Similar Search Results

International interdependence and dynamic linkages between developed stock markets

Balios, Dimitris; Xanthakis, Manolis - In: South-Eastern Europe journal of economics : SEEJE ; the … 1 (2003) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10002005055

Integration of world stock markets : an empirical evidence from nonlinear cointegration

Ghosh, Asim K. - In: Advances in investment analysis and portfolio … 5 (1998), pp. 207-215

Persistent link: https://www.econbiz.de/10001404513

Dynamic European stock market convergence : evidence from rolling cointegration analysis in the first euro-decade

Mylonidis, Nikolaos; Kollias, Chrēstos - In: Journal of banking & finance 34 (2010) 9, pp. 2056-2064

Persistent link: https://www.econbiz.de/10008732126

Assessing European stock markets (co)integration

Garcia Pascual, Antonio - In: Economics letters 78 (2003) 2, pp. 197-203

Persistent link: https://www.econbiz.de/10001728211

Increasing convergence among European stock markets? : A recursive common stochastiv trends analysis

Rangvid, Jesper - In: Economics letters 71 (2001) 3, pp. 383-389

Persistent link: https://www.econbiz.de/10001574275

Non-Linear Dynamic Linkages in the International Stock Markets

Ozdemir, Zeynel Abidin; Cakan, Esin - 2009

This study examines the dynamic relationship between the major stock indices of the US, Japan, France and the UK by using the non-linear Granger-causality test. The empirical evidence indicates that there is a strong bi-directional non-linear causal relationship between the US and the others....

Persistent link: https://www.econbiz.de/10014200485