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Integration of stock markets using autoregressive distributed lag bounds test approach

Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64

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The impact of macroeconomic factors on the US Stock Exchange

Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22

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Stock market integration : examining linkages between selected world markets

Siddiqui, Saif - In: Vision : the journal of business perspective 13 (2009) 1, pp. 19-30

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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

monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

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