We consider impulse response functions to study the impact of both return and volatility on correlation between international equity markets. Using data on US (as th
During the last decades, the financial markets volatility concept attracted the attention of the the...
This paper examines the correlation across a number of international stock market indices. As correl...
We investigate the transmission of financial turbulence across domestic markets by analyzing the res...
We consider impulse response functions to study the impact of both return and volatility on correlat...
We consider impulse response functions to study the impact of both return and volatility on the corr...
This paper investigates the dynamics of international stock return correlations between the U.S., th...
We investigate the international information transmission between the U.S. ant the rest of the G-7 c...
The objective of this study was to investigate the relationship between correlations of global equit...
I show that volatility indices are more volatile than equity indices, and correlation is higher duri...
With the globalization and liberalization of international trade and finance, the interaction betwee...
We investigate the international information transmission between the U.S. and the rest of the G-7 c...
We investigate the international information transmission between the US and the rest of the G-7 cou...
This paper investigates the factors driving the exchange rate-stock return nexus and compares develo...
This paper examines the changing correlations between the equity returns of Australia and the emergi...
This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries,...
During the last decades, the financial markets volatility concept attracted the attention of the the...
This paper examines the correlation across a number of international stock market indices. As correl...
We investigate the transmission of financial turbulence across domestic markets by analyzing the res...
We consider impulse response functions to study the impact of both return and volatility on correlat...
We consider impulse response functions to study the impact of both return and volatility on the corr...
This paper investigates the dynamics of international stock return correlations between the U.S., th...
We investigate the international information transmission between the U.S. ant the rest of the G-7 c...
The objective of this study was to investigate the relationship between correlations of global equit...
I show that volatility indices are more volatile than equity indices, and correlation is higher duri...
With the globalization and liberalization of international trade and finance, the interaction betwee...
We investigate the international information transmission between the U.S. and the rest of the G-7 c...
We investigate the international information transmission between the US and the rest of the G-7 cou...
This paper investigates the factors driving the exchange rate-stock return nexus and compares develo...
This paper examines the changing correlations between the equity returns of Australia and the emergi...
This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries,...
During the last decades, the financial markets volatility concept attracted the attention of the the...
This paper examines the correlation across a number of international stock market indices. As correl...
We investigate the transmission of financial turbulence across domestic markets by analyzing the res...
Add to ORKG