International correlations across stock markets and industries: trends and patterns 1988-2002
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DOI: 10.1080/09603100500447529
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- Paramati, Sudharshan Reddy & Gupta, Rakesh & Tandon, Kishore, 2016. "Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets," MPRA Paper 88512, University Library of Munich, Germany, revised Mar 2016.
- Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013. "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 119-144.
- Massimo Guidolin & Stuart Hyde, 2009.
"What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model,"
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- Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis.
- Zura Kakushadze & Willie Yu, 2017. "Open Source Fundamental Industry Classification," Data, MDPI, vol. 2(2), pages 1-77, June.
- Sekuła Paweł, 2019. "Causality Analysis Between Stock Market Indices," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(1), pages 74-93, March.
- Qing Xu & Xiao-Ming Li, 2009. "Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(4), pages 273-290.
- Araújo, Eurilton, 2009.
"Macroeconomic shocks and the co-movement of stock returns in Latin America,"
Emerging Markets Review, Elsevier, vol. 10(4), pages 331-344, December.
- Araújo, Eurilton, 2008. "Macroeconomic Shocks and the Co-movement of Stock Returns in Latin America," Insper Working Papers wpe_113, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Olasupo Olusi & Haikal Abdul-Majid, 2008. "Diversification prospects in Middle East and North Africa (MENA) equity markets: a synthesis and an update," Applied Financial Economics, Taylor & Francis Journals, vol. 18(18), pages 1451-1463.
- Zura Kakushadze & Willie Yu, 2017. "Open Source Fundamental Industry Classification," Papers 1706.04210, arXiv.org, revised Dec 2017.
- Marguerite Schneider & Lori Ryan, 2011. "A review of hedge funds and their investor activism: do they help or hurt other equity investors?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 15(3), pages 349-374, August.
- Martin Bohl & Pierre Siklos, 2008.
"Empirical evidence on feedback trading in mature and emerging stock markets,"
Applied Financial Economics, Taylor & Francis Journals, vol. 18(17), pages 1379-1389.
- Martin T. Bohl & Pierre Siklos, 2004. "Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets," Research Paper Series 137, Quantitative Finance Research Centre, University of Technology, Sydney.
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