output. A transparent mechanism that can account for this striking feature of the nominal...
Persistent link: https://www.econbiz.de/10013158041
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The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147
Persistent link: https://www.econbiz.de/10012299650
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A global look into stock market comovements
Inaba, Kei-Ichiro - In: Review of world economics 156 (2020) 3, pp. 517-555
Persistent link: https://www.econbiz.de/10012433063
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Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial; Mohamad, Azhar - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
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Globally Correlated Nominal Fluctuations
Henriksen, Espen - 2009
Cyclical fluctuations in nominal variables--aggregate price levels and nominal interest rates--are documented to be substantially more synchronized across countries than cyclical fluctuations in real output. A transparent mechanism that can account for this striking feature of the nominal...
Persistent link: https://www.econbiz.de/10012463527
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Globally Correlated Nominal Fluctuations
Henriksen, Espen - 2013
Cyclical fluctuations in nominal variables|aggregate price levels and nominal interest rates are documented to be substantially more synchronized across countries than cyclical fluctuations in real output. A transparent mechanism that can account for this striking feature of the nominal...
Persistent link: https://www.econbiz.de/10013075189
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Asymmetric Networks of Global Volatility Spillovers
Yang, Zihui - 2016
We document asymmetric networks of implied volatility spillovers across global stock and commodity markets as well as … the US Treasury market. There are significant asymmetries in the roles of US stock and bond markets as volatility … suppliers to other countries and markets. Shocks from the US generate intensifying volatility spillovers across countries and …
Persistent link: https://www.econbiz.de/10012989008
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Global pandemic crisis and risk contagion in GCC stock markets
Ben Cheikh, Nidhaleddine; Zaied, Younes Ben; Saidi, Sana; … - In: Journal of economic behavior & organization : JEBO 202 (2022), pp. 746-761
Persistent link: https://www.econbiz.de/10013552463
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Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014433687