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Time-varying regional integration of stock markets in Southeast Europe

Guesmi, Khaled; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 10/12, pp. 1279-1290

Persistent link: https://www.econbiz.de/10010399312

Weathering financial crisis in China : the role of global market integration

Vikkram Singh; Roca, Eduardo - In: Applied economics 53 (2021) 15, pp. 1756-1776

Persistent link: https://www.econbiz.de/10012485291

Economic integration and stock market dynamic linkages : evidence in the context of Australia and Asia

Paramati, Sudharshan Reddy; Roca, Eduardo; Gupta, Rakesh - In: Applied economics 48 (2016) 43/45, pp. 4210-4226

Persistent link: https://www.econbiz.de/10011640014

Is global diversification rational? : evidence from emerging equity markets through mixed copula approach

Turgutlu, Evrim; Ucer, Burcu - In: Applied economics 42 (2010) 4/6, pp. 647-658

In this article, we aim to model the level and structure of the dependence between the world's leading stock markets and those of the emerging market groups - Europe, Latin America and Far East. To this end we use a mixture model of Gaussian, Gumbel and Gumbel survival copulas. Our results...

Persistent link: https://www.econbiz.de/10003952153