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Testing integration effects between the CEE and U.S. stock markets during the 2007-2009 Global Financial Crisis

Olbryś, Joanna; Majewska, Elżbieta - In: Folia oeconomica Stetinensia : FOS 15 (2015) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10011625501

COVID-19 pandemic and linkage between stock markets in Middle Eastern countries

Al-Khazaleh, Suhaib; Badwan, Nemer; Ibrahim Eriqat; … - In: Journal of Chinese economic and foreign trade studies 17 (2024) 2/3, pp. 112-132

Persistent link: https://www.econbiz.de/10015418449

Market systemic risk, predictability and macroeconomics news

Wang, Cindy Shin Huei; Fan, Rui; Xie, Yiqiang - In: Finance research letters 56 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014473685

Three aspects of globalization : liberalization, financial integration, and multinational organization

Rousová, Linda - 2009

Persistent link: https://www.econbiz.de/10008772364

The impact of terrorism on global equity market integration

Bilson, Chris M.; Brailsford, Timothy J.; Hallett, A.; … - In: Australian journal of management 37 (2012) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10009562476

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach

Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012485169

On the Macroeconomic Determinants of Long-Term Volatilities and Correlations in U.S. Stock and Crude Oil Markets

Conrad, Christian - 2014

Using a modified DCC-MIDAS specification, we endogenize the long-term correlation between crude oil and stock price … future economic activity are helpful predictors of changes in the oil-stock correlation. For the period 1993-2011 there is … strong evidence for counter cyclical behavior of the long-term correlation. For prolonged periods with strong growth above …

Persistent link: https://www.econbiz.de/10013066427

When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis

Liu, Zhenhua; Zhang, Huiying; Ding, Zhihua; Lv, Tao; … - In: Economic modelling 114 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013367585

On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

The effects of quantitative easing on the integration of UK capital markets

Steeley, James M. - In: The European journal of finance 23 (2017) 10/12, pp. 999-1024

Persistent link: https://www.econbiz.de/10011740297