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How integrated are the local US markets for natural gas? : new evidence using rolling cointegration

Böker, Timo; Michler, Albrecht F. - In: Applied economics quarterly 61 (2015) 2, pp. 175-198

Persistent link: https://www.econbiz.de/10011444710

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

Capital market integration in the Pacific Basin region : an impulse response analysis

Phylaktis, Kate - In: Journal of international money and finance 18 (1999) 2, pp. 267-287

Persistent link: https://www.econbiz.de/10001381573

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

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period from November 2002 to March 2018. The linkages between both aggregate and financial sector stock indices (both weekly and monthly) are analysed using fractional integration and...

Persistent link: https://www.econbiz.de/10011982404