This paper aims to explore links between the Indian stock market and three developed Asian
markets (ie Hong Kong, Japan and Singapore) using cointegration methodologies in order …

We find conditional real estate‐stock correlations at the local, regional and global levels are
time varying and asymmetric in some cases for our sample of eight Asian securitized real …

Direct investment in commercial or residential real estate is found to provide valuable
diversification benefits for Australian investors though this is not so evident for indirect real …

This study investigates the implications of terrorism activities and fear on the dynamic
conditional correlations (DCC) between eight OECD stock markets over time (2001–2014) …

Stock market integration between developing and emerging markets has numerous benefits
for creating a global-yet stable-world economy. It increases competition and the efficiency of …

The aim of this study is to investigate the relationships between the stock exchange, gold,
and foreign exchange returns in Turkey. The monthly data of the Istanbul Stock Exchange …

This paper investigates stock market interdependencies between Sri Lanka and selected
economies in the context of its long civil war using the Dynamic Conditional Correlation …

It is well understood that a handful of countries such as members of G7 and G20 influence
the direction of the trade policy of nations across the world. Such influence places significant …

During the last decades, the financial markets volatility concept attracted the attention of the
theorists and the experts in the field of finance, especially for the internationally diversified …

In this paper, we examine the return and volatility spillovers, together with the trend
spillovers on the sectoral equity returns for Australian and New Zealand markets. We find …