✦ LIBER ✦

Volume and skewness in international equity markets

✍ Scribed by Elaine Hutson; Colm Kearney; Margaret Lynch

Book ID: 116615116
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 215 KB
Volume: 32
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2007.10.011

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

International equity markets and trade p

International equity markets and trade policy

✍ Sanghack Lee 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 645 KB

Shock-dependent conditional skewness in

Shock-dependent conditional skewness in international aggregate stock markets

✍ Jing-yi Lai 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 966 KB

Switching volatility in private internat

Switching volatility in private international equity markets

✍ Raul Susmel 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 328 KB 👁 2 views

This paper analyzes the behavior of time-varying volatility when structural changes are allowed in international stock markets. A model developed by Autoregressive conditional heteroskedasticity and changes in regime. Journal of Econometrics 64: 307 -333], the switching autoregresive conditional he

Extreme Correlation of International Equ

Extreme Correlation of International Equity Markets

✍ François Longin and Bruno Solnik 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 540 KB

International accounting harmonization a

International accounting harmonization and global equity markets

✍ Mary E. Barth; Greg Clinch; Toshi Shibano 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 367 KB

Global private information in internatio

Global private information in international equity markets

✍ Rui Albuquerque; Gregory H. Bauer; Martin Schneider 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 547 KB