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ArticleExplaining co-movements between stock markets: The case of US and Germany

Alessandra Bonfiglioli2005

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Articlegreen2005

Explaining co-movements between stock markets: The case of US and Germany

Alessandra Bonfiglioli · Carlo A. Favero

66 citations·0/0 files stored·Journal of International Money and Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1978Specification Tests in Econometrics 2012The Econometrics of Financial Markets 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2001Extreme Correlation of International Equity Markets 1995Is the correlation in international equity returns constant: 1960–1990?1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets

Cited by

2013Has there been any change in the comovement between the Chinese and US stock markets?2019Interindustry volatility spillover effects in China’s stock market 2020INVESTIGATING ABNORMAL VOLATILITY TRANSMISSION PATTERNS BETWEEN EMERGING AND DEVELOPED STOCK MARKETS: A CASE STUDY 2021Time-frequency information transmission among financial markets: evidence from implied volatility 2010News and correlations of CEEC-3 financial markets 2011

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Year2005

Typearticle

Published2005-11-03

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations66

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jimonfin.2005.08.016

openalex_workW1977009334

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