Search for Articles:
Title / Keyword
Author / Affiliation / Email
Journal
Article Type
 
 
Advanced Search
 
Section
Special Issue
Volume
Issue
Number
Page
 
2.8
Journals
JRFM
Special Issues
Comovement of International Financial Markets II
share announcement

Comovement of International Financial Markets II

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: closed (31 March 2023) | Viewed by 1399

Special Issue Editor

Prof. Dr. Charlotte Christiansen

E-Mail Website
Guest Editor
Department of Economics and Business Economics - CREATES, Aarhus University, 8210 Aarhus V, Denmark
Interests: empirical finance; asset pricing; international finance
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

This Special Issue focuses on the broad topic of “Comovement of International Financial Markets”, including novel research on the relationships between international financial markets. Contributions concerning all types of international financial markets, including international stocks, bonds, foreign exchange markets, and other financial markets, are encouraged.

We also welcome papers on theoretical financial economics models, financial econometrics, or empirical assets that expand our understanding of the co-movement and integration of international financial markets.

Prof. Dr. Charlotte Christiansen
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • comovement
  • integration
  • international financial markets
  • international stock markets
  • international bond markets
  • international finance
  • empirical asset pricing
  • financial econometrics

Published Papers (1 paper)

Order results
Result details
Show export options expand_more Show export options expand_less
Select all
Export citation of selected articles as:

Research

18 pages, 1566 KiB  
Article
Precious Metals Comovements in Turbulent Times: COVID-19 and the Ukrainian Conflict
by Antonis A. Michis
J. Risk Financial Manag. 2023, 16(5), 280; https://doi.org/10.3390/jrfm16050280 - 20 May 2023
Viewed by 1170
Abstract
We examined the evolution of cross-market linkages between four major precious metals and US stock returns, before (Phase I) and after (Phase II) the COVID-19 outbreak. Phase II was also extended to encompass the Ukrainian conflict, which prolonged the period of uncertainty in [...] Read more.
We examined the evolution of cross-market linkages between four major precious metals and US stock returns, before (Phase I) and after (Phase II) the COVID-19 outbreak. Phase II was also extended to encompass the Ukrainian conflict, which prolonged the period of uncertainty in financial markets. Due to the increase in volatility observed in Phase II, we used a heteroskedasticity-adjusted correlation coefficient to examine the evolution of correlation changes since the COVID-19 outbreak. We also propose a relevant dissimilarity measure in multidimensional scaling analysis that can be used for depicting associations between financial returns in turbulent times. Our results suggest that (i) the correlation levels of gold, silver, platinum, and palladium returns with US stock returns have not changed substantially since the COVID-19 outbreak, and (ii) all precious metal returns exhibit movements that are less synchronized with US stock returns, with palladium and gold being the least synchronized. Full article
(This article belongs to the Special Issue Comovement of International Financial Markets II)
►▼ Show Figures

Figure 1

Show export options expand_more Show export options expand_less
Select all
Export citation of selected articles as:
 
Displaying articles 1-1
Back to TopTop