The interdependence of five East Asian stock price indices is analysed on daily data from
July 8, 1990 to July 6, 2000 (n= 2739). A simple correlation analysis of the co-movement of …

This study examines the linkages of the two leading emerging markets ie Chinese and
Indian market with developed markets. Using daily data from January 2000 to December …

Data from eight major stock markets world-wide and five industries in each market are
analysed. The correlations of return indices between countries and industries are studied …

Terrorist incidents exert a negative, albeit usually short-lived, impact on markets and equity
returns. Given the integration of global financial markets, mega-terrorist events also have a …

This paper finds empirical support for a Taylor type interest rate determination rule. The
model is solved analytically, estimated and used for simulation, impulse response analyses …

Terrorist incidents exert a negative, albeit generally short-lived, impact on markets and
equity returns. Given the integration of global financial markets, mega-terrorist events also …

Purpose–The purpose of this paper is to examine whether the banking crisis in the USA and
Western Europe that began in August 2007 precipitated a change in the relationship …

This paper incorporates both mean returns and volatility effects in investigating relationships
between and among international equity markets. As proxies for world equity markets, the …

Using data from July 1997 to July 2007, we examine if the FTSE index is affected by the past
behavior of the DOW, DAX, NIKKEI, Hang Seng and Shanghai indices. We compare three …

A number of economic and financial studies have found that higher economic growth is
associated with, among other factors, financial sector development, increases in foreign …