Correlations in Price Changes and Volatility across International Stock Markets

Cited by (1,001)

Items 401–500 of 1,001

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15. What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
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16. Volatility spillovers across international swap markets: The US, Japan, and the UK
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17. The contagion effect between the oil market, and the Islamic and conventional stock markets of the GCC country
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18. Correlations in Returns and Volatilities in Pacific-Rim Stock Markets
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24. Global Crises and Equity Market Contagion
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26. An Assessment Of The Stock Market And Exchange Rate Dynamics In Industrialized And Emerging Markets
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27. Time-shift asymmetric correlation analysis of global stock markets
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29. Alaska North Slope crude oil price and the behavior of diesel prices in California
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30. An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries
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31. Shareholders in the Boardroom: Wealth Effects of the SEC’s Proposal to Facilitate Director Nominations
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34. Spillover effect in Asian financial markets: A VAR-structural GARCH analysis
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35. An examination of financial integration for the group of seven (G7) industrialized countries using an I() cointegration model
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36. Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on A Bivariate GARCH Model
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37. Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
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39. U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific
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40. The Day-of-the-Week Effect in the Saudi Stock Exchange: A Non-Linear Garch Analysis
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41. Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange
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42. Volatility Spillovers between Chinese and World Equity Markets
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44. Contagion in international financial markets: A recursive cointegration approach
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45. Price Discovery for Segmented US‐Listed Chinese Stocks: Location or Market Quality?
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46. International transmission on information in corn futures markets
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47. A stock market trading system based on foreign and domestic information
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48. Volatility spillover from the Chinese stock market to E7 and G7 stock markets
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49. A study on the co‐movement and influencing factors of stock markets between China and the other G20 members
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50. Changes in Firms’ Political Investment Opportunities, Managerial Accountability, and Reputational Risk
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51. Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic
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52. Cross-border transmission of stock price volatility
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53. An empirical study to identify shift contagion during the Asian crisis
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54. Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods
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55. International nonlinear causality between stock markets
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56. Modeling the Taiwan Stock Market and International Linkages
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57. Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks
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58. Return and volatility interdependences in up and down markets across developed and emerging countries
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59. Changes in stock markets interdependencies as a result of the global financial crisis: Empirical investigation on the CEE region
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60. The Eurozone crisis and its contagion effects on the European stock markets
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61. Asymmetry in spillover effects: Evidence for international stock index futures markets
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62. Testing for mutually exciting jumps and financial flights in high frequency data
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63. Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises
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64. Economic policy uncertainty and stock returns—evidence from the Japanese market
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65. Do stock prices follow random walk?:
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66. Volatility transmission between Japan, UK and USA in daily stock returns
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67. Contagion in International Stock Markets During the sub Prime Mortgage Crisis
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68. International Stock Market Integration and Its Economic Determinants: A Study of Indian and World Equity Markets
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69. Identifying the Source of Mean and Volatility Spillovers in Irish Equities: A Multivariate GARCH Analysis*
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70. Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords
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71. Entry barriers and price movements between major and emerging stock markets
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72. Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach
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73. Dynamic linkages between the center and periphery in international stock markets
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74. Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness
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75. Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets
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76. Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model
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77. Cross‐market correlations and transmission of information
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78. Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study
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79. Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain
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80. Portfolio implications of systemic crises
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81. Volatility transmission patterns and terrorist attacks
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82. Price Discoveries and Volatility Spillovers in S&P CNX Nifty Future and its Underlying Index CNX Nifty
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83. International market links and volatility transmission
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84. Information Flows Between Eurodollar Spot and Futures Markets
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85. Effect of the subprime mortgage crisis on a leading emerging market
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86. U.S. stock market uncertainty and cross-market European stock returns
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87. Time series copulas for heteroskedastic data
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88. Return and volatility co-movement in commodity futures markets: the effects of liquidity risk
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89. CoFlux
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90. Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets
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91. A first look at the properties of India's volatility index
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92. Volatility Models and their Performance in Indian Capital Markets
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93. The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets
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94. Heat Waves, Meteor Showers, and Trading Volume: An Analysis of Volatility Spillovers in the U.S. Treasury Market
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95. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
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98. Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
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99. Volatility Spillover in Regional Emerging Stock Markets: A Structural Time-Series Approach
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