Showing 1 - 10 of 137,647
Persistent link: https://www.econbiz.de/10011876559
This study analyzes the determinants of stock market co-movement between Pakistan and Asian emerging economies for the period 2001 to 2015. Augmented Dickey and Fuller (ADF) and Philips-Perron (PP) tests are applied to check co-integration between their stock markets. Results of this study...
Persistent link: https://www.econbiz.de/10011895801
Persistent link: https://www.econbiz.de/10009553932
Persistent link: https://www.econbiz.de/10009553933
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
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
Persistent link: https://www.econbiz.de/10012620110
asymmetric multivariate GARCH(1,1)-in-Mean approach. Also examined in this paper is whether there are pure contagion effects … capital and price volatility for most of the countries. Finally, as for the contagion effects, strong positive impact of …
Persistent link: https://www.econbiz.de/10013244920
integration in Asia since the crisis increases the integration of Chinese stock market in Asia. This strong integration of the …
Persistent link: https://www.econbiz.de/10013076925
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