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Financial integration in emerging economies : an application of threshold cointegration

Sajid Ali; Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 213-228

Persistent link: https://www.econbiz.de/10012657687

Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries

Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012581526

On macroeconomic determinants of co-movements among international stock markets: evidence from DCC-MIDAS approach

Güngör, Arifenur; Taştan, Hüseyin - In: Quantitative finance and economics 5 (2021) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10012586926

Co-movement between GCC stock markets and the US stock markets : a wavelet coherence analysis

Matar, Ali; Al-Rdaydeh, Mahmoud; Ghazalat, Anas; … - In: Cogent business & management 8 (2021) 1, pp. 1-22

In this article, the co-movement between GCC and US stock market returns was investigated using the wavelet coherence method. The Dynamic Conditional Correlation GARCH (DCC-GARCH) modelling is then applied on time-varying components in order to provide a point of comparison with the results...

Persistent link: https://www.econbiz.de/10012631347

The impact of NAFTA on North American stock market linkages

Lahrech, Abdelmounaim; Sylwester, Kevin - In: The North American journal of economics and finance : a … 25 (2013), pp. 94-108

Persistent link: https://www.econbiz.de/10009777850

The asymmetric responses of stock markets

Dhaoui, Abderrazak; Goutte, Stéphane; Guesmi, Khaled - In: Journal of economic integration 33 (2018) 1, pp. 1096-1140

Persistent link: https://www.econbiz.de/10011903559

Exploring contemporaneous correlations among BRICS stock markets

Talwar, Shalini - In: Analele Universitătii Dunărea de Jos Galaţi 25 (2019) 3, pp. 51-59

Persistent link: https://www.econbiz.de/10012285702

The impacts of global oil prices fluctuations on stock markets : an empirical analysis for OECD countries

Memis, Ayyuce; Kapusuzoglu, Ayhan - In: International journal of economic perspectives : IJEP 9 (2015) 1, pp. 80-91

Persistent link: https://www.econbiz.de/10011579249

Relationship between developed, European and South Asian stock markets : a multivariate analysis

Shahzad, Syed Jawad Hussain; Kanwal, Memoona; Ahmed, Tanveer - In: South Asian journal of global business research : … 5 (2016) 3, pp. 385-402

Persistent link: https://www.econbiz.de/10011609328

Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model

Chen, Heng; Lobo, Bento J.; Wong, Wing Keung - In: Global review of business and economic research 11 (2015) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10011675506