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Canadian and US financial markets : testing the international integration hypothesis under time-varying conditional volatility
Normandin, Michel - In: The Canadian journal of economics 37 (2004) 4, pp. 1021-1041
Persistent link: https://www.econbiz.de/10002417970
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Canadian and U.S. Financial Markets : Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility
Normandin, Michel - 2004
identical, even when financial instruments are traded in different countries. Under time-varying conditional volatility, this …
Persistent link: https://www.econbiz.de/10014069133
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Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy; Tse, Yiuman - In: International review of economics & finance : IREF 25 (2013), pp. 244-259
Persistent link: https://www.econbiz.de/10009693301
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The linkage between the U.S. "fear index" and ADR premiums under non-frictionless stock markets
Esqueda, Omar A.; Luo, Yongli; Jackson, Dave - In: Journal of economics and finance 39 (2015) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10011471137
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International capital markets and foreign exchange risk
Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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The risk adjusted uncovered equity parity
Kim, Heeho - In: Journal of international money and finance 30 (2011) 7, pp. 1491-1505
Persistent link: https://www.econbiz.de/10009407642
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Term premium spillovers from the US to international markets
Li, Ka Fai; Fong, Tom; Ho, Ho Cheung - 2017
Persistent link: https://www.econbiz.de/10012201268
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Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194
Persistent link: https://www.econbiz.de/10009722142
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US municipal green bonds and financial integration
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2023
This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …
Persistent link: https://www.econbiz.de/10014234020
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Relative price volatility : what role does the border play?
Engel, Charles; Rogers, John H. - In: Intranational macroeconomics : [a collection of 12 …, (pp. 92-111). 2000
Persistent link: https://www.econbiz.de/10001551680