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Dynamics of integration in East Asian equity markets

Komatsubara, Tadaaki; Okimoto, Tatsuyoshi; Tatsumi, Ken-ichi - 2016

Persistent link: https://www.econbiz.de/10012128910

Stock market integration in Africa reconsidered : a wavelet multiple correlation and cross-correlation analysis

Rémy, Oyaya Jean - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 205-218

Persistent link: https://www.econbiz.de/10011580420

Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Inventi impact: emerging economies (2016) 4, pp. 225-248

Persistent link: https://www.econbiz.de/10011588782

Testing for single bubble episode in the Nigerian stock market : an empirical investigation

Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal and real all-share index (ASI) from January 2010 to December 2017. Analysis of data based on Sup Augmented Dickey-Fuller (SADF) test for bubble detection suggests non-existence...

Persistent link: https://www.econbiz.de/10012178349

Testing causal relation among central and eastern European equity markets : evidence from asymmetric causality test

Cevik, Emrah Ismail; Korkmaz, Turhan; Cevikcan, Emre - In: Economic research 30 (2017) 1,1, pp. 381-393

Persistent link: https://www.econbiz.de/10012223847

Correlation of stock market returns in the West African region from 2008 to 2016

Obadiaru, Eseosa; Omankhanlen, Alex; Obasaju, Barnabas … - In: Investment management and financial innovations 16 (2019) 3, pp. 120-130

Persistent link: https://www.econbiz.de/10012159362

Are the stock and real estate markets integrated in China?

Su, Chi-Wei; Yin, Xiao-Cui; Chang, Hsu-Ling; Zhou, Hai-Gang - In: Journal of economic interaction and coordination : JEIC 14 (2019) 4, pp. 741-760

Persistent link: https://www.econbiz.de/10012167815

Capital markets integration and cointegration : testing for the correct specification of stock market indices

Agoraki, Maria-Eleni K.; Georgoutsos, Demetris A.; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/186, pp. 1-20

testing methodology on monthly data for the US, UK, Germany, and Japan for the period January 1980-May 2019. The main findings …

Persistent link: https://www.econbiz.de/10012171036

Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model

Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 11 (2015) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10011675506

Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange

Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159

Persistent link: https://www.econbiz.de/10011883269