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ArticleLocal and global price memory of international stock markets

Johan Anders Knif1999

Article1999

Local and global price memory of international stock markets

Johan Anders Knif · Seppo Pynnönen

49 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1989International Transmission of Stock Market Movements 1992Common stochastic trends in international stock markets 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market 1995A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada 1994Hourly volatility spillovers between international equity markets 1993Common Volatility in International Equity Markets

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Year1999

Typearticle

Published1999-04-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations49

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s1042-4431(99)00003-7

openalex_workW2073496398

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Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets

2003The interrelatedness of global equity markets, money markets, and foreign exchange markets