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New empirical evidence from assessing financial market integration, with application to Saudi Arabia
Jouini, Jamel - In: Economic modelling 49 (2015), pp. 198-211
Persistent link: https://www.econbiz.de/10011439530
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Dynamic Asian stock market convergence : evidence from dynamic cointegration analysis among China and ASEAN-5
Chien, Mei-Se; Lee, Chien-chiang; Hu, Te-Chung; Hu, Hui-Ting - In: Economic modelling 51 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011475851
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Crude oil and equity market comovements among Asia's for little dragons countries : evidence of unobserved components approach
Ben Slimane, Ikrame; Majdoub, Jihed; Ben Sassi, Salim - In: Economic modelling 80 (2019), pp. 62-74
Persistent link: https://www.econbiz.de/10012199181
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Nonlinearities and divergences in the process of European financial integration
Răileanu-Szeles, Monica; Albu, Lucian-Liviu - In: Economic modelling 46 (2015), pp. 416-425
Persistent link: https://www.econbiz.de/10011436698
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Does real interest rate parity really hold? : new evidence from G7 countries
Chang, Ming-Jen; Su, Che-Yi - In: Economic modelling 47 (2015), pp. 299-306
Persistent link: https://www.econbiz.de/10011439130
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International swap market contagion and volatility
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor; … - In: Economic modelling 47 (2015), pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
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The joint spillover index
Lastrapes, William Dean; Wiesen, Thomas F. P. - In: Economic modelling 94 (2021), pp. 681-691
Persistent link: https://www.econbiz.de/10012695257
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - In: Economic modelling 52 (2016), pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
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What can wavelets unveil about the vulnerabilities of monetary integration? : a tale of Eurozone stock markets
Dewandaru, Ginanjar; Masih, Rumi; Masih, Abdul Mansur M. - In: Economic modelling 52 (2016), pp. 981-996
Persistent link: https://www.econbiz.de/10011643118
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Financial integration in Africa : new evidence using network approach
Bhattacharya, Madhumita; Inekwe, John Nkwoma; … - In: Economic modelling 72 (2018), pp. 379-390
Persistent link: https://www.econbiz.de/10012100327