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Stock market integration and financial crises : the case of Asia

Yang, Jian; Kolari, James W.; Min, Insik - In: Applied financial economics 13 (2003) 7, pp. 477-486

Persistent link: https://www.econbiz.de/10001770767

Testing integration effects between the CEE and U.S. stock markets during the 2007-2009 Global Financial Crisis

Olbryś, Joanna; Majewska, Elżbieta - In: Folia oeconomica Stetinensia : FOS 15 (2015) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10011625501

Dynamic interdependence and volatility transmission of Asian stock markets : evidence from the Asian crisis

In, Francis Haeuck (contributor) - In: International review of financial analysis 10 (2001) 1, pp. 87-96

Persistent link: https://www.econbiz.de/10001573051

Stock market linkages before and after the Asian financial crisis : evidence from three greater China economic area stock markets and the US

Cheng, Hwahsin; Glascock, John Leslie - In: Review of Pacific Basin financial markets and policies 9 (2006) 2, pp. 297-315

Persistent link: https://www.econbiz.de/10003356569

Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

Yiu, Matthew S.; Ho, Wai-yip Alex; Choi, Daniel F. S. - In: Applied financial economics 20 (2010) 4/6, pp. 345-354

This article investigates the dynamics of correlation between 11 Asian stock markets and the US stock market. By utilizing the method of 'principal components', we identify a single latent factor that can explain a major portion of variation in the weekly returns of these 11 markets from 1993 to...

Persistent link: https://www.econbiz.de/10003963165

Stock market linkage between Asia and the United States in two crises : smooth-transition correlation VAR-GARCH approach

Yoshida, Yūshi - In: The evolving role of Asia in global finance, (pp. 53-81). 2011

Persistent link: https://www.econbiz.de/10008992062

Increasing integration between the United States and other international stock markets?

Yang, Jian; Khan, M. M. Moosa; Pointer, Lucille - In: Emerging markets finance & trade : a journal of the … 39 (2003) 6, pp. 39-53

Persistent link: https://www.econbiz.de/10001895498

Dynamic linkages and the propagation mechanism driving major international stock markets : an analysis of the pre- and post-crash eras

Masih, Abdul Mansur M. - In: The quarterly review of economics and finance : journal … 37 (1997) 4, pp. 859-885

Persistent link: https://www.econbiz.de/10001233846

International transmission of stock price movements : evidence from the US and five Asian-Pacific markets

Liu, Y. Angela - In: Journal of economics and finance 22 (1998) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10001249947

Integration and interdependence of stock and foreign exchange markets : an Australian perspective

Shamsuddin, Abul; Kim, Jae H. - In: Journal of international financial markets, … 13 (2003) 3, pp. 237-254

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