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The international transmission of asset price volatility
5 references·4 citing·37 second hop
The international transmission of asset price volatility (1988)The international transmission of asset p…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…How Integrated are World Capital Markets? Some New Tests (1986)How Integrated are World Capi…Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Domestic Saving and Internati…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…International Financial Transactions and Business Cycles (1962)International Financial Trans…Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach (2015)Linkages Between the US and E…Are socially responsible investment markets worldwide integrated? (2010)Are socially responsible inve…The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets (1994)The relationship between dail…An empirical investigation of convergence among European equity markets (1994)An empirical investigation of…The Monetary Dynamics of International Adjustment under Fixed and Flexible Exchange Rates (1960)The Current Account and Macroeconomic Adjustment in the 1970s (1981)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)International Capital Mobility: What Do Saving-Investment Correlations Tell Us? (1987)Savings, investment and international capital flows (1991)Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Forward and spot exchange rates (1984)Consumption and Liquidity Constraints: An Empirical Investigation (1989)The Integration of World Capital Markets (1993)Saving-investment correlations and capital mobility: The experience of developing countries (1997)Capital mobility in the world economy: an alternative test (1998)The equity premium: A puzzle (1985)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Trends and random walks in macroeconomic time series (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk (1996)Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets (1998)Co-movements and contagion between international stock index futures markets (2016)Macroeconomics and Reality (1980)A RESOURCE-BASED PERSPECTIVE ON CORPORATE ENVIRONMENTAL PERFORMANCE AND PROFITABILITY. (1997)Corporate Social and Financial Performance: A Meta-Analysis (2003)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)On the linkages between Africa’s emerging equity markets and global markets: Evidence from fractional integration and cointegration (2018)Financial stress spillover across Asian Countries (2020)Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis (2021)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Competition and Financial Stability (2004)Market integration and market efficiency: The case of 19th century Italy (2006)When did European markets integrate? (2010)Cross of Euros (2013)
this work references cited by second hop

References

  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1982Domestic Saving and International Capital Movements in the Long Run and the Short Run394 cited
  • 1986How Integrated are World Capital Markets? Some New Tests92 cited
  • 1962International Financial Transactions and Business Cycles84 cited

Cited by

  • 2015Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach29 cited
  • 1994The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets28 cited
  • 2010Are socially responsible investment markets worldwide integrated?25 cited
  • 1994An empirical investigation of convergence among European equity markets20 cited

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