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ArticleCorrelation dynamics in European equity markets

Colm Kearney2005

Article2005

Correlation dynamics in European equity markets

Colm Kearney · Valerio Potì

79 citations·0/0 files stored·Research in International Business and Finance

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

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References

2002Dynamic Conditional Correlation 1993Measuring and Testing the Impact of News on Volatility 1980On estimating the expected return on the market 2001Extreme Correlation of International Equity Markets 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 2001The Geography of Investment: Informed Trading and Asset Prices 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1995Is the correlation in international equity returns constant: 1960–1990?

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2014Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market 2013Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets 2007Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area 2017Future directions in international financial integration research - A crowdsourced perspective 2009Time‐varying characteristics of cross‐market linkages with empirical application to Gulf stock markets

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Year2005

Typearticle

Published2005-07-21

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations79

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ribaf.2005.05.006

openalex_workW3122858087

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