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International stock market integration : evidence from nonlinear cointegration analysis
Li, Xiaoming - 2002
Persistent link: https://www.econbiz.de/10001715425
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Macroeconomic forces and capital market integration : a VART analysis for Malaysia
Ibrahim, Mansor Haji - In: Journal of the Asia Pacific economy 8 (2003) 1, pp. 19-40
Persistent link: https://www.econbiz.de/10001738638
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The instability of cointegrating relationships among stock indices : the case of Pacific Basin and major stock markets
Bos, Theodore; Fetherston, Thomas Austin; Theerathon, … - In: Advances in Pacific Basin financial markets 6 (2000), pp. 137-175
Persistent link: https://www.econbiz.de/10001487764
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Stock Markets Integration : Examining Dynamic Linkages between Select Asian and US Markets
Siddiqui, Saif - 2015
the Granger Causality test and Johansen Cointegration test. Stock markets under study are found to be integrated. The …
Persistent link: https://www.econbiz.de/10013010789
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Stock market integration between the UK and the US : evidence over eight decades
Aladesanmi, Olalekan; Casalin, Fabrizio; Metcalf, Hugh - In: Global finance journal 41 (2019), pp. 32-43
Persistent link: https://www.econbiz.de/10012257057
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Dynamic co-movements and diversification benefits : the case of the Greater China region, the UK and the US equity markets
Guidi, Francesco; Savva, Christos S.; Uğur, Mehmet - In: Journal of multinational financial management 35 (2016), pp. 59-78
Persistent link: https://www.econbiz.de/10011719961
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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
monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …
Persistent link: https://www.econbiz.de/10011982404
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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
Persistent link: https://www.econbiz.de/10011996351
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International financial integration: an empirical investigation into Asian equity markets pre- and post-1997 Asian financial crisis
Xuan Vinh Vo; Daly, Kevin James - In: Asia Pacific financial markets in comparative …, (pp. 75-100). 2005
Persistent link: https://www.econbiz.de/10003282296
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Dynamic European stock market convergence : evidence from rolling cointegration analysis in the first euro-decade
Mylonidis, Nikolaos; Kollias, Chrēstos - In: Journal of banking & finance 34 (2010) 9, pp. 2056-2064
Persistent link: https://www.econbiz.de/10008732126