86th International Atlantic Economic Conference

October 11 - 14, 2018 | New York, USA

157 INTERNATIONAL FINANCIAL MARKETS

Friday, 12 October 2018: 2:00 PM-4:00 PM
Chair:
Cathy Ning, Ryerson University—Canada
Value of information: Impact of European Union banks' stress tests on stock markets
Maria Rosa Borges, University of Lisbon—Portugal; José Zorro Mendes, Lisbon School of Economics and Management—Portugal; André Pereira, Lisbon School of Economics and Management—Portugal
Are equity risk factors leading indicators for economic growth?
George Artikis, University of Piraeus—Greece; Panagiotis G. Artikis, University of Piraeus—Greece
Is the inter- and intra- continental diversification potential disappearing? A vine copula approach
Cathy Ning, Ryerson University—Canada
Use of implied volatility index to study spillovers between oil and stock market prices with structural breaks
Zhenhua Liu, School of Management—China; Hui-Kuan Tseng, University of North Carolina at Charlotte—USA; Tao Lv, China University of Mining and Technology—China; Jy S. Wu, University of North Carolina at Charlotte—USA
Discussants:
Hui-Kuan Tseng, University of North Carolina at Charlotte—USA ; Maria Rosa Borges, University of Lisbon—Portugal ; George Artikis, University of Piraeus—Greece and Cathy Ning, Ryerson University—Canada
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