Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods

Published:2016-06 Issue: Volume:24 Page:1-11
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Mobarek Asma,Muradoglu Gulnur,Mollah Sabur,Hou Ai Jun

Funder

Jan Wallanders och Tom Hedelius Stiftelse, Handelsbanken, Sweden

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference60 articles.

1. Gravity and culture in foreign portfolio investment;Aggarwal;J. Banking Finance,2012

2. Foreign exchange market efficiency under recent crisis;Ahmed;J. Int. Money Finance,2011

3. A Wake-up Call: Information Contagion and Strategic Uncertainty;Ahnert,2013

4. Modelling volatility by variance decomposition;Amado;J. Econometrics,2013

5. The impact of sampling frequency and volatility estimators on change-point tests;Andreou;J. Financ. Econometrics,2004

Cited by 55 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. Tail risk network of Chinese green-related stocks market;Finance Research Letters;2024-09

2. The role of gold in terrorism: Risk aversion or financing source?;Resources Policy;2024-08

3. Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries;International Review of Financial Analysis;2024-07

4. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach;International Review of Economics & Finance;2024-06

5. Short- and long-run cross-border European sustainability interdependences;Annals of Operations Research;2024-01-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3