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Using nonlinear tests to examine integration between real estate and stock markets

Okunev, John - In: Real estate economics : journal of the American Real … 25 (1997) 3, pp. 487-503

Persistent link: https://www.econbiz.de/10001228423

An examination of stock prices in several industrialized countries

Ewing, Bradley T. - In: Journal of business and economic perspectives 23 (1997) 1, pp. 60-66

Persistent link: https://www.econbiz.de/10001229642

Dynamic linkages and the propagation mechanism driving major international stock markets : an analysis of the pre- and post-crash eras

Masih, Abdul Mansur M. - In: The quarterly review of economics and finance : journal … 37 (1997) 4, pp. 859-885

Persistent link: https://www.econbiz.de/10001233846

International transmission of stock price movements : evidence from the US and five Asian-Pacific markets

Liu, Y. Angela - In: Journal of economics and finance 22 (1998) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10001249947

Step interventions and market integration : tests in the US, UK, and Australian property markets

Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123

Persistent link: https://www.econbiz.de/10001235453

Dynamic relations among international stock markets

Wu, Chunchi - In: International review of economics & finance : IREF 7 (1998) 1, pp. 63-84

Persistent link: https://www.econbiz.de/10001237958

Exchange controls and European stock market integration

Chelley-Steeley, Patricia L. - In: Applied economics 30 (1998) 2, pp. 263-267

Persistent link: https://www.econbiz.de/10001241352

Trading with neighbors : regional stock exchange integration : the Mercado Integrado Latinoamericano

Leraul, Daniel Jacob - In: Latin American business review : journal of the … 17 (2016) 1, pp. 49-71

Persistent link: https://www.econbiz.de/10011504604

The linkage between the U.S. "fear index" and ADR premiums under non-frictionless stock markets

Esqueda, Omar A.; Luo, Yongli; Jackson, Dave - In: Journal of economics and finance 39 (2015) 3, pp. 541-556

Persistent link: https://www.econbiz.de/10011471137

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