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Financial Integration in Asia : Recent Developments and Next Steps
Teo, Leslie - 2006
-of financial integration in Asia. The third considers the implications of economic integration for the choice of the exchange rate …
Persistent link: https://www.econbiz.de/10014399672
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Financial Integration in Asia : Estimating the Risk-Sharing Gains for Australia and Other Nations
Mercereau, Benoît - 2006
, financial integration is limited in Asia. This paper estimates how much Australia and other countries in the Asia-Pacific region …
Persistent link: https://www.econbiz.de/10014400267
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International Stock Returns and Market Integration : A Regional Perspective
Del Negro, Marco - 2002
into the Americas, Asia, and Europe and find that most of the variation explained by country effects is actually due to …
Persistent link: https://www.econbiz.de/10014401376
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Financial Integration : A New Methodology and An Illustration
Rose, Andrew K. - 2004
This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained...
Persistent link: https://www.econbiz.de/10014404174
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International Financial Integration Through Equity Markets : Which Firms From Which Countries Go Global?
Schmukler, Sergio L. - 2007
This paper studies international financial integration analyzing firms from various countries raising capital, trading equity, and/or cross-listing in major world stock markets. Using a large sample of 39,517 firms from 111 countries covering the period 1989-2000, we find that, although...
Persistent link: https://www.econbiz.de/10014400333
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Dynamic connectedness of Asian equity markets
Guimarães Filho, Roberto F.; Hong, Gee Hee - 2016
Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the region and vis-a-vis other major global markets. Using time-varying connectedness...
Persistent link: https://www.econbiz.de/10011705449
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Asia’s stock markets : are there crouching tigers and hidden dragons?
Lipinsky, Fabian; Ong, Li Lian - 2014
Persistent link: https://www.econbiz.de/10010359852
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Asia’s Stock Markets : Are There Crouching Tigers and Hidden Dragons?
Lipinsky, Fabian - 2014
Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of … theory, as well as accounting literature, we find evidence of greater idiosyncratic influences in the pricing of Asia’s stock … stock pricing, which suggests that improvements in the regulation of securities markets in Asia could enhance the role of …
Persistent link: https://www.econbiz.de/10014411156
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Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
Chan-Lau, Jorge A. - 2002
This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period, the ""tech bubble"" period, and...
Persistent link: https://www.econbiz.de/10014399563
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Asian Equity Markets : Growth, Opportunities, and Challenges
Kramer, Charles Frederick - 2006
Asian equity markets have grown significantly in size since the early 1990s, driven by strong international investor inflows, growing regional financial integration, capital account liberalization, and structural improvements to markets. The development of equity markets provides a more...
Persistent link: https://www.econbiz.de/10014399773