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The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach
Yang, Xiao - In: International review of economics & finance : IREF 65 (2020), pp. 173-186
Persistent link: https://www.econbiz.de/10012385325
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Fractal structure of the stock markets of leading asian countries
Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394
Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal …
Persistent link: https://www.econbiz.de/10011568388
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Co-movement analysis of Asian stock markets against FTSE100 and S&P 500 : wavelet-based approach
Yilmaz, Adil; Unal, Gazanfer - In: International journal of financial engineering 3 (2016) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011673096
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Stock market linkages in Asia : revisiting granger causality evidences
Saji, T. G. - In: Theoretical and applied economics : GAER review 29 (2022) 3/632, pp. 151-168
Persistent link: https://www.econbiz.de/10014325470
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Stock market integration : evidence from BRIC countries
Tripathy, Nalini Prava - In: International journal of business and emerging markets … 7 (2015) 3, pp. 286-306
Persistent link: https://www.econbiz.de/10011416875
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Bank share prices and stock market integration in Greater China
Yao, Shujie; Luo, Dan; Morgan, Stephen L. - In: Journal of the Asia Pacific economy 15 (2010) 4, pp. 388-395
Persistent link: https://www.econbiz.de/10009124874
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A study of inter-linkages between stock market of India and Russia
Singh, Amit Kumar; Shrivastav, Rohit Kumar - In: Journal of commerce & business studies 4 (2017) 1, pp. 43-51
Persistent link: https://www.econbiz.de/10012654696
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On the dynamic relationship between the housing market, stock market, and macroeconomic variables in Hong Kong
So, Simon Man Shing; Huang, Red Ze Wei - In: The journal of prediction markets 16 (2022) 2, pp. 101-125
Persistent link: https://www.econbiz.de/10014289909
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Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria; You, Kefei - 2017
This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …
Persistent link: https://www.econbiz.de/10011654612
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Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria; You, Kefei; Chen, Lei - In: International review of financial analysis 65 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012208866