1. Connectedness and Shock Propagation in South African Equity Sectors during Extreme Market Conditions. (2024). Doorasamy, Mishelle ; Obalade, Adefemi A ; Lawrence, Babatunde S.
   In: JRFM.
   RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:441-:d:1490026.

   Full description at Econpapers || Download paper

2. Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

   Full description at Econpapers || Download paper

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. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

   Full description at Econpapers || Download paper

4. Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

   Full description at Econpapers || Download paper

5. Time‐frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201.

   Full description at Econpapers || Download paper

6. Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

   Full description at Econpapers || Download paper

7. Cross-market information transmission and stock market volatility prediction. (2023). Chen, Zan ; Wang, Yide ; Ji, Xiaodong.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001006.

   Full description at Econpapers || Download paper

8. When winter is over, its cold remains: Early-life famine experience breeds risk aversion. (2023). Hu, Xinyan ; Chen, Xiangpo ; Xu, Jinhai.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001013.

   Full description at Econpapers || Download paper

9. What threatens stock markets more - The coronavirus or the hype around it?. (2022). Zykov, Alexander ; Okhrin, Ostap ; Dzhuraeva, Zarnigor ; Egorova, Julia ; Nepp, Alexander.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:78:y:2022:i:c:p:519-539.

   Full description at Econpapers || Download paper

10. Words matter: Market responses to changes in U.S. and Chinese trade-related internet search frequency under different U.S. administrations. (2022). Mauck, Nathan ; Zhang, Wenjia ; Pruitt, Stephen.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000448.

    Full description at Econpapers || Download paper

11. Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462.

    Full description at Econpapers || Download paper

12. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

    Full description at Econpapers || Download paper

13. How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. (2021). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Adekoya, Oluwasegun ; Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:109829.

    Full description at Econpapers || Download paper

14. Harnessing the decomposed realized measures for volatility forecasting: Evidence from the US stock market. (2021). Wahab, M. I. M., ; Wang, Jiqian ; Ding, Hui ; Ma, Feng ; Lu, Botao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:672-689.

    Full description at Econpapers || Download paper

15. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang ; Xu, Danyang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

    Full description at Econpapers || Download paper

16. Centrality-based measures of financial institutions’ systemic importance: A tail dependence network view. (2021). Huang, Wei-Qiang ; Wang, Dan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307081.

    Full description at Econpapers || Download paper

17. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreola Hernandez, Jose ; Ahmad, Wasim ; Saini, Seema ; Mishra, Ritesh Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

    Full description at Econpapers || Download paper

18. Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). Arreola Hernandez, Jose ; Kang, Sang Hoon ; McIver, Ronald ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001833.

    Full description at Econpapers || Download paper

19. Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Nor, Safwan Mohd ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:11:p:1904-:d:438200.

    Full description at Econpapers || Download paper

20. Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x.

    Full description at Econpapers || Download paper

21. Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

    Full description at Econpapers || Download paper

22. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Newaz, Mohammad Khaleq ; Park, Jin Suk.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

    Full description at Econpapers || Download paper

23. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Kang, Sang Hoon ; Maitra, Debasish.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

    Full description at Econpapers || Download paper

24. How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli ; Scarcioffolo, Alexandre Ribeiro.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:15:y:2019:i:c:1.

    Full description at Econpapers || Download paper

25. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

    Full description at Econpapers || Download paper

26. Industry Herding, Spillover Index and Investment Strategy. (2018). Lee, Yen-Hsien ; Pai, Tung-Yueh.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:8:y:2018:i:6:f:8_6_6.

    Full description at Econpapers || Download paper

27. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Wang, Gang-Jin ; Xu, Zishuang ; Yi, Shuyue.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

    Full description at Econpapers || Download paper

28. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

    Full description at Econpapers || Download paper

29. Effect of investor fear on Australian financial markets. (2017). Smales, Lee.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:24:y:2017:i:16:p:1148-1153.

    Full description at Econpapers || Download paper

30. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201704.

    Full description at Econpapers || Download paper

31. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201703.

    Full description at Econpapers || Download paper

32. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ferrer, Roman ; Ballester, Laura.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

    Full description at Econpapers || Download paper

33. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0023.

    Full description at Econpapers || Download paper

34. Volatility transmission between stock and exchange-rate markets: A connectedness analysis. (2016). Sosvilla-Rivero, Simon ; Fernndez-Rodrguez, Fernando.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:58160.

    Full description at Econpapers || Download paper

35. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

    Full description at Econpapers || Download paper

36. Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

    Full description at Econpapers || Download paper

37. The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets. (2016). Ozturk, Serda Selin ; Akca, Kubra .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:1:p:169-178.

    Full description at Econpapers || Download paper

38. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201510.

    Full description at Econpapers || Download paper

39. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201508.

    Full description at Econpapers || Download paper

40. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

    Full description at Econpapers || Download paper

41. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
    RePEc:aee:wpaper:1503.

    Full description at Econpapers || Download paper

42. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
    RePEc:aee:wpaper:1502.

    Full description at Econpapers || Download paper

References contributed by pyi43-13060

1. Bekaert, G., & Harvey, C. R. (1995). Time‐varying world market integration. The Journal of Finance, 50(2), 403–444.

2. Bodurtha, J. N., Kim, D. -S., & Lee, C.M. C. (1995). Closed-end country funds and U.S. market sentiment. The Review of Financial Studies, 8, 879–917.

3. Caporale, G. M., Cipollini, A., & Spagnolo, N. (2005). Testing for contagion: A conditional correlation analysis. Journal of Empirical Finance, 12(3), 476–489.

4. Cooper, I., & Kaplanis, E. (1994). Home bias in equity portfolios, inflation hedging, and international capital market equilibrium. Review of Financial Studies, 7(1), 45–60.

5. Diebold, F. X., & Yilmaz, K. (2005). Volatility contagion, University of Pennsylvania and NBER and Tusiad-Koc. University economic research forum, working paper.

6. Diebold, F. X., & Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119(534), 158–171.

7. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66.

8. Dumas, B., Harvey, C. R., & Ruiz, P. (2003). Are correlations of stock returns justified by subsequent changes in national outputs? Journal of International Money and Finance, 22(6), 777–811.

9. Dungey,M., Fry, R., González-Hermosillo, B., &Martin, V. L. (2005). Empiricalmodelling of contagion: A review of methodologies. Quantitative Finance, 5(1), 9–24.

10. Erb, C. B., Harvey, C. R., & Viskanta, T. E. (1994). Forecasting international equity correlations. Financial Analysts Journal, 32–45 (November/December).
    Paper not yet in RePEc: Add citation now
    

11. Forbes, K. J., & Chinn, M. D. (2004). A decomposition of global linkages in financial markets over time. Review of Economics and Statistics, 86(3), 705–722.

12. Forbes, K. J., & Rigobon, R. (2002). No contagion, only interdependence: Measuring stock market comovements. The Journal of Finance, 57(5), 2223–2261.

13. French, K. R., & Poterba, J. M. (1991). Investor diversification and international equity markets. The American Economic Review, 81(2), 222–226.

14. Gaspar, R. M. (2012). Comment on ‘better to give than to receive’ by Francis X. Diebold and Kamil Yilmaz. International Journal of Forecasting, 28, 67–69.
    Paper not yet in RePEc: Add citation now
    

15. King, M. A., & Wadhwani, S. (1990). Transmission of volatility between stock markets. Review of Financial Studies, 3(1), 5–33.

16. Kizys, R., & Pierdzioch, C. (2006). Business-cycle fluctuations and international equity correlations. Global Finance Journal, 17(2), 252–270.

17. Koop, G., Pesaran, M. H., & Potter, S. M. (1996). Impulse response analysis in nonlinear multivariate models. Journal of Econometrics, 74(1), 119–147.

18. Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77–91.

19. Masson, Paul (1997), Monsoonal effects, spillovers, and contagion, Mimeogragh, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
    

20. Pesaran, H. H., & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1), 17–29.

21. Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regressions. Biometrika, 75, 335–346.
    Paper not yet in RePEc: Add citation now
    
22. Ragunathan, V., Faff, R. W., & Brooks, R. D. (1999). Correlations, business cycles and integration. Journal of International Financial Markets Institutions and Money, 9(1), 75–95.
    Paper not yet in RePEc: Add citation now
    

23. Reinhart, C. M., & Rogoff, K. S. (2008). Is the 2007 US subprime crisis so different? An international historical comparison. American Economic Review, 98(2), 339–344.

24. Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
    Paper not yet in RePEc: Add citation now
    

25. Strong, N., & Xu, X. (2003). Understanding the equity home bias: Evidence from survey data. Review of Economics and Statistics, 85(2), 307–312.

26. Tesar, L. L., & Werner, I. M. (1995). Home bias and high turnover. Journal of International Money and Finance, 14(4), 467–492.

27. Verma, R., & Ozuna, T. (2005). Are emerging equity markets responsive to cross-country macroeconomic movements?: Evidence from Latin America. Journal of International Financial Markets Institutions and Money, 15(1), 73–87.

28. Whaley, R. E. (2000). The investor fear gauge. The Journal of Portfolio Management, 26(3), 12–17.
    Paper not yet in RePEc: Add citation now
    

1. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Massa, Massimo ; Schumacher, David.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10465.

   Full description at Econpapers || Download paper

2. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:24:y:2013:i:c:p:1-24.

   Full description at Econpapers || Download paper

3. Theory and practice of corporate finance: Evidence and distinctive features in Latin America. (2012). Sarria-Allende, Virginia ; Preve, Lorenzo A. ; Maquieira, Carlos P..
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:13:y:2012:i:2:p:118-148.

   Full description at Econpapers || Download paper

4. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8746.

   Full description at Econpapers || Download paper

5. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17691.

   Full description at Econpapers || Download paper

6. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Rustaman, Vidhya ; Brennan, Myles ; Kobor, Adam.
   In: BIS Papers chapters.
   RePEc:bis:bisbpc:58-04.

   Full description at Econpapers || Download paper

7. Global Yield Curves and Sovereign Bond Market Integration. (2009). Xiaoneng, ZHU ; Rahman, Shahidur.
   In: Economic Growth Centre Working Paper Series.
   RePEc:nan:wpaper:0902.

   Full description at Econpapers || Download paper

8. International Diversification: A Copula Approach. (2009). de la Pena, Victor ; Chollete, Loran ; Lu, Ching-Chih.
   In: UiS Working Papers in Economics and Finance.
   RePEc:hhs:stavef:2009_027.

   Full description at Econpapers || Download paper

9. International Diversification: An Extreme Value Approach. (2009). de la Pena, Victor ; Chollete, Loran ; Lu, Ching-Chih.
   In: UiS Working Papers in Economics and Finance.
   RePEc:hhs:stavef:2009_026.

   Full description at Econpapers || Download paper

10. CHINAS FINANCIAL MARKET INTEGRATION WITH THE WORLD. (2009). Johansson, Anders.
    In: Working Paper Series.
    RePEc:hhs:hacerc:2009-010.

    Full description at Econpapers || Download paper

11. Testing for Convergence in Stock Markets: A Non-Linear Factor Approach. (2009). Caporale, Guglielmo Maria ; Kuzin, Vladimir ; Erdogan, Burcu .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2845.

    Full description at Econpapers || Download paper

12. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2545.

    Full description at Econpapers || Download paper

13. Stock market integration in the Latin American markets: further evidence from nonlinear modeling. (2009). Million, Nicolas ; JAWADI, Fredj ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Papers.
    RePEc:arx:papers:0905.3874.

    Full description at Econpapers || Download paper

14. North Africa Stock Markets: Analysis of Unit Root and Long Memory Process. (2009). Onour, Ibrahim.
    In: API-Working Paper Series.
    RePEc:api:apiwps:0906.

    Full description at Econpapers || Download paper

15. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2008). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2008-49.

    Full description at Econpapers || Download paper

16. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

    Full description at Econpapers || Download paper

17. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Kraussl, Roman ; Canto, Bea.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200625.

    Full description at Econpapers || Download paper

18. Convergence of European spot market prices for natural gas? A real-time analysis of market integration using the Kalman Filter. (2006). Siliverstovs, Boriss ; Neumann, Anne ; Hirschhausen, Christian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:11:p:727-732.

    Full description at Econpapers || Download paper

19. Comovements in International Stock Markets. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:3-2006.

    Full description at Econpapers || Download paper

20. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
    In: Working Papers.
    RePEc:ecl:upafin:06-6.

    Full description at Econpapers || Download paper

21. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Errunza, Vihang ; Carrieri, Francesca.
    In: Working Papers.
    RePEc:ecl:upafin:06-4.

    Full description at Econpapers || Download paper

22. Mean-Variance Convergence around the World. (2006). Lee, Jin Soo ; Eun, Cheol S..
    In: Working Papers.
    RePEc:ecl:upafin:06-1.

    Full description at Econpapers || Download paper

23. Financial Globalization, Governance, and the Evolution of the Home Bias. (2006). Warnock, Francis ; Stulz, René ; Kho, Bong-Chan .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-12.

    Full description at Econpapers || Download paper

24. Free trade agreements and equity market integration: the case of the US and Jordan. (2005). Maghyereh, Aktham ; Al-Zoubi, Haitham ; Al-Zuobi, Hiatham.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:14:p:995-1005.

    Full description at Econpapers || Download paper

25. International Capital Flows in a World of Greater Financial Integration. (2005). Hnatkovska, Viktoria ; Evans, Martin.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:419.

    Full description at Econpapers || Download paper

26. Capital Controls, Sudden Stops and Current Account Reversals. (2005). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11170.

    Full description at Econpapers || Download paper

27. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: Working Papers.
    RePEc:ecl:upafin:06-3.

    Full description at Econpapers || Download paper

28. European Union enlargement and equity markets in accession countries. (2005). Podpiera, Richard ; Dvorak, Tomas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005552.

    Full description at Econpapers || Download paper

29. Measuring market and inflation risk premia in France and in Germany. (2005). Guene, Stephane ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005436.

    Full description at Econpapers || Download paper

30. Banks� participation in the Eurosystem auctions and money market integration. (2005). Scalia, Antonio ; Bruno, Giuseppe ; Ordine, Ernesto Maurizio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_562_05.

    Full description at Econpapers || Download paper

31. International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects.. (2004). El Hedi, AROURI Mohamed .
    In: International Finance.
    RePEc:wpa:wuwpif:0410001.

    Full description at Econpapers || Download paper

32. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n1411004.

    Full description at Econpapers || Download paper

33. Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events.. (2004). lucey, brian ; Aggarwal, Raj ; O'Rourke, Kevin ; Muckley, Cal.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp019.

    Full description at Econpapers || Download paper

34. Privatization and Stock Market Liquidity. (2004). Schindele, Ibolya ; Nicodano, Giovanna ; de Jong, Frank ; Bortolotti, Bernardo.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0023.

    Full description at Econpapers || Download paper

35. Financial openness and growth: short-run gain, long-run pain?. (2004). Fratzscher, Marcel ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004348.

    Full description at Econpapers || Download paper

36. Cross-board listings, capital controls, and equity flows to emerging markets. (2003). Warnock, Francis ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:770.

    Full description at Econpapers || Download paper

37. Financial development and stock returns: A cross country analysis. (2002). Dellas, Harris ; Hess, Martin K..
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0218.

    Full description at Econpapers || Download paper

38. Expropriation Risk and Return in Global Equity Markets. (2002). Bansal, Ravi ; Dahlquist, Magnus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0008.

    Full description at Econpapers || Download paper

39. The Halloween Indicator, Sell in May and Go Away: Another Puzzle. (2002). Bouman, Sven ; Jacobsen, Ben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:5:p:1618-1635.

    Full description at Econpapers || Download paper

40. Does Financial Liberalization Spur Growth?. (2001). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8245.

    Full description at Econpapers || Download paper

41. Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time. (2000). Madhavan, Ananth ; Domowitz, Ian ; Glen, Jack.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2000-322.

    Full description at Econpapers || Download paper

42. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Working Papers.
    RePEc:ecl:upafin:00-2.

    Full description at Econpapers || Download paper

43. How Much Did Excess Debt Contribute to the 1997 Currency Crisis in Korea?. (1999). Qin, Duo.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp407.

    Full description at Econpapers || Download paper

44. Political Risk, Financial Crisis, and Market Volatility. (1999). Mei, Jianping.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-049.

    Full description at Econpapers || Download paper

45. Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel. (1998). Garcia, René.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:74:y:1998:i:3:p:467-484.

    Full description at Econpapers || Download paper

46. L’intégration des marchés émergents et la modélisation des rendements des actifs risqués. (1997). Boyer, Marcel ; Cherkaoui, Mouna ; Ghysels, Eric.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:73:y:1997:i:1:p:311-330.

    Full description at Econpapers || Download paper

47. Re-emerging Markets. (1997). Jorion, Philippe ; Goetzmann, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5906.

    Full description at Econpapers || Download paper

48. The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US. (1996). Karolyi, G. ; Stephen R. Foerster and, .
    In: Research in Financial Economics.
    RePEc:wop:ohsrfe:9606.

    Full description at Econpapers || Download paper

49. Conditional Asset Allocation in Emerging Markets. (1994). Harvey, Campbell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4623.

    Full description at Econpapers || Download paper

50. Predictable Risk and Returns in Emerging Markets. (1994). Harvey, Campbell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4621.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 13:37:31 || Missing content? Let us know