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Increasing convergence among European stock markets?
11 references·16 citing·36 second hop
Increasing convergence among European stock markets? (2001)Increasing convergence among European sto…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…The Global Capital Market: Benefactor or Menace? (1998)The Global Capital Market: Be…Understanding Interdependence: The Macroeconomics of the Open Economy. (1996)Understanding Interdependence…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…6. International Capital Mobility in the 1990s (1995)6. International Capital Mobi…Common stochastic trends in European stock markets (1993)Common stochastic trends in E…Recursive Estimation in Cointegrated VAR-Models (1992)Recursive Estimation in Coint…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The financial economics of white precious metals — A survey (2017)The financial economics of wh…Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5 (2015)Dynamic Asian stock market co…Country and industry convergence of equity markets: International evidence from club convergence and clustering (2014)Country and industry converge…Contagion in international financial markets: A recursive cointegration approach (2013)Contagion in international fi…Equity prices and macroeconomic fundamentals: International evidence (2010)Equity prices and macroeconom…Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade (2010)Dynamic European stock market…Financial co-movement and correlation: evidence from 33 international stock market indices (2009)Financial co-movement and cor…Economic integration and the comovement of stock returns (2009)Economic integration and the …Assessing Financial Market Integration in Asia - Equity Markets (2007)Assessing Financial Market In…The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note (2006)The evolving relationship bet…Productivity Growth and Convergence in the European Union (2006)Productivity Growth and Conve…Dynamics of bond market integration between established and accession European Union countries (2005)Dynamics of bond market integ…DYNAMICS OF EQUITY MARKET INTEGRATION IN EUROPE: EVIDENCE OF CHANGES OVER TIME AND WITH EVENTS (2004)DYNAMICS OF EQUITY MARKET INT…Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 1998The Global Capital Market: Benefactor or Menace?675 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1995Time-Varying World Market Integration594 cited
  • 19956. International Capital Mobility in the 1990s273 cited
  • 1992Recursive Estimation in Cointegrated VAR-Models267 cited
  • 1996Understanding Interdependence: The Macroeconomics of the Open Economy.222 cited
  • 1993Common stochastic trends in European stock markets183 cited

Cited by

  • 2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5125 cited
  • 2010Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade121 cited
  • 2002Assessing European stock markets (co)integration103 cited
  • 2017The financial economics of white precious metals — A survey

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

95 cited
  • 2006Productivity Growth and Convergence in the European Union89 cited
  • 2005Dynamics of bond market integration between established and accession European Union countries84 cited
  • 2003Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?83 cited
  • 2010Equity prices and macroeconomic fundamentals: International evidence76 cited
  • 2006The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note71 cited
  • 2009Economic integration and the comovement of stock returns62 cited
  • 2007Assessing Financial Market Integration in Asia - Equity Markets60 cited
  • 2009Financial co-movement and correlation: evidence from 33 international stock market indices45 cited
  • 2002Convergence in the ERM and Declining Numbers of Common Stochastic Trends42 cited
  • 2014Country and industry convergence of equity markets: International evidence from club convergence and clustering41 cited
  • 2004DYNAMICS OF EQUITY MARKET INTEGRATION IN EUROPE: EVIDENCE OF CHANGES OVER TIME AND WITH EVENTS41 cited
  • 2013Contagion in international financial markets: A recursive cointegration approach37 cited