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Applied Financial Economics Volume 14, 2004 - Issue 3
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Original Articles

European stock market dependencies when price changes are unusually large

Sebastian Schich OECD, 2, rue André Pascal, 75116 Paris, France E-mail: [email protected]
Pages 165-177 | Published online: 21 Aug 2006

Citations (6)

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José Luis Miralles-Quirós, María del Mar Miralles-Quirós & Luis Miguel Valente Gonçalves. (2019) The Profitability of Moving Average Rules: Smaller Is Better in the Brazilian Stock Market. Emerging Markets Finance and Trade 55:1, pages 150-167.
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Articles from other publishers (5)

Nuh YURDUSEVEN & Ahmet Anıl MÜNGEN. (2022) Finansal Zaman Serilerini Tahminlemede Kullanılan Yöntemlere Genel Bir BakışA General Review of the Methods Used Financial Time Series Forecasting. Bilecik Şeyh Edebali Üniversitesi Fen Bilimleri Dergisi 9:1, pages 653-671.
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Marco Corazza, A. G. Malliaris & Elisa Scalco. (2009) Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications. Computational Economics 35:1, pages 1-23.
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Robert Johnson & Luc Soenen. (2009) European Economic Integration and Stock Market Co‐Movement with Germany. Multinational Business Review 17:3, pages 205-228.
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Abhay Kumar Singh, David E. Allen & Robert J. Powell. (2012) Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory. SSRN Electronic Journal.
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A. G. (Tassos) Malliaris, Marco Corazza & Elisa Scalco. (2006) Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests. SSRN Electronic Journal.
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