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Time Varying Asian Stock Market Integration
Batten, Jonathan A. - 2013
We employ an asset pricing framework to show that over the last twenty years there has been an increasing degree of integration between Asian and international stock markets, but very little with Japan. This finding is generally consistent with prior studies and highlights the impact of...
Persistent link: https://www.econbiz.de/10013075848
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Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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Stock Market Integration in Asia : Global or Regional? Evidence from Industry Level Panel Convergence Tests
Caporale, Guglielmo Maria - 2017
This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …
Persistent link: https://www.econbiz.de/10012953892
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Global and Regional Financial Integration in Emerging Asia : Evidence from Stock Markets
Caporale, Guglielmo Maria - 2017
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post-2008 …
Persistent link: https://www.econbiz.de/10012954357
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Stock Market Integration in Asia : Global or Regional? Evidence from Industry Level Panel Convergence Tests
Caporale, Guglielmo Maria - 2017
This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …
Persistent link: https://www.econbiz.de/10012955893
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Global and Regional Financial Integration in Emerging Asia : Evidence from Stock Markets
Caporale, Guglielmo Maria - 2017
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post-2008 …
Persistent link: https://www.econbiz.de/10012955895
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Characterizing Co-Movements between Indian and Emerging Asian Equity Markets Through Wavelet Multi-Scale Analysis
M., Aasif - 2016
Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale...
Persistent link: https://www.econbiz.de/10013004332
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Stock Markets Integration : Examining Dynamic Linkages between Select Asian and US Markets
Siddiqui, Saif - 2015
In the background of globalization, economic assimilation and integration among countries and their financial markets is evident. The interdependency among major world stock markets has also increased. This paper examines the relationships between selected Asian and US stock markets. It covers...
Persistent link: https://www.econbiz.de/10013010789
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Regional and Inter-Regional Financial Integration : ASEM Equity Markets
Jaccob, Dina - 2014
The first Asia-Europe Meeting (ASEM) Summit in 1996 has provided the principal multilateral platform for interregional … in EU and Asia, and to investigate whether such integration has changed after the Asian financial crisis in 1997-99 and … of financial integration, and presents an empirical study on regional integration by testing ASEM EU and ASEM Asia …
Persistent link: https://www.econbiz.de/10013049408
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Put All the Eggs in the Same Basket – An Empirical Examination of US Monetary Policy Stance and Asian Stock Markets Integration
Wong, Anson - 2016
The objective of this paper is to explore the stock markets integration between the US and the Asian stock markets during different US monetary policy stances. Our empirical findings tend to suggest that stock markets are highly integration during the periods of US's easy monetary policy stance....
Persistent link: https://www.econbiz.de/10012984576