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Stock Market Interdependence between Australia and Its Trading Partners : Does Trade Intensity Matter?

Paramati, Sudharshan Reddy - 2017

We investigate the extent and manner of stock market interdependence between Australia and its trading partners and … examine whether this is affected by trade intensity. Based on trade intensity, we classify Australia's trading partners into … with Australia. We perform correlation (unconditional and conditional) analyses between Australia and its trading partners …

Persistent link: https://www.econbiz.de/10012971567

Dynamic connectedness among Pakistani stock markets and its major trading partners

Akram, Muhammad; Hunjra, Ahmed Imran; Al-Faryan, … - 2024

Persistent link: https://www.econbiz.de/10015393607

Empirical evidence on financial spillovers and contagion to international stock markets

Serwa, Dobromił (contributor) - 2007

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Extreme spillovers of VIX fear index to international equity markets

Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi; … - In: Financial markets and portfolio management 33 (2019) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012018353

Transmission of shock across international stock markets : an econometric analysis

Talwar, Shalini; Pansare, Jayant - In: Analele Universitătii Dunărea de Jos Galaţi 24 (2018) 1, pp. 110-119

Persistent link: https://www.econbiz.de/10012028269

EPU spillovers and stock return predictability : a cross-country study

Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: Journal of international financial markets, … 78 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013357291

Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests

Ren, Xiaohang; Dou, Yue; Dong, Kangyin; Yan, Cheng - In: Applied economics 55 (2023) 38, pp. 4486-4509

Persistent link: https://www.econbiz.de/10014301253

Spillover effects between oil, gold, stock, and exchange rate returns in Thailand : an extended joint connected TVP-VAR Approach

Supanee Harnphattananusorn - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 62-72

Persistent link: https://www.econbiz.de/10015108231

Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model

Son, Bumho; Lee, Yunyoung; Park, Seongwan; Lee, Jaewook - In: Journal of forecasting 42 (2023) 7, pp. 1539-1559

Persistent link: https://www.econbiz.de/10014432719

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834