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A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets

Cagliesi, Gabriella; Guidi, Francesco - In: International review of financial analysis 74 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012803928

Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model

Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 11 (2015) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10011675506

Integration of stock returns and volatility of emerging equity markets : a study under risk and uncertainty

Kumar, Rakesh - In: Review of market integration 8 (2016) 1/2, pp. 79-102

Persistent link: https://www.econbiz.de/10012160835

Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence

Mamman, Suleiman O.; Wang, Zhanqin; Iliyasu, Jamilu - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473256

Dynamic connectedness and volatility spillover effects of Indian stock market with international stock markets : an empirical investigation using DCC GARCH

Sainath, A. R.; Gnanendra, M.; Mohanasundaram, T.; … - In: Scientific papers of the University of Pardubice 31 (2023) 1, pp. 1-10

This study employs the DCC-GARCH model to investigate the dynamic connectedness between the Indian stock market and major global stock markets. Specifically, we examine daily log returns data of the National Stock Exchange (NSE) index and several international indices, including the United...

Persistent link: https://www.econbiz.de/10014442259

Comparison of range-based volatility estimators against integrated volatility in European emerging markets

Arnerić, Josip; Matković, Mario; Sorić, Petar - In: Finance research letters 28 (2019), pp. 118-124

Persistent link: https://www.econbiz.de/10012388033

Long memory in returns and integration : the case of emergent stock markets

Todea, Anita - In: Review of economic studies and research Virgil Madgearu 11 (2018) 1, pp. 97-113

Persistent link: https://www.econbiz.de/10011977829

The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market

Wang, Yuenan; Di Iorio, Amalia - In: Review of quantitative finance and accounting 29 (2007) 2, pp. 181-203

Persistent link: https://www.econbiz.de/10003600124

The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets

Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360

Persistent link: https://www.econbiz.de/10011453995

Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk

Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212

Persistent link: https://www.econbiz.de/10010411565

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