Investigating volatility transmission across international equity markets using multivariate fractional models

2020 ◽  
Author(s):  
Foued Saâdaoui ◽  
Imen Ghadhab
Keyword(s):  
Equity Markets ◽  
International Equity Markets ◽  
Volatility Transmission ◽  
Fractional Models ◽  
International Equity

Global private information in international equity markets☆

2009 ◽  
Vol 94 (1) ◽  
pp. 18-46 ◽  
Author(s):  
Rui Albuquerque ◽  
Gregory H. Bauer ◽  
Martin Schneider
Keyword(s):  
Private Information ◽  
Equity Markets ◽  
International Equity Markets ◽  
International Equity

scholarly journals Cojumps and asset allocation in international equity markets

2019 ◽  
Vol 98 ◽  
pp. 1-22 ◽  
Author(s):  
Mohamed Arouri ◽  
Oussama M’saddek ◽  
Duc Khuong Nguyen ◽  
Kuntara Pukthuanthong
Keyword(s):  
Asset Allocation ◽  
Equity Markets ◽  
International Equity Markets ◽  
International Equity

scholarly journals Differences of Opinion and International Equity Markets

2011 ◽  
Author(s):  
Bernard Dumas ◽  
Karen Lewis ◽  
Emilio Osambela
Keyword(s):  
Equity Markets ◽  
International Equity Markets ◽  
Differences Of Opinion ◽  
International Equity

Subset of emerging equity markets performance in international equity markets at time of currency crises

2004 ◽  
Vol 30 (3) ◽  
pp. 28-50
Author(s):  
Abraham Mulugetta ◽  
Yuko Mulugetta ◽  
Fahri Unsal
Keyword(s):  
Currency Crises ◽  
Equity Markets ◽  
International Equity Markets ◽  
International Equity
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