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Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance and trade : EMFT 58 (2022) 5, pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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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/10011658042
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Sources of real exchange rate volatility and international financial integration : a dynamic generalised method of moments panel approach
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - In: Journal of international development : the journal of … 26 (2014) 6, pp. 810-820
Persistent link: https://www.econbiz.de/10011292486
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International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria; Abilov, Nurdaulet - 2017
Persistent link: https://www.econbiz.de/10011893082
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels …
Persistent link: https://www.econbiz.de/10003816542
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
Persistent link: https://www.econbiz.de/10003817129
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Sources of real exchange rate volatility and international financial integration : a dynamic GMM panel data approach
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
Persistent link: https://www.econbiz.de/10003838905
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels …
Persistent link: https://www.econbiz.de/10003889635
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - In: The journal of international trade & economic development 20 (2011) 6, pp. 789-808
Persistent link: https://www.econbiz.de/10009375773