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

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1502-1514

Persistent link: https://www.econbiz.de/10013167095

Stock Market Integration in Asia : Global or Regional? Evidence from Industry Level Panel Convergence Tests

Caporale, Guglielmo Maria - 2017

This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …

Persistent link: https://www.econbiz.de/10012953892

Global and Regional Financial Integration in Emerging Asia : Evidence from Stock Markets

Caporale, Guglielmo Maria - 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/10012954357

Stock Market Integration in Asia : Global or Regional? Evidence from Industry Level Panel Convergence Tests

Caporale, Guglielmo Maria - 2017

This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …

Persistent link: https://www.econbiz.de/10012955893

Global and Regional Financial Integration in Emerging Asia : Evidence from Stock Markets

Caporale, Guglielmo Maria - 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/10012955895

Characterizing Co-Movements between Indian and Emerging Asian Equity Markets Through Wavelet Multi-Scale Analysis

M., Aasif - 2016

Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale...

Persistent link: https://www.econbiz.de/10013004332

Stock Markets Integration : Examining Dynamic Linkages between Select Asian and US Markets

Siddiqui, Saif - 2015

In the background of globalization, economic assimilation and integration among countries and their financial markets is evident. The interdependency among major world stock markets has also increased. This paper examines the relationships between selected Asian and US stock markets. It covers...

Persistent link: https://www.econbiz.de/10013010789

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

Put All the Eggs in the Same Basket – An Empirical Examination of US Monetary Policy Stance and Asian Stock Markets Integration

Wong, Anson - 2016

The objective of this paper is to explore the stock markets integration between the US and the Asian stock markets during different US monetary policy stances. Our empirical findings tend to suggest that stock markets are highly integration during the periods of US's easy monetary policy stance....

Persistent link: https://www.econbiz.de/10012984576

Link between Indian and Major Asian Stock Markets : An Empirical Study

Singh, Gurmeet - 2016

of NIFTY index of India have co-integrated with the eight major stock exchanges of Asia. The result of VECM shows that … the returns of NIFTY index respond significantly to the eight major stock exchanges of Asia under the study. The findings …

Persistent link: https://www.econbiz.de/10012988494