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：
RUSSIAN AND EAST EUROPEAN FINANCE AND TRADE | 2001年 / 37卷 / 05期
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
  • [31] Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
    Gupta, Rakesh
    Guidi, Francesco
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2012, 21 : 10 - 22
  • [32] Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis
    Aloui, Chaker
    Hkiri, Besma
    ECONOMIC MODELLING, 2014, 36 : 421 - 431
  • [33] Data mining investigation of co-movements on the Taiwan and China stock markets for future investment portfolio
    Liao, Shu-Hsien
    Chou, Shan-Yuan
    EXPERT SYSTEMS WITH APPLICATIONS, 2013, 40 (05) : 1542 - 1554
  • [34] Co-movements of international equity markets: a large-scale factor model approach
    Caicedo-Llano, Juliana
    Bruneau, Catherine
    ECONOMICS BULLETIN, 2009, 29 (02):
  • [35] Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries
    Grabowski, Wojciech
    SUSTAINABILITY, 2019, 11 (22)
  • [36] STOCK MARKET CO-MOVEMENTS IN CENTRAL AND EASTERN EUROPE
    Baumoehl, Eduard
    Lyocsa, Stefan
    8TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, 2014, : 84 - 93
  • [37] Stock Market Co-movements in RCEP Participating Countries
    Zhang, Wenwen
    ECONOMICS BULLETIN, 2022, 42 (02):
  • [38] High frequency volatility co-movements in cryptocurrency markets
    Katsiampa, Paraskevi
    Corbet, Shaen
    Lucey, Brian
    JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2019, 62 : 35 - 52
  • [39] A wavelet analysis of co-movements in Asian gold markets
    Das, Debojyoti
    Kannadhasan, M.
    Al-Yahyaee, Khamis Hamed
    Yoon, Seong-Min
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 492 : 192 - 206
  • [40] Co-movements in commodity markets and implications in diversification benefits
    Cai, Xiao Jing
    Fang, Zheng
    Chang, Youngho
    Tian, Shuairu
    Hamori, Shigeyuki
    EMPIRICAL ECONOMICS, 2020, 58 (02) : 393 - 425
12345