Equity Index
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-319-69909-7_912-2
Reference16 articles.
1. Bartram, S. M., & Wang, Y.-H. (2005). Another look at the relationship between cross-market correlation and volatility. Finance Research Letters, 2(2), 75–88.
2. Beck, T., & Levine, R. (2004). Stock markets, banks, and growth: Panel evidence. Journal of Banking and Finance, 28(3), 423–442.
3. Beltratti, A., & Morana, C. (2006). Breaks and persistency: Macroeconomic causes of stock market volatility. Journal of Econometrics, 131, 151–177.
4. Caporale, G. M., Cipollini, A., & Spagnolo, N. (2005). Testing for contagion: A conditional correlation analysis. Journal of Empirical Finance, 12(3), 476–489.
5. Chen, A., Leung, M. T., & Daouk, H. (2003). Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan stock index. Computers and Operations Research, 30, 901–923.
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