Infulence of news from Moscow and New York on returns and risks of Baltic States’ stock markets-Reference-Cited by-同舟云学术

Infulence of news from Moscow and New York on returns and risks of Baltic States’ stock markets

Published:2011-03 Issue:1 Volume:11 Page:109-124
ISSN:1406-099X
Container-title:Baltic Journal of Economics
language:en
Short-container-title:Baltic Journal of Economics

Author:

Brännäs Kurt,Soultanaeva Albina

Publisher

Informa UK Limited

Subject

Political Science and International Relations,General Economics, Econometrics and Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/1406099X.2011.10840493

Reference8 articles.

1. Black F. 1976. Studies of Stock Price Volatility Changes. InProceedings of the Business & Economic Statistics Section.American Statistical Association; 177–181.

2. Brännäs K, Nordman N. 2003a. Conditional Skewness Modelling for Stock Returns.Applied Economics Letters10: 725–728.

3. Brännäs K, Nordman, N. 2003b. An Alternative Conditional Asymmetry Specification for Stock Returns.Applied Financial Economics13: 537–541.

4. Brännäs K, Ohlsson H. 1999. Asymmetric Time Series and Temporal Aggregation.Review of Economics and Statistics81: 341–344.

5. Hartmann P., Straetmans S., de Vries C.G. 2004. Asset market linkages in crisis periods.The Review of Economics and Statistics86: 313–326.

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Empirical Examination of the Dissemination of Equity Price Innovations Between the Emerging Markets of Nordic-Baltic States and Major Advanced Markets;Emerging Markets Finance and Trade;2018-02-13

2. Does Development Level of Stock Market Affect the Degree of Global and Regional Integration? Evidence from the Central and Eastern European Countries Stock Markets;Country Experiences in Economic Development, Management and Entrepreneurship;2016-11-11

3. Cross-Border Contagion Risk Transmission Through Stock Markets Channel: The Case of the Baltic Countries;Financial Environment and Business Development;2016-08-17

4. Transmission of Shocks through Stock Markets Channel: The Case of the CEECs;Procedia Economics and Finance;2016

5. An Empirical Investigation of the Baltic Stock Markets Global Integration;Procedia - Social and Behavioral Sciences;2015-12