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  6. Xjenza, 2015, Volume 3, Issue 2
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/8328
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dc.contributor.authorEllul, Reuben-
dc.date.accessioned2016-02-22T14:31:58Z-
dc.date.available2016-02-22T14:31:58Z-
dc.date.issued2015-12-
dc.identifier.citationXjenza. 2015, Vol.3(2), p. 174-182en_GB
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/8328-
dc.description.abstractThe paper investigates the time-varying correlation between the Malta Stock Exchange (MSE) index, and five major international stock markets. An MGARCH-DCC approach is employed to measure the degree to which the MSE moves with other stock markets. Daily returns on these six stock exchange indices were computed and used to calculate dynamic conditional correlations (DCCs) between the markets. The results indicate that the local stock market appears not to be driven by the same forces that shape foreign stock markets, implying that local dynamics shape returns on the Exchange, rather than foreign events.en_GB
dc.language.isoenen_GB
dc.publisherMalta Chamber of Scientistsen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectInternational financeen_GB
dc.subjectBanks and bankingen_GB
dc.subjectStock price indexes -- Maltaen_GB
dc.subjectStock exchanges -- Maltaen_GB
dc.subjectMalta Stock Exchange (Valletta, Malta)en_GB
dc.titleAnalysing correlation between the MSE index and global stock marketsen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.identifier.doi10.7423/XJENZA.2015.2.09-
Appears in Collections:Xjenza, 2015, Volume 3, Issue 2
Xjenza, 2015, Volume 3, Issue 2

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