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

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Co-movements of US and Asian equity markets : evidence from asymmetric and time-varying coefficients

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Dynamic Asian stock market convergence : evidence from dynamic cointegration analysis among China and ASEAN-5

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The effects of financial integration on stock price behaviour in Asian emerging markets

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Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach

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Link between Indian and Major Asian Stock Markets : An Empirical Study

Singh, Gurmeet - 2016

of NIFTY index of India have co-integrated with the eight major stock exchanges of Asia. The result of VECM shows that … the returns of NIFTY index respond significantly to the eight major stock exchanges of Asia under the study. The findings …

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Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

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New evidence of stock market interrelationships among China and Asia NIEs : a revisit

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Measuring Asian Stock Market integration by using orthogonal generalized autoregressive conditional heteroscedasticity

Muharam, Harjum; Robiyanto, Robiyanto; Pangestuti, … - In: Montenegrin journal of economics 16 (2020) 1, pp. 121-137

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