Time-Varying Comovements in Developed and European Stock Markets: Evidence from Intraday Data

SSRN Electronic Journal ◽

10.2139/ssrn.988166 ◽

2007 ◽

Author(s):

Balázs Égert ◽

Evzen Kocenda

Keyword(s):

Stock Markets ◽

Time Varying ◽

Intraday Data ◽

European Stock Markets

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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 ◽

Author(s):

Balázs Égert ◽

Evžen Kočenda

Keyword(s):

Stock Markets ◽

Time Varying ◽

European Stock Markets

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Time varying integration of European stock markets and monetary drivers

Journal of Empirical Finance ◽

10.1016/j.jempfin.2020.07.004 ◽

2020 ◽

Vol 58 ◽

pp. 369-385

Author(s):

Hyunchul Lee ◽

Heeho Kim

Keyword(s):

Stock Markets ◽

Time Varying ◽

European Stock Markets

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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 ◽

European Stock Markets

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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 ◽

2018 ◽

Vol 12 (1) ◽

pp. 283-309 ◽

Author(s):

Daniela Castro-Camilo ◽

Miguel de Carvalho ◽

Jennifer Wadsworth

Keyword(s):

Stock Markets ◽

Extreme Value ◽

Time Varying ◽

European Stock Markets

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Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data

SSRN Electronic Journal ◽

10.2139/ssrn.904376 ◽

2005 ◽

Author(s):

Balázs Égert ◽

Evzen Kocenda

Keyword(s):

Stock Markets ◽

Eastern European ◽

Intraday Data ◽

European Stock Markets

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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 ◽

Author(s):

José Soares da Fonseca

Keyword(s):

Stock Markets ◽

Sharpe Ratio ◽

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 (1) ◽

pp. 149

Author(s):

Tomasz Wójtowicz

Keyword(s):

Stock Markets ◽

Time Varying ◽

Central European ◽

European Stock Markets ◽

Intraday Patterns

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Interdependence between Eastern and Western European stock markets: Evidence from intraday data

Economic Systems ◽

10.1016/j.ecosys.2006.12.004 ◽

2007 ◽

Vol 31 (2) ◽

pp. 184-203 ◽

Author(s):

Balázs Égert ◽

Evžen Kočenda

Keyword(s):

Stock Markets ◽

Intraday Data ◽

Western European ◽

European Stock Markets

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Does New York Stock Exchange Appreciate IFRS More than European Stock Markets? Evidences from Cross Listed Companies

SSRN Electronic Journal ◽

10.2139/ssrn.2016688 ◽

2012 ◽

Author(s):

Maurizio Ricciardi

Keyword(s):

New York ◽

Stock Markets ◽

Stock Exchange ◽

Listed Companies ◽

New York Stock Exchange ◽

York Stock Exchange ◽

European Stock Markets

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Time-Varying Higher Moment - Evidence from Vietnamese Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2856675 ◽

2016 ◽

Author(s):

Trung Le

Keyword(s):

Stock Markets ◽

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