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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 … the period 1989-2000, we find that, although international financial integration increases substantially over this period … financial integration will likely remain constrained by country and firm characteristics …
Persistent link: https://www.econbiz.de/10014400333
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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 …, unlike short interest rates. Further, internal integration in the S&P 500 market is never rejected and is generally not … rejected in the NASDAQ. Integration between the NASDAQ and the S&P, however, is always rejected dramatically …
Persistent link: https://www.econbiz.de/10014404174
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International Stock Returns and Market Integration : A Regional Perspective
Del Negro, Marco - 2002
We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide the global stock market into the Americas, Asia, and Europe and find that most of...
Persistent link: https://www.econbiz.de/10014401376
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The Rise in Comovement Across National Stock Markets : Market Integration or Global Bubble?
Brooks, Robin - 2002
phenomenon driven by greater economic and financial integration, or a temporary effect associated with the recent stock market … market integration within Europe, possibly a reflection of institutional changes such as the EMU …
Persistent link: https://www.econbiz.de/10014401647
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International Integration of Equity Markets and Contagion Effects
Cashin, Paul - 1995
This paper investigates empirically the degree of international integration of industrial and emerging country equity …
Persistent link: https://www.econbiz.de/10014397857
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Global and regional spillovers to GCC equity markets
Sedik, Tahsin Saadi; Williams, Oral Highworth - 2011
Persistent link: https://www.econbiz.de/10009424784
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Global bonding : do U.S. bond and equity spillovers dominate global financial markets?
Bayoumi, Tamim A.; Bui, Trung - 2012
Persistent link: https://www.econbiz.de/10009679663
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China's growing influence on Asian financial markets
Arslanalp, Serkan; Liao, Wei; Piao, Shi; Seneviratne, Dulani - 2016
This paper finds that financial spillovers from China to regional markets are on the rise. The main transmission channel appears to be trade linkages, although direct financial linkages are playing an increasing role. Without an impact on global risk premiums, China's influence on regional...
Persistent link: https://www.econbiz.de/10011715204
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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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Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : Evidence from Stock Markets
Zhang, Xiaojing - 2009
and HK has outweighed their conditional correlations with the United States, echoing increasing financial integration …
Persistent link: https://www.econbiz.de/10014402277