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International Financial Integration and Stock Market in Developing Countries
Zaarour, Fatma; Ajimi, Adnene - 2021
Objective - This study examines the relation between stock market capitalization and international financial integration for 23 developing countries during 1996 - 2018.Methodology/Technique - By using recently developed econometric panel techniques. The present paper takes into consideration...
Persistent link: https://www.econbiz.de/10014361660
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Predictability of stock market returns : new evidence from developed and developing countries
Li, Xiyang; Cheng, Xiaoyue; Li, Bin; Singh, Tarlok; Shi, Kan - In: Global finance journal 54 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013470087
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Globalization, financial crisis and contagion : time-dynamic evidence from financial markets of developing countries
Asongu, Simplice A. - 2011
Financial integration among economies has the benefit of improving allocation efficiency and diversifying risk. However the recent global financial crisis, considered as the worst since the Great Depression has re-ignited the fierce debate about the merits of financial globalization and its...
Persistent link: https://www.econbiz.de/10011410546
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Globalization, Financial Crisis and Contagion : Time-Dynamic Evidence from Financial Markets of Developing Countries
Asongu, Simplice - 2015
Financial integration among economies has the benefit of improving allocation efficiency and diversifying risk. However the recent global financial crisis, considered as the worst since the Great Depression has re-ignited the fierce debate about the merits of financial globalization and its...
Persistent link: https://www.econbiz.de/10013032610
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Debt Crises and the Development of International Capital Markets
Sy, Amadou - 2021
for the 1990s, when sovereign bond markets emerged. In contrast to the 1980s, the 1990s are characterized by significant … define debt crises as events occurring when either a country defaults or its bond spreads are above a critical threshold. We …
Persistent link: https://www.econbiz.de/10013211941
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The BoC-BoE sovereign default database : what's new in 2019?
Beers, David; Leon-Manlagnit, Patrisha de - 2019
Until recently, few efforts have been made to systematically measure and aggregate the nominal value of the different types of sovereign government debt in default. To help fill this gap, the Bank of Canada (BoC) developed a comprehensive database of sovereign defaults that is posted on its...
Persistent link: https://www.econbiz.de/10012104263
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The BoC-BoE sovereign default database revisited : what’s new in 2018?
Beers, David; Mavalwalla, Jamshid - 2018
Until recently, there have been few efforts to systematically measure and aggregate the nominal value of the different types of sovereign government debt in default. To help fill this gap, the Bank of Canada's Credit Rating Assessment Group (CRAG) has developed a comprehensive database of...
Persistent link: https://www.econbiz.de/10011872503
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Predictability in Sovereign Bond Returns Using Technical Trading Rules : Do Developed and Emerging Markets Differ?
Fong, Tom - 2019
The study examines the predictability of 48 sovereign bond markets based on a strategy of 27,000 technical trading … bond markets is predictable, based on the buy-sell signals generated by trading rules, with the predictability of the … higher when the US tightens its monetary policies or undergoes recession; (iii) two-thirds of sovereign bond markets have a …
Persistent link: https://www.econbiz.de/10012895038
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Predicting Asset Returns in Developed and Emerging Markets
Sharma, Ankit - 2012
This paper investigates the predictability of asset prices among developed and emerging markets. Weekly and monthly stock market indices from developed and emerging market economies are analysed to check the validity of weak-form of Efficient Market Hypothesis (EMH) using various empirical...
Persistent link: https://www.econbiz.de/10013101494
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The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013252466