-
1
-
-
84963133429
-
Global reaction of security prices to major US-induced surprises: an empirical investigation
-
Ajayi R., and Mehdian S. Global reaction of security prices to major US-induced surprises: an empirical investigation. Applied Financial Economics 5 (1995) 203-218
-
(1995)
Applied Financial Economics
, vol.5
, pp. 203-218
-
-
Ajayi, R.1
Mehdian, S.2
-
2
-
-
0038482583
-
The stock market and the macroeconomy: implications of the October 1987 crash
-
Kamphuis R.W., Kormendi R.C., and Watson J.W. (Eds), Dow Jones Irwin, Homewood, Illinois
-
Barro R. The stock market and the macroeconomy: implications of the October 1987 crash. In: Kamphuis R.W., Kormendi R.C., and Watson J.W. (Eds). Black Monday and the Future of Financial Markets (1989), Dow Jones Irwin, Homewood, Illinois
-
(1989)
Black Monday and the Future of Financial Markets
-
-
Barro, R.1
-
4
-
-
0002916401
-
Economic determinants of evolution in international stock market integration
-
Braker K., Docking D., and Koch P. Economic determinants of evolution in international stock market integration. Journal of Empirical Finance 6 (1999) 1-27
-
(1999)
Journal of Empirical Finance
, vol.6
, pp. 1-27
-
-
Braker, K.1
Docking, D.2
Koch, P.3
-
7
-
-
84977738382
-
Financial investment opportunities and the macroeconomy
-
Chen N. Financial investment opportunities and the macroeconomy. Journal of Finance 46 (1991) 529-554
-
(1991)
Journal of Finance
, vol.46
, pp. 529-554
-
-
Chen, N.1
-
8
-
-
0001120384
-
Correlations, trades and stock returns of the Pacific-Basin markets
-
Chen N., and Zhang F. Correlations, trades and stock returns of the Pacific-Basin markets. Pacific-Basin Finance Journal 5 (1997) 559-577
-
(1997)
Pacific-Basin Finance Journal
, vol.5
, pp. 559-577
-
-
Chen, N.1
Zhang, F.2
-
9
-
-
0000496978
-
Economic forces and the stock market
-
Chen N., Roll R., and Ross S. Economic forces and the stock market. Journal of Business 59 (1986) 383-403
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.1
Roll, R.2
Ross, S.3
-
10
-
-
34548287854
-
Dynamic correlation analysis of financial contagion: evidence from Asian markets
-
Chiang T., Jeon B., and Li H. Dynamic correlation analysis of financial contagion: evidence from Asian markets. Journal of International Money and Finance 26 (2007) 1206-1228
-
(2007)
Journal of International Money and Finance
, vol.26
, pp. 1206-1228
-
-
Chiang, T.1
Jeon, B.2
Li, H.3
-
12
-
-
22544487527
-
Empirical modeling of contagion: a review of methodology
-
Dungey M., Fry R., Gonzales-Hermosillo M., and Martin V. Empirical modeling of contagion: a review of methodology. Quantitative Finance 5 1 (2005) 9-24
-
(2005)
Quantitative Finance
, vol.5
, Issue.1
, pp. 9-24
-
-
Dungey, M.1
Fry, R.2
Gonzales-Hermosillo, M.3
Martin, V.4
-
13
-
-
77955268834
-
-
Australian National University
-
Dungey M., Fry R., Gonzales-Hermosillo M., and Martin V. Sampling properties of contagion tests, Working Paper (2005), Australian National University
-
(2005)
Sampling properties of contagion tests, Working Paper
-
-
Dungey, M.1
Fry, R.2
Gonzales-Hermosillo, M.3
Martin, V.4
-
15
-
-
33749009107
-
Stock returns, real returns, inflation, and money
-
Fama E. Stock returns, real returns, inflation, and money. American Economic Review 71 (1981) 545-565
-
(1981)
American Economic Review
, vol.71
, pp. 545-565
-
-
Fama, E.1
-
16
-
-
0001609111
-
Estimating the value of political connections
-
Fisman R. Estimating the value of political connections. American Economic Review 91 (2001) 1095-1102
-
(2001)
American Economic Review
, vol.91
, pp. 1095-1102
-
-
Fisman, R.1
-
17
-
-
0003350474
-
No contagion, only interdependence: measuring stock market comovements
-
Forbes K., and Rigobon R. No contagion, only interdependence: measuring stock market comovements. Journal of Finance 57 (2002) 2223-2261
-
(2002)
Journal of Finance
, vol.57
, pp. 2223-2261
-
-
Forbes, K.1
Rigobon, R.2
-
20
-
-
0000822996
-
Internationally diversified portfolios
-
Grubel H. Internationally diversified portfolios. American Economic Review 58 (1968) 1299-1314
-
(1968)
American Economic Review
, vol.58
, pp. 1299-1314
-
-
Grubel, H.1
-
21
-
-
84977341442
-
The relationship between equity indices on world exchanges
-
Hilliard J. The relationship between equity indices on world exchanges. Journal of Finance 34 (1979) 103-114
-
(1979)
Journal of Finance
, vol.34
, pp. 103-114
-
-
Hilliard, J.1
-
22
-
-
1642310479
-
Contagion in financial markets after September 11: myth or reality
-
Hon M., Strauss J., and Yong S.-K. Contagion in financial markets after September 11: myth or reality. Journal of Financial Research 27 (2004) 95-114
-
(2004)
Journal of Financial Research
, vol.27
, pp. 95-114
-
-
Hon, M.1
Strauss, J.2
Yong, S.-K.3
-
25
-
-
0037292733
-
Cronyism and capital controls: evidence from Malaysia
-
Johnson S., and Mitton T. Cronyism and capital controls: evidence from Malaysia. Journal of Financial Economics 67 (2003) 351-382
-
(2003)
Journal of Financial Economics
, vol.67
, pp. 351-382
-
-
Johnson, S.1
Mitton, T.2
-
27
-
-
0000867768
-
International diversification of investment portfolios
-
Levy H., and Sarnat M. International diversification of investment portfolios. American Economic Review 60 4 (1972) 668-675
-
(1972)
American Economic Review
, vol.60
, Issue.4
, pp. 668-675
-
-
Levy, H.1
Sarnat, M.2
-
28
-
-
0036094466
-
A cross-firm analysis of the impact of corporate governance on the East Asian financial crisis
-
Mitton T. A cross-firm analysis of the impact of corporate governance on the East Asian financial crisis. Journal of Financial Economics 64 (2002) 215-241
-
(2002)
Journal of Financial Economics
, vol.64
, pp. 215-241
-
-
Mitton, T.1
-
29
-
-
0038726990
-
The East Asian financial crisis: diagnosis, remedies and prospects
-
Radelet S., and Sachs J. The East Asian financial crisis: diagnosis, remedies and prospects. Brookings Papers on Economic Activity 1 (1998) 1-74
-
(1998)
Brookings Papers on Economic Activity
, vol.1
, pp. 1-74
-
-
Radelet, S.1
Sachs, J.2
-
31
-
-
0003147502
-
The international crash of October 1987
-
Roll R. The international crash of October 1987. Financial Analysts Journal 44 (1988) 19-35
-
(1988)
Financial Analysts Journal
, vol.44
, pp. 19-35
-
-
Roll, R.1
|