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Trading system and market integration

Kempf, Alexander; Korn, Olaf - In: Journal of financial intermediation 7 (1998) 3, pp. 220-239

Persistent link: https://www.econbiz.de/10001351955

Cointegration, forecasting and international stock prices

Crowder, William J.; Wohar, Mark E. - In: Global finance journal 9 (1998) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10001352063

Dynamic modeling of stock market interdependencies : an empirical investigation of Australia and the Asian NICs

Masih, Abdul Mansur M.; Masih, Rumi - In: Review of Pacific Basin financial markets and policies 4 (2001) 2, pp. 235-264

Persistent link: https://www.econbiz.de/10001610713

Dynamic modelling of stock market interdependencies : an empirical investigation of Australia and the Asian NICs

Masih, Abdul Mansur M. (contributor); … - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001456817

Stock market integration and macroeconomic fundamentals : an empirical analysis, 1980 - 95

Dickinson, David G. - In: Applied financial economics 10 (2000) 3, pp. 261-276

Persistent link: https://www.econbiz.de/10001526285

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

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

Conditional dependency of financial series : an application of copulas

Rockinger, Michael; Jondeau, Eric - 2001

Persistent link: https://www.econbiz.de/10001564642

Addressing COP21 Using a Stock and Oil Market Integration Index

Batten, Jonathan A. - 2018

COP21 implementation should lead to a decline in the future demand for fossil fuels. One key implication for investors is how to manage this risk. We construct a monthly stock and oil market integration index and demonstrate that oil investors can offset adverse oil price risk by holding...

Persistent link: https://www.econbiz.de/10012932325

Measuring Asian Stock Market integration by using orthogonal generalized autoregressive conditional heteroscedasticity

Muharam, Harjum; Robiyanto, Robiyanto; Pangestuti, … - In: Montenegrin journal of economics 16 (2020) 1, pp. 121-137

Persistent link: https://www.econbiz.de/10012264837

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