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Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis by Suk-Joong Kim, Fariborz Moshirian, Eliza Wu :: SSRN

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Financial Markets and Policies in East Asia - Gordon De Brouwer - Google Livres

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Stock market integration and macroeconomic fundamentals: an empirical analysis,

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Stock market integration and macroeconomic fundamentals: an empirical analysis, Applied Financial Economics: Vol 10, No 3

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Stock market integration and macroeconomic fundamentals: Get this article online. Check availability in your Library: More information on this document Document information Table of contents Similar documents. Table of contents — Volume 10 Show all volumes and issues 1 Some international evidence on stock prices as leading indicators of economic activity. The impact of monetary policy and banks' balance sheets: The impact of corporate growth opportunities on the market response to new equity announcements.

Does the behaviour of the asset tell us anything about the option price formula?

Interdependence between the US and major European equity markets: What will be the risk-free rate and benchmark yield curve following European monetary union?

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Short positions, size effect, and the liquidity hypothesis: Parallel exchange market as a transition mechanism for foreign exchange reform: The relationship between short-term and forward interest rates: Wealth effects of financial internationalization: Wealth and liquidity effects of stock delistings: Do financial markets and the Maastricht Treaty discipline governments?

Price discovery in strategically-linked markets: Day of the week effect in emerging Asian stock markets: Time varying term premia and risk: Testing the risk premium and cost-of-carry hypotheses for currency futures contracts.

The relative impacts of Japanese and US interest rates on local interest rates in Australia and Singapore: Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market. Exchange controls and the transmission of equity market volatility: Effects of index option introduction on stock index volatility: Black and official exchange rates in the Pacific Basin: Asymmetries in the conditional mean and conditional variance in the exchange rate: More on the credit channel of monetary policy transmission: The pound sterling and the franc Poincare in the s: Security price anomalies in an emerging market: Trading rules and stock returns: Productivity growth, market structure, and technological change: Index option market activity and cash market volatility under different market conditions: The information content of corporate domicile relocation announcements: An empirical examination of the value relevance of consolidated earnings figures under a cost of acquisition regime.

On the information content of futures market and professional forecasts of interest rates. Exchange-rate uncertainty and dollarization: TIB Journal Articles