Forecasting integrated stock markets using international co-movements

被引:0
|
作者
Metin, K [1 ]
Muradoglu, G
机构
[1] Bilkent Univ, Dept Econ, Ankara, Turkey
[2] Univ Manchester, Sch Accounting, Manchester M13 9PL, Lancs, England
[3] Univ Manchester, Dept Finance, Manchester M13 9PL, Lancs, England
[4] Bilkent Univ, Fac Business Adm, Ankara, Turkey
来源
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:45 / 63
页数:19
相关论文
共 50 条
  • [21] Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock markets
    Zhaunerchyk, Katsiaryna
    Haghighi, Afshin
    Oliver, Barry
    PACIFIC-BASIN FINANCE JOURNAL, 2020, 61
  • [22] Co-movements and Correlations Across Asian Securitized Real Estate and Stock Markets
    Liow, Kim Hiang
    REAL ESTATE ECONOMICS, 2012, 40 (01) : 97 - 129
  • [23] Global power and Stock market co-movements: A study of G20 markets
    Gupta, Rakesh
    Haddad, Sama
    Selvanathan, E. A.
    GLOBAL FINANCE JOURNAL, 2024, 62
  • [24] Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
    Mobarek, Asma
    Muradoglu, Gulnur
    Mollah, Sabur
    Hou, Ai Jun
    JOURNAL OF FINANCIAL STABILITY, 2016, 24 : 1 - 11
  • [25] US economic policy uncertainty and co-movements between Chinese and US stock markets
    Li, Xiao-Ming
    Peng, Lu
    ECONOMIC MODELLING, 2017, 61 : 27 - 39
  • [26] Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
    Ignatieva, Katja
    Platen, Eckhard
    ASIA-PACIFIC FINANCIAL MARKETS, 2010, 17 (03) : 261 - 302
  • [27] Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets
    Canh Phut Nguyen
    Thai Vu Hong Nguyen
    Schinckus, Christophe
    FINANCE RESEARCH LETTERS, 2019, 28 : 137 - 147
  • [28] Technological proximity and co-movements of stock returns
    Fung, MK
    ECONOMICS LETTERS, 2003, 79 (01) : 131 - 136
  • [29] Price co-movements in decentralized financial markets
    Park, Seongwan
    Lee, Seungju
    Lee, Yunyoung
    Ko, Hyungjin
    Son, Bumho
    Lee, Jaewook
    Jang, Huisu
    APPLIED ECONOMICS LETTERS, 2023, 30 (21) : 3075 - 3082
  • [30] A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets
    Das, Debojyoti
    Bhowmik, Puja
    Jana, R. K.
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 502 : 379 - 393