From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom-Reference-Cited by-同舟云学术

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From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Published:2021-03-19 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Gottschalk Sylvia¹^ORCID

Affiliation:

1. Accounting and Finance Department Middlesex University Business School London UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2567

Reference69 articles.

1. Are correlations constant? Empirical and theoretical results on popular correlation models in finance

2. Dynamic Conditional Correlation: On Properties and Estimation

3. Detecting multiple breaks in financial market volatility dynamics

4. Tests for breaks in the conditional co‐movements of asset returns;Andreou E.;Statistica Sinica,2003

5. Common volatility in the industrial structure of global capital markets

Cited by 1 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. News sentiment and international equity markets during BREXIT period: A textual and connectedness analysis;International Journal of Finance & Economics;2022-05-17

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