This paper presents an analysis of EU peripheral (so-called PIIGS) stock market indices and
the S&P Europe 350 index (SPEURO), as a European benchmark market, over the pre-crisis …

The purpose of this paper is to assess the level of co-movements, contagion and rolling
correlation between the stock markets of the PIIGS and those of the UK and Germany. We …

How stock markets relate to each other is very important because this could have positive
effects (such as enhancing economic growth) but also negative effects (possible contagion …

The goal of this paper is to assess the influence of specific macro and market features on the
Greek economic crisis and to predict the future output of the Greek economy. Time series …

In this paper, we have investigated the impact of the global financial crisis on the
multihorizon nature of systematic risk and market risk using daily data of eight major …

Sažetak This study employed Enders and Siklos asymmetric co-integration frameworks,
including the momentum threshold autoregressive (M-TAR) and logistic smooth transition co …

The integration of international financial markets is a widely researched topic which has
drawn the focus of researchers worldwide. The purpose of the paper is to investigate the co …

The purpose of this paper is to test whether cointegration and causality relationships exists
among the Europrean Stock Markets come to be known as the PIIGS, an acronym for …

This study attempts to provide evidence of the relation between capital structure, stock crash-
risk and deferred taxation. Using a sample of banks domiciled in Eurozone countries and …

Purpose This study aims to investigate the impact of sentiment shocks based on US investor
sentiments, bearish and bullish market conditions. Earlier studies, though very few, only …