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Regional and Inter-Regional Financial Integration : ASEM Equity Markets
Jaccob, Dina - 2014
The first Asia-Europe Meeting (ASEM) Summit in 1996 has provided the principal multilateral platform for interregional … in EU and Asia, and to investigate whether such integration has changed after the Asian financial crisis in 1997-99 and … of financial integration, and presents an empirical study on regional integration by testing ASEM EU and ASEM Asia …
Persistent link: https://www.econbiz.de/10013049408
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The dynamics of the relative global sector effects and contagion in emerging markets equity returns
Boamah, Nicholas Addai - In: Research in international business and finance 39 (2017), pp. 433-453
Persistent link: https://www.econbiz.de/10011876559
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Econometric analysis of international financial markets
Dimpfl, Thomas - 2010
Persistent link: https://www.econbiz.de/10008856799
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COVID-19 pandemic and global financial market interlinkages : a dynamic temporal network analysis
Chakrabarti, Prasenjit; Jawed, Mohammad Shameem; … - In: Applied economics 53 (2021) 25, pp. 2930-2945
Persistent link: https://www.econbiz.de/10012517043
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Are stock market crises contagious? : the role of crisis definitions
Mierau, Jochen O.; Mink, Mark - In: Journal of banking & finance 37 (2013) 12, pp. 4765-4776
Persistent link: https://www.econbiz.de/10010342232
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Global financial crisis and emerging stock market contagion : a multivariate FIAPARCH–DCC approach
Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - In: International review of financial analysis 30 (2013), pp. 46-56
Persistent link: https://www.econbiz.de/10010460000
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Journal of economic integration : jei 36 (2021) 2, pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
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Global Financial Crisis and Emerging Stock Market Contagion : A Multivariate FIAPARCH-DCC Approach
Dimitriou, Dimitrios I. - 2013
This paper empirically investigates the contagion effects of the global financial crisis in a multivariate Fractionally Integrated Asymmetric Power ARCH (FIAPARCH) dynamic conditional correlation (DCC) framework during the period 1997-2012. We focus on five most important emerging equity...
Persistent link: https://www.econbiz.de/10013080540
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Are Asian exchanges outliers? : a market quality criterion
Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78
Persistent link: https://www.econbiz.de/10012698120
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Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017
emerging Asia there is more regional than global integration, and that the former has become even stronger in the post- 2008 …
Persistent link: https://www.econbiz.de/10011654607