International stock market comovements: what happened during the financial crisis? [PDF]
We investigate the stock market comovements in Australia, Brazil, Canada, China, Germany, Hong Kong, Japan, Russia, South Africa, the UK, and the USA, both at the market and sectoral level in 2000-2010.
Horvath, Roman, Poldauf, Petr
core +1 more source
Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic. [PDF]
Nonlinear Dyn, 2023 Lu Y, Xiao D, Zheng Z.
europepmc +1 more source
The rise in comovement across national stock markets: market integration or IT bubble? [PDF]
, 2002 Robin Brooks, Marco Del Negro
openalex +2 more sources
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness. [PDF]
Test (Madr), 2022 Ascorbebeitia J, Ferreira E, Orbe S.
europepmc +1 more source
Crop price comovements during extreme market downturns [PDF]
, 2015 David M. Zimmer
openalex +1 more source
The transmission of US shocks to Latin America [PDF]
I study whether and how US shocks are transmitted to eight Latin American countries. US shocks are identified using sign restrictions and treated as exogenous with respect to Latin American economies.
Fabio Canova
core
Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies. [PDF]
PLoS One, 2021 Asafo-Adjei E +5 more
europepmc +1 more source
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models. [PDF]
Empirical techniques to assess market comovements are numerous from cointegration to dynamic conditional correlations. This paper uses the fractal properties of asset returns and presents estimations of Markov switching multifractal models [as MSM] to ...
Idier, J.
core
Local Governors’ Turnover and Firms’ Investment Comovement [PDF]
, 2020 Yin Zhang, Bingyu Guan Bingyu
openalex +1 more source