Similar Search Results

Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

New evidence of stock market interrelationships among China and Asia NIEs : a revisit

Lin, Chu-chia Steve; Fang, Chung-rou; Cheng, Hui-pei - In: China and the world economy : China's economic rise …, (pp. 22-38). 2010

Persistent link: https://www.econbiz.de/10003967281

Behavior of foreign investors in the Malaysian stock market in times of crisis : a nonlinear approach

Omay, Tolga; Iren, Perihan - In: Journal of Asian economics 60 (2019), pp. 85-100

Persistent link: https://www.econbiz.de/10012256545

Contagion between US and Asian Stock Markets

Yoo, Sung-Jin; Chung, Sang-Kuck - In: Journal of international trade & commerce 15 (2019) 5, pp. 57-75

Persistent link: https://www.econbiz.de/10012546742

Do jumps matter in both equity market returns and integrated volatility : a comparison of Asian developed and emerging markets

Zada, Hassan; Hassan, Arshad; Wong, Wing Keung - In: Economies : open access journal 9 (2021) 2, pp. 1-26

In this paper, we examine whether jumps matter in both equity market returns and integrated volatility. For this purpose, we use the swap variance (SwV) approach to identify monthly jumps and estimated realized volatility in prices for both developed and emerging markets from February 2001 to...

Persistent link: https://www.econbiz.de/10012548334

Global and regional financial integration in emerging Asia : evidence from stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Journal of economic integration : jei 36 (2021) 2, pp. 185-202

Persistent link: https://www.econbiz.de/10012620110

Are Asian exchanges outliers? : a market quality criterion

Chakravarty, Ranjan R.; Pani, Sudhanshu - In: Investment management and financial innovations 18 (2021) 2, pp. 64-78

Persistent link: https://www.econbiz.de/10012698120

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

Global and regional financial integration in emerging Asia : evidence from stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017

emerging Asia there is more regional than global integration, and that the former has become even stronger in the post- 2008 …

Persistent link: https://www.econbiz.de/10011654607

Global and regional financial integration in emerging Asia : evidence from stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017

emerging Asia there is more regional than global integration, and that the former has become even stronger in the post-2008 …

Persistent link: https://www.econbiz.de/10011654611