selected variables and corroborate the mild-segmentation hypothesis. Our findings provide a potential usefulness for portfolio …

of integration with international equity markets to be time-varying. On the whole we nd that: (1) Israel and Turkey are …

conditional correlations and networks, we bring a novel framework to define the integration and segmentation of emerging countries …Using dynamic conditional correlations and networks, we bring a novel framework to define the integration and … segmentation of emerging countries. The individual EMBI+ spreads of 13 emerging countries from 01/2003 to 12/2013 are used to …

increased the level of segmentation between the stock markets and the real estate markets, with the segmentation being more …

This study assesses the degree of financial integration for a selected number of new EU member states between … themselves and with the euro zone. Within the framework of a factor model for market returns, we measure integration as the … amount of variance explained by the common factor relative to the local components. We show that this measure of integration …

This study assesses the degree of financial integration for a selected number of new EU member states between … themselves and with the euro zone. Within the framework of a factor model for market returns, we measure integration as the … amount of variance explained by the common factor relative to the local components. We show that this measure of integration …