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G15-1 4412 International Financial Markets

Friday, 5 April 2013: 2:00 PM-4:00 PM
Chair:
Emma M. Iglesias, University of A Coruña—Spain
Dissemination of Price Innovations between the Nordic-Baltic and Advanced Stock Markets
Richard Ajayi, University of Central Florida—USA; Seyed Mehdian, University of Michigan-Flint—USA; Ovidiu Stoica, Alexandru Ioan Cuza University of Iasi—Romania
Extreme movements of the main stocks and stock market indexes traded in the eurozone
Emma M. Iglesias, University of A Coruña—Spain
Linear and nonlinear comovement in Southeast Asian local currency bond markets
Takashi Matsuki, Osaka Gakuin University—Japan
The determinants of government yield spreads in the euro area
Nadia Linciano, CONSOB—Italy; Luca Giordano, CONSOB (Italian Financial Market Authority)—Italy; Paola Soccorso, CONSOB—Italy
Discussants:
Iuliana Matei, Scientific Institute of Economics and Management—France ; Engelbert J. Dockner, Vienna University of Economics and Business—Austria ; Richard Ajayi, University of Central Florida—USA and Luca Giordano, CONSOB (Italian Financial Market Authority)—Italy
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