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Time-varying synchronization of European stock markets
Empirical Economics
◽
10.1007/s00181-010-0341-3
◽
2010
◽
Vol 40
(2)
◽
pp. 393-407
◽
Cited By ~ 42
Author(s):
Balázs Égert
◽
Evžen Kočenda
Keyword(s):
Stock Markets
◽
Time Varying
◽
European Stock Markets
Download Full-text
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Journal of Empirical Finance
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10.1016/j.jempfin.2020.07.004
◽
2020
◽
Vol 58
◽
pp. 369-385
Author(s):
Hyunchul Lee
◽
Heeho Kim
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Time-Varying Risk Premiums and Conditional Global Market Risk in Ten European Stock Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1372187
◽
2009
◽
Author(s):
Jyri Kinnunen
◽
Mika Vaihekoski
Keyword(s):
Stock Markets
◽
Market Risk
◽
Global Market
◽
Time Varying
◽
Risk Premiums
◽
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Time-varying extreme value dependence with application to leading European stock markets
The Annals of Applied Statistics
◽
10.1214/17-aoas1089
◽
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◽
Vol 12
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◽
pp. 283-309
◽
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◽
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◽
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Stock Markets
◽
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◽
Time Varying
◽
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Time-Varying Comovements in Developed and European Stock Markets: Evidence from Intraday Data
SSRN Electronic Journal
◽
10.2139/ssrn.988166
◽
2007
◽
Cited By ~ 2
Author(s):
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◽
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Keyword(s):
Stock Markets
◽
Time Varying
◽
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◽
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The performance of the European stock markets: a time-varying Sharpe ratio approach
European Journal of Finance
◽
10.1080/1351847x.2010.495479
◽
2010
◽
Vol 16
(7)
◽
pp. 727-741
◽
Cited By ~ 1
Author(s):
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Keyword(s):
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◽
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◽
Time Varying
◽
Ratio Approach
◽
European Stock Markets
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Intraday patterns in time-varying correlations among Central European stock markets
Managerial Economics
◽
10.7494/manage.2016.17.1.149
◽
2016
◽
Vol 17
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pp. 149
Author(s):
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Keyword(s):
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Time Varying
◽
Central European
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Does New York Stock Exchange Appreciate IFRS More than European Stock Markets? Evidences from Cross Listed Companies
SSRN Electronic Journal
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10.2139/ssrn.2016688
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Keyword(s):
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◽
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◽
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◽
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Time-Varying Higher Moment - Evidence from Vietnamese Stock Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2856675
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2016
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Author(s):
Trung Le
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Time Varying
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Volatility Spillovers Across European Stock Markets Around the Brexit Referendum
SSRN Electronic Journal
◽
10.2139/ssrn.2882754
◽
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◽
Author(s):
Hong Li
◽
Thanaset Chevapatrakul
Keyword(s):
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◽
Volatility Spillovers
◽
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Pricing Initial Public Offerings on 'New' European Stock Markets
SSRN Electronic Journal
◽
10.2139/ssrn.314275
◽
2002
◽
Cited By ~ 9
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◽
Peter G. J. Roosenboom
Keyword(s):
Initial Public Offerings
◽
Stock Markets
◽
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◽
European Stock Markets
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