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Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19

(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of …

Persistent link: https://www.econbiz.de/10012309325

Taiwan and U.S. equity market interdependence and contagion : evidence from four-factor model

Li, Chun-an; Lee, Min-Ching; Huang, Chin-sheng - In: The international journal of business and finance … 12 (2018) 2, pp. 95-115

Persistent link: https://www.econbiz.de/10011926727

Stock market evidence on the international transmission channels of US monetary policy surprises

Maurer, Tim Dominik; Nitschka, Thomas - 2021

This working paper evaluates the economic sources of the stock market responses of 40 countries to surprises in the fed funds rate (FFR), the Fed's forward guidance (FG) and large-scale asset purchases (LSAP). We decompose stock market returns into different components reflecting investors'...

Persistent link: https://www.econbiz.de/10012520011

Stock market evidence on the international transmission channels of US monetary policy surprises

Maurer, Tim D.; Nitschka, Thomas - 2020

Persistent link: https://www.econbiz.de/10012299403

Stock market evidence on the international transmission channels of US monetary policy surprises

Maurer, Tim D.; Nitschka, Thomas - In: Journal of international money and finance 136 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014332348

The current global financial crisis : do Asian markets show contagion or interdependence effects?

Morales, Lucía; Andréosso-O'Callaghan, Bernadette - In: Journal of Asian economics 23 (2012) 6, pp. 616-626

Persistent link: https://www.econbiz.de/10009690289

Stock market volatility spillovers : evidence for Latin America

Gamba-Santamaria, Santiago; Gómez González, José Eduardo - 2016

Persistent link: https://www.econbiz.de/10011618439

Measuring stocks returns and investor sentiment spillovers in developed markets

Ben Aissia, Dorsaf; Neffati, Nizar - In: Global business & economics review 31 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015060888

Stock market volatility spillovers : evidence for Latin America

Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Finance research letters 20 (2017), pp. 207-216

Persistent link: https://www.econbiz.de/10011806921

Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?

Wee, Yeap Lau; Go, You-How - In: Asia-Pacific financial markets 25 (2018) 2, pp. 137-157

Persistent link: https://www.econbiz.de/10012033002