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Comovements Of Major International Equity Markets

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References

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1973Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan50 cited

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1991Evolution in dynamic linkages across daily national stock indexes286 cited
1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods37 cited
1999Stocks and currencies: are they related?36 cited
2010Investigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for Diversification26 cited
1998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets

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24 cited

2018Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk21 cited

1979An empirical analysis of the interrelationships among equity markets under changing exchange rate systems20 cited

1999The Transmission of Pricing Information of Dually‐Listed Stocks20 cited

2013The aftermath of the subprime crisis: a clustering analysis of world banking sector16 cited

1997A rolling test of granger causality between the Finnish and Japanese security markets16 cited

1985STOCK MARKET RECOGNITION OF MULTINATIONALITY OF A FIRM AND INTERNATIONAL EVENTS16 cited

1998Exchange rate in transition8 cited