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Testing for Convergence in Stock Markets: A Non-Linear Factor Approach
16 references·2 citing·47 second hopsampled
Testing for Convergence in Stock Markets: A Non-Linear Factor Approach (2009)Testing for Convergence in Stock Markets:…Transition Modeling and Econometric Convergence Tests (2007)Transition Modeling and Econo…Measuring financial integration in the euro area (2004)Measuring financial integrati…What have We Learnt from the Convergence Debate? (2003)What have We Learnt from the …Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Financial market integration in Europe: on the effects of EMU on stock markets (2002)Financial market integration …Long-Term Global Market Correlations (2001)Long-Term Global Market Corre…The Rise of Sector Effects in Major Equity Markets (2000)The Rise of Sector Effects in…The Increasing Importance of Industry Factors (2000)The Increasing Importance of …Chapter 4 The new empirics of economic growth (1999)Chapter 4 The new empirics of…Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (1998)Median Unbiased Estimation of…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Interpreting Tests of the Convergence Hypothesis (1994)Interpreting Tests of the Con…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…Convergence (1992)ConvergenceConvergence Across States and Regions (1991)Convergence Across States and…Exploring the development trend of internet finance in China: Perspective from club convergence (2021)Exploring the development tre…Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations (2012)Integration in European retai…Foreign Speculators and Emerging Equity Markets (2000)Extreme Correlation of International Equity Markets (2001)‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)Modeling financial contagion using mutually exciting jump processes (2015)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)Convergence in international output (1995)US Regional Income Convergence: A Spatial Econometric Perspective (1999)Expectations and Exchange Rate Dynamics (1976)Economic Growth in a Cross Section of Countries (1991)Economic Reform and the Process of Global Integration (1995)Reopening the convergence debate: A new look at cross-country growth empirics (1996)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)New Indexes of Coincident and Leading Economic Indicators (1989)Determining the Number of Factors in Approximate Factor Models (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Volatility Spillover Effects in European Equity Markets (2005)Global market integration: An alternative measure and its application☆ (2009)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Chapter 8 Growth Econometrics (2005)PRODUCTIVITY ANALYSIS IN GLOBAL MANUFACTURING PRODUCTION (2010)The Green Solow model (2010)Common risk factors in the returns on stocks and bonds (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Analysis of Panel Data (2003)Economic transition and growth (2009)Grouped Patterns of Heterogeneity in Panel Data (2015)What Remains of Cross-Country Convergence? (2020)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)A Mathematical Theory of Saving (1928)The Origins of Endogenous Growth (1994)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Endogenous Growth Theory (2018)Dating the integration of world equity markets (2002)Striking oil: Another puzzle? (2008)What Factors Drive Global Stock Returns? (2011)
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References

  • 1992Convergence4,197 cited
  • 1991Convergence Across States and Regions3,438 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 2007Transition Modeling and Econometric Convergence Tests1,447 cited
  • 2003What have We Learnt from the Convergence Debate?1,089 cited
  • 1994Interpreting Tests of the Convergence Hypothesis1,084 cited
  • 2001Long-Term Global Market Correlations783 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1995Time-Varying World Market Integration594 cited
  • 2004Measuring financial integration in the euro area534 cited
  • 1999Chapter 4 The new empirics of economic growth466 cited
  • 2000The Increasing Importance of Industry Factors457 cited
  • 2002Financial market integration in Europe: on the effects of EMU on stock markets379 cited
  • 1998Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model365 cited
  • 2000The Rise of Sector Effects in Major Equity Markets

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310 cited

Cited by

  • 2012Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations30 cited
  • 2021Exploring the development trend of internet finance in China: Perspective from club convergence17 cited