Stocks, bonds, money markets and exchange rates: measuring international financial transmission
Top Cited Papers
- 30 March 2010
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 26 (6) , 948-974
- https://doi.org/10.1002/jae.1173
Abstract
No abstract availableAll Related Versions
This publication has 42 references indexed in Scilit:
- International Stock Return ComovementsThe Journal of Finance, 2009
- Forecasting euro area variables with German pre-EMU dataJournal of Forecasting, 2008
- Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form ApproachSSRN Electronic Journal, 2008
- Asset Prices and Exchange RatesThe Review of Financial Studies, 2007
- What Explains the Stock Market's Reaction to Federal Reserve Policy?The Journal of Finance, 2005
- Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign ExchangeAmerican Economic Review, 2003
- Macroeconomic FactorsDoInfluence Aggregate Stock ReturnsThe Review of Financial Studies, 2002
- Another look at the role of the industrial structure of markets for international diversification strategiesPublished by Elsevier ,1998
- Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and VolatilityThe Review of Financial Studies, 1994
- What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset ReturnsThe Journal of Finance, 1993