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The effect of global financial crisis on ASEAN growth : evidence from stock market analysis

Siti Muliana Samsi; Zarinah Yusof; Cheong, Kee Cheok - In: DLSU business & economics review 28 (2018) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012263881

Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets

Paramati, Sudharshan Reddy; Gupta, Rakesh; Tandon, Kishore - In: International journal of business and emerging markets … 8 (2016) 2, pp. 121-145

Persistent link: https://www.econbiz.de/10011615352

Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis

Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842

spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …

Persistent link: https://www.econbiz.de/10012939609

Dynamic linkages between stock markets : the effects of crises and globalization

Doman, Małgorzata; Doman, Ryszard - In: Portuguese economic journal 12 (2013) 2, pp. 87-112

Persistent link: https://www.econbiz.de/10009780259

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Market maturity and mispricing

Jacobs, Heiko - In: Journal of financial economics 122 (2016) 2, pp. 270-287

Persistent link: https://www.econbiz.de/10011590903

A multicountry measure of comovement and contagion in international markets : definition and applications

Tessler, Nina; Venezia, Itzhak - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1307-1330

Persistent link: https://www.econbiz.de/10013191882

Financial contagion among stock markets and portfolio risk during the COVID-19 crisis

Yousfi, Mohamed; Bouzgarrou, Houssam - In: International journal of monetary economics and finance … 16 (2023) 2, pp. 121-138

Persistent link: https://www.econbiz.de/10014320656

International crash risk premium

Chen, Steven Shu-Hsiu - In: Journal of international financial markets, … 94 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015063171

Does the U.S. extreme indicator matter in stock markets? : international evidence

Jing, Xiaozhen; Xu, Dezhong; Li, Bin; Singh, Tarlok - In: Financial innovation : FIN 10 (2024), pp. 1-27

We propose a new predictor - the innovation in the daily return minimum in the U.S. stock market () - for predicting international stock market returns. Using monthly data for a wide range of 17 MSCI international stock markets during the period spanning over half a century from January 1972 to...

Persistent link: https://www.econbiz.de/10015361591