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Dynamic linkages among developed, emerging and frontier equity markets of Europe

Thomas, Nisha Mary; Kashiramka, Smita; Yadav, Surendra S. - In: Journal of financial management and analysis : … 29 (2016) 2, pp. 51-66

Persistent link: https://www.econbiz.de/10011686830

Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets

Yarovaya, Larisa; Lau, Chi Keung - In: Research in international business and finance 37 (2016), pp. 605-619

Persistent link: https://www.econbiz.de/10011595413

On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration

Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105

This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the … have significant permanent effects. Concerning bivariate results and testing for cointegration, evidence of cointegration … cointegration is found, though in general, in all cases, we observe that the degree of cointegration is very low, implying very long …

Persistent link: https://www.econbiz.de/10011979979

Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics

Chen, Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - In: Journal of banking & finance 93 (2018), pp. 21-32

Persistent link: https://www.econbiz.de/10011964613

Time varying integration amongst the South Asian equity markets : an empirical study

Sehgal, Sanjay; Pandey, Piyush; Deisting, Florent - In: Cogent economics & finance 6 (2018) 1, pp. 1-26

In this paper, we examine the dynamic nature of equity market integration for the South Asian countries. The daily data for local equity indices are used from 6 January 2004 to 31 March 2015. Copula GARCH models and Diebold and Yilmaz methodology have been employed to study the inter-temporal...

Persistent link: https://www.econbiz.de/10011904252

Testing the dynamic linkages of the Pakistani stock market with regional and global markets

Aziz, Zohaib; Iqbal, Javed - In: The Lahore journal of economics 22 (2017) 2, pp. 89-116

Persistent link: https://www.econbiz.de/10011888214

Regime dynamics of stock markets in the fragile five

Koy, Ayben - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 950-958

Persistent link: https://www.econbiz.de/10012202527

Asian financial market integration and the role of Chinese financial market

Lee, Byung-joo - In: International review of economics & finance : IREF 59 (2019), pp. 490-499

Persistent link: https://www.econbiz.de/10012203270

Global and regional stock market integration in Asia : a panel convergence approach

Caporale, Guglielmo Maria; You, Kefei; Chen, Lei - In: International review of financial analysis 65 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012208866

Regional and global integration of Asian stock markets

Mohti, Wahbeeah; Dionísio, Andreia Teixeira Marques; … - In: Research in international business and finance 50 (2019), pp. 357-368

Persistent link: https://www.econbiz.de/10012177680