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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets

Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005

Persistent link: https://www.econbiz.de/10003156287

A further look at linkages between NAFTA equity markets

Ciner, Cetin - In: The quarterly review of economics and finance : journal … 46 (2006) 3, pp. 338-352

Persistent link: https://www.econbiz.de/10003358621

Are the Central European stock markets still different? : a cointegration analysis

Rousová, Lina - 2009

particular? Based on a cointegration analysis applied to stock market movements, I detect for the period after the EU enlargement …

Persistent link: https://www.econbiz.de/10003951768

Why a diversified portfolio should include African assets

Alagidede, Paul; Panagiōtidēs, Theodōros; Zhang, Xu - 2010

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have … international investors. -- Correlation ; Long-run correlation ; Cointegration ; Non-parametric cointegration; African Stock Markets …

Persistent link: https://www.econbiz.de/10008736105

Long-run stock market integration and economic convergence in the European Monetary Union (EMU)

Phengpis, Chanwit - 2004

Persistent link: https://www.econbiz.de/10003550193

Stock market capitalization and financial integration in the Asia Pacific region

Tan, Hui Boon; Cheah, Eng-Tuck; Johnson, Johnnie E. V.; … - In: Applied economics 44 (2012) 13/15, pp. 1951-1961

Persistent link: https://www.econbiz.de/10009572904

Stock market integration and the pricing for regionalism

Wooi, Hooy Chee - 2010

Persistent link: https://www.econbiz.de/10009157868

The seasonality of market integration : the case of Indonesia's stock market

Halim, Shieldvie; Rayenda Brahmana; Herwany, Aldrin - In: Economics and finance in Indonesia : EFI 59 (2011) 2, pp. 177-190

Persistent link: https://www.econbiz.de/10009511911

Nonlinear integration of London and Amsterdam stock markets in the 1700s

Norman, Stephen; Wills, Douglas T. - In: Applied economics 47 (2015) 7/9, pp. 928-939

Persistent link: https://www.econbiz.de/10010512075

Opposites attract : the case of Greek and Turkish financial markets

Drakos, Kōnstantinos; Kutan, Ali Mustafa - 2001

We investigate the presence of financial linkages between Turkey and Greece. In particular, we estimate bivariate vector error correction systems between the Greek and Turkish stock markets and then between the Greek Drachma and the Turkish Lira to test for long and short run causality and...

Persistent link: https://www.econbiz.de/10010515685