Although real integration conceptually plays an important role for the comovement of international equity markets …

resulting from cyber attacks provide evidence that the latter affect the transmission mechanism between cryptocurrency returns … portfolio diversification opportunities for cryptocurrency investors. Finally, the conditional correlation analysis confirms the …

This paper applies fractional integration and cointegration methods to examine respectively the univariate properties …

financial integration (and greater portfolio diversification opportunities), during the Covid-19 period, though this is likely …

/divergence process not obviously influenced by EU policies. -- stock market ; financial integration ; European Monetary Union convergence …

This paper employs a price-based measure of integration, namely stock return differentials between ten emerging Asian … economies and the US (as an indicator of global integration), as well as Japan and the Asian region (as two alternative … indicators of regional integration), to test for mean reversion and draw inference on financial integration. It makes a three …

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration …

of a federal union matters more than market size in terms of financial integration. Our results suggest that the latter … market capitalization is a more important determinant of financial integration than belonging to a federal union. Further …