Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010–2011

By Dajcman Silvo  

Applied Economics Letters, Vol. 19, Iss. 17, 2012-11 ,pp. : 1655-1662

Routledge Ltd

Access to resources Recommend Favorite

Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

By Chen C.W.S.   Chiang T.C.   So M.K.P.  

Journal of Economics and Business, Vol. 55, Iss. 5, 2003-09 ,pp. : 487-502

Elsevier

Access to resources Recommend Favorite

Integrated-GARCH and non-stationary variances: Evidence from European stock markets during the 1920s and 1930s

By Choudhry T.  

Economics Letters, Vol. 48, Iss. 1, 1995-04 ,pp. : 55-59

Elsevier

Access to resources Recommend Favorite

Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach

By  

INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol. 21, Iss. 2, 2016-04 ,pp. : 143-153

John Wiley & Sons Inc

Access to resources Recommend Favorite

Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect

By Miralles-Marcelo Jose Luis   Miralles-Quiros Jose Luis   Miralles-Quiros Maria del Mar  

Applied Economics, Vol. 42, Iss. 2, 2010-01 ,pp. : 223-235

Routledge Ltd

Access to resources Recommend Favorite