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Citations for "Stock Market Cycles, Financial Liberalization and Volatility"

by Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia

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  1. Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010. "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, Elsevier, vol. 24(2), pages 113-122, June.
  2. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004, Society for Computational Economics 124, Society for Computational Economics.
  3. Chen, Shiu-Sheng, 2010. "Do higher oil prices push the stock market into bear territory?," Energy Economics, Elsevier, Elsevier, vol. 32(2), pages 490-495, March.
  4. Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc.
  5. Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014. "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers, Department of Research, Ipag Business School 2014-409, Department of Research, Ipag Business School.
  6. repec:ebl:ecbull:v:5:y:2006:i:7:p:1-12 is not listed on IDEAS
  7. Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2011. "Financial Cycles: What? How? When?," NBER International Seminar on Macroeconomics, University of Chicago Press, University of Chicago Press, vol. 7(1), pages 303 - 344.
  8. Ossama Mikhail, 2006. "Trading Business-Cycle Depth for Duration using an economy-specific characteristic," Economics Bulletin, AccessEcon, vol. 5(7), pages 1-12.
  9. Hatgioannides, John & Mesomeris, Spyros, 2007. "On the returns generating process and the profitability of trading rules in emerging capital markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(6), pages 948-973, October.
  10. Claessens, Stijn & Kose, Ayhan & Terrones, Marco E, 2011. "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8396, C.E.P.R. Discussion Papers.
  11. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 33(3), pages 233-252, October.
  12. Canela, Miguel Angel & Collazo, Eduardo Pedreira, 2007. "Portfolio selection with skewness in emerging market industries," Emerging Markets Review, Elsevier, Elsevier, vol. 8(3), pages 230-250, September.
  13. Popov, Alexander, 2011. "Output growth and fluctuation: the role of financial openness," Working Paper Series, European Central Bank 1368, European Central Bank.
  14. Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014. "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 40(C), pages 149-162.
  15. Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  16. Dias, José G. & Ramos, Sofia B., 2013. "A core–periphery framework in stock markets of the euro zone," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 320-329.
  17. Pagano, Michael S., 2008. "Credit, cronyism, and control: Evidence from the Americas," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(3), pages 387-410, April.
  18. Marco Terrones & M. Ayhan Kose & Stijn Claessens, 2011. "Financial Cycles," IMF Working Papers 11/76, International Monetary Fund.
  19. Yu, Ip-Wing & Fung, Kang-Por & Tam, Chi-Sang, 2010. "Assessing financial market integration in Asia - Equity markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(12), pages 2874-2885, December.
  20. Georgios Kouretas & Manolis Syllignakis, 2012. "Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 4(2), pages 65-93, June.
  21. repec:dgr:uvatin:2011002 is not listed on IDEAS
  22. Wang, Ping & Theobald, Mike, 2008. "Regime-switching volatility of six East Asian emerging markets," Research in International Business and Finance, Elsevier, Elsevier, vol. 22(3), pages 267-283, September.
  23. Bertrand Candelon, & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial cycles," Revue d'économie politique, Dalloz, Dalloz, vol. 122(6), pages 823-831.
  24. Srideep Ganguly & Roberto Benelli, 2007. "Financial Linkages Between the U.S. and Latin Amercia," IMF Working Papers 07/262, International Monetary Fund.
  25. Saumitra N. Bhaduri & S. Raja Sethu Durai, 2006. "Asymmetric beta in bull and bear market conditions: evidences from India," Applied Financial Economics Letters, Taylor and Francis Journals, Taylor and Francis Journals, vol. 2(1), pages 55-59, January.
  26. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," Finance Working Papers 22580, East Asian Bureau of Economic Research.
  27. Chen, Shiu-Sheng, 2011. "Lack of consumer confidence and stock returns," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(2), pages 225-236, March.
  28. Ossama Mikhail, 2004. "No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic," Macroeconomics, EconWPA 0402026, EconWPA.
  29. Diamandis, Panayiotis F., 2008. "Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets," Research in International Business and Finance, Elsevier, Elsevier, vol. 22(3), pages 362-377, September.
  30. Jansen, Dennis W. & Tsai, Chun-Li, 2010. "Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(5), pages 981-990, December.
  31. Alexander Erler & Christian Drescher & Damir Križanac, 2013. "The Fed’s TRAP," Journal of Economics and Finance, Springer, Springer, vol. 37(1), pages 136-149, January.
  32. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(6), pages 1022-1035, June.
  33. Ossama Mikhail, 2004. "Economic Freedom and The Business Cycle: The Egyptian Experience," Macroeconomics, EconWPA 0402002, EconWPA.
  34. Jeffrey A. Frankel & Shang-Jin Wei, 2004. "Managing Macroeconomic Crises," NBER Working Papers 10907, National Bureau of Economic Research, Inc.
  35. Cunado, Juncal & Gomez Biscarri, Javier & Perez de Gracia, Fernando, 2006. "Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization," Emerging Markets Review, Elsevier, Elsevier, vol. 7(3), pages 261-278, September.