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Nonlinear integration of London and Amsterdam stock markets in the 1700s
Norman, Stephen; Wills, Douglas T. - In: Applied economics 47 (2015) 7/9, pp. 928-939
Persistent link: https://www.econbiz.de/10010512075
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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
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Short- and long-run behaviour of long-term sovereign bond yields
Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993
Persistent link: https://www.econbiz.de/10011294673
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Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
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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
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Stock market capitalization and financial integration in the Asia Pacific region
Tan, Hui Boon; Cheah, Eng-Tuck; Johnson, Johnnie E. V.; … - In: Applied economics 44 (2012) 13/15, pp. 1951-1961
Persistent link: https://www.econbiz.de/10009572904
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Equity market integration versus segmentation in three dominant markets of the Southern African Customs Union : cointegration and causality tests
Piesse, Jenifer; Hearn, Bruce - In: Applied economics 34 (2002) 14, pp. 1711-1722
Persistent link: https://www.econbiz.de/10001693415
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Convergence in Sub-Saharan Africa : a nonstationary panel data approach
McCoskey, Suzanne - In: Applied economics 34 (2002) 7, pp. 819-829
Persistent link: https://www.econbiz.de/10001663175
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Liquidity in Asian markets : Intensity of Regional and global linkages
Kumar, Suraj; Prasanna, Krishna - In: Applied economics 50 (2018) 55, pp. 6010-6023
Persistent link: https://www.econbiz.de/10012062965
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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