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The level of African forex markets integration and Eurobond issue
Mensah, Lord; Andoh, Charles; Kuttu, Saint; Yiadom, … - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 232-250
Persistent link: https://www.econbiz.de/10014227702
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International swap market contagion and volatility
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor; … - In: Economic modelling 47 (2015), pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
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Financial integration, push factors and volatility of capital flows : evidence from EU new member states
Globan, Tomislav - In: Empirica : journal of european economics 42 (2015) 3, pp. 643-672
Persistent link: https://www.econbiz.de/10011485612
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Explaining monetary spillovers : the matrix reloaded
Kearns, Jonathan; Schrimpf, Andreas; Xia, Fan Dora - 2018 - This version: 26th October 2018
Persistent link: https://www.econbiz.de/10011979941
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Volatile capital flows and financial integration : the role of moral hazard
Kikuchi, Tomoo; Stachurski, John; Vachadze, George - In: Journal of economic theory 176 (2018), pp. 170-192
Persistent link: https://www.econbiz.de/10011980836
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Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren; Caporale, Guglielmo Maria; Kyriacou, … - 2018
Persistent link: https://www.econbiz.de/10011995788
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Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren; Caporale, Guglielmo Maria; Kyriacou, … - 2019
This paper examines financial spillovers between the four largest equity markets (by market capitalization) in the GCC region using a VAR-GARCH (1,1) framework that sheds light on interdependence as well as the effects of the 2014 oil crisis. Since the UAE is a federation including two stock...
Persistent link: https://www.econbiz.de/10012026436
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Financial and trade integration of selected EU regions : dynamic correlation and wavelet approach
Kučerová, Zuzana; Poměnková, Jitka - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 7, pp. 686-704
Persistent link: https://www.econbiz.de/10011390019
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Macroeconomic volatility and international integration
Arespa, Marta - In: Bulletin of economic research 67 (2015) 4, pp. 393-410
Persistent link: https://www.econbiz.de/10011396503
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Volatility transmission in African foreign exchange markets
Carsamer, Emmanuel - In: African journal of economic and management studies : AJEMS 7 (2016) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011579594