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Ebb and flow? : co-integration with structural breaks between emerging markets in the EMEA and USA
Mandacı, Pınar Evrım; Torun, Erdost - In: International journal of economic policy in emerging … 3 (2010) 1, pp. 16-32
Persistent link: https://www.econbiz.de/10003967892
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Random walk versus breaking trend in stock prices : evidence from emerging markets
Chaudhuri, Kausik; Wu, Yangru - In: Journal of banking & finance 27 (2003) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10001745377
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Random walk versus breaking trend in stock prices : evidence from emerging markets
Chaudhuri, Kausik (contributor); Wu, Yangru (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001552563
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Stock Market Opening and Efficiency in Emerging Market Stock Prices : An Empirical Examination Using Endogenous Structural Break Techniques
Kawakatsu, Hiroyuki; Morey, Matthew R. - 1999
In this paper we investigate three empirical aspects of emerging stock markets. First, we use the endogenous structural break techniques of Bai (1996) and Bai and Perron (1998) to identify stock market opening dates in 16 different emerging market countries. The results indicate that there is...
Persistent link: https://www.econbiz.de/10014208097
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The relationship between stock prices and exchange rates in South Africa and Nigeria : structural breaks analysis
Fowowe, Babajide - In: International review of applied economics 29 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010533066
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An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming; Guo, Yawei; You, Wan-hai - In: Applied economics 47 (2015) 55/57, pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
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Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos; Paraskevopoulos, Alexandros G.; … - In: Journal of empirical finance 29 (2014), pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
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Is investing in Islamic stocks profitable? : evidence from the Dow Jones Islamic market indexes
Hooi Hooi Lean; Mishra, Vinod; Smyth, Russell - 2015
Persistent link: https://www.econbiz.de/10011346760
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Long run and short run linkages between stock indices in Bombay stock exchange : a structural cointegration approach
Suresh K. G.; Tiwari, Aviral Kumar - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10010338423
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The Turkish stock market integration with oil prices : cointegration analysis with unknown regime shifts
Halaç, Umut; Taşkın, Fatma Dilvin; Çağlı, Efe Çağlar - In: Panoeconomicus 60 (2013) 4, pp. 499-513
Persistent link: https://www.econbiz.de/10010341061