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Testing for Convergence in Stock Markets: A Non-Linear Factor Approach · Study

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PreprintTesting for Convergence in Stock Markets: A Non-Linear Factor Approach

Guglielmo Maria Caporale2009

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Preprintgreen2009

Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

Guglielmo Maria Caporale · Burcu Erdoğan · Владимир Кузин

31 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Economic Growth and Productivity Financial Risk and Volatility Modeling

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References

1992Convergence 1991Convergence Across States and Regions 1995Time‐Varying World Market Integration 2003Inferential Theory for Factor Models of Large Dimensions 2007Transition Modeling and Econometric Convergence Tests 2003What have We Learnt from the Convergence Debate?1994Interpreting Tests of the Convergence Hypothesis 2001Long-Term Global Market Correlations

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2012Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations 2021Exploring the development trend of internet finance in China: Perspective from club convergence

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1496819

openalex_workW1504452288

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