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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?

Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220

Persistent link: https://www.econbiz.de/10010461957

Spillovers on sectoral sukuk returns : evidence from country level analysis

Syed Mabruk Billah; Balli, Faruk; Balli, Hatice Ozer - In: Applied economics 54 (2022) 38, pp. 4402-4432

Persistent link: https://www.econbiz.de/10013410976

Return and volatility spillovers to industry returns : does EMU play a role?

Kaltenhäuser, Bernd - 2002

Persistent link: https://www.econbiz.de/10001718829

Classifying returns as extreme : european stock and bond markets

Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4

Persistent link: https://www.econbiz.de/10010520407

Can crude oil price returns drive stock returns of oil producing countries in Africa? : evidence from bivariate and multiple wavelet

Asafo-Adjei, Emmanuel; Adam, Anokye M.; Darkwa, Patrick - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 59-77

Persistent link: https://www.econbiz.de/10014511848

Country-level size effects in international asset pricing

Pungulescu, Crina - In: Emerging Markets Journal : EMAJ 11 (2021) 1, pp. 29-40

Persistent link: https://www.econbiz.de/10012659915

International Financial Integration : Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries

Vo, Xuan Vinh - 2017

terms of return linkage and volatility transmission covering the period including pre, during and post the 2008 Global … employed to investigate the volatility transmission. We find evidence of statistically significant correlation, return … spillover and volatility linkage between Vietnamese stock market with other leading stock markets of the US, Hong Kong and Japan …

Persistent link: https://www.econbiz.de/10012968438

Does beta explain global equity market volatility : some empirical evidence

Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66

country betas are time-varying and that currently, global factors are the dominant source of equity market volatility …

Persistent link: https://www.econbiz.de/10009770247

Causality-in-mean and causality-in-variance within the international steam coal market

Papież, Monika; Śmiech, Sławomir - In: Energy economics 36 (2013), pp. 594-604

Persistent link: https://www.econbiz.de/10009724628

Common volatility : an empirical investigation of closed-end country funds

Kim, Doseong; Lee, Yoon-goo; Ruiz, Isabel - In: Emerging markets finance & trade : a journal of the … 46 (2010) 2, pp. 116-132

Persistent link: https://www.econbiz.de/10008901612

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