CO-MOVEMENTS IN INTERNATIONAL EQUITY MARKETS
Author:
Affiliation:
1. International Monetary Fund
2. Indiana University-Purdue University Indianapolis
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1997.tb00251.x/fullpdf
Reference13 articles.
1. Optimal tests when a nuisance parameter is present only under the alternative,;Andrews;Econometrica,1994
2. ARCH modeling in finance: A review of the theory and empirical evidence,;Bollerslev;Journal of Econometrics,1992
3. A capital asset pricing model with time-varying covariances,;Bollerslev;Journal of Political Economy,1988
4. Asymmetric predictability of conditional variances,;Conrad;Review of Financial Studies,1991
5. Multivariate simultaneous generalized ARCH,;Engle;Econometric Theory,1995
Cited by 42 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. Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic;International Journal of Emerging Markets;2023-04-03
2. Hunting High and Low: Visualising Shifting Correlations in Financial Markets;Computer Graphics Forum;2018-06
3. Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model;Cogent Economics & Finance;2017-01-01
4. Stock and currency market linkages: New evidence from realized spillovers in higher moments;International Review of Economics & Finance;2016-03
5. Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis;Global Finance Journal;2015-10
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