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The impact of domestic and international monetary policy news on US and German bank stocks

Kim, Suk-Joong; Lee, Linda; Wu, Eliza - In: Global banking, financial markets and crises, (pp. 175-210). 2013

Persistent link: https://www.econbiz.de/10010231081

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

The effects of sovereign rating drifts on financial return distributions : evidence from the European Union

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20

Persistent link: https://www.econbiz.de/10010520405

Who exacerbates the extreme swings in the Chinese stock market?

Tian, Shu; Wu, Eliza; Wu, Qiongbing - In: International review of financial analysis 55 (2018), pp. 50-59

Persistent link: https://www.econbiz.de/10012005165

The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China

Kim, Suk-Joong; Salem, Leith; Wu, Eliza - In: Journal of financial stability 18 (2015), pp. 208-224

Persistent link: https://www.econbiz.de/10011574167

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

Does national culture affect the intensity of volatility linkages in international equity markets?

Rothonis, Stephanie; Duy Tran; Wu, Eliza - In: Research in international business and finance 36 (2016), pp. 85-95

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Sovereign credit ratings, growth volatility and the global financial crisis

Hassan, Gazi M.; Wu, Eliza - In: Applied economics 47 (2015) 52/54, pp. 5825-5840

Persistent link: https://www.econbiz.de/10011348853

Stock and Currency Market Linkages : New Evidence from Realized Spillovers in Higher Moments

Do, Hung Xuan - 2016

We examine the linkages both within and between stock and foreign exchange (FX) markets via three higher moments of return distributions (volatility, skewness and kurtosis). We find FX market linkages (in the 2nd and 4th moments) are relatively more prominent in developed markets. Cross-asset...

Persistent link: https://www.econbiz.de/10013008544