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The co-movement of stock markets in East Asia · Study

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ArticleThe co-movement of stock markets in East Asia

Nancy Huyghebaert2009

Article2009

The co-movement of stock markets in East Asia

Nancy Huyghebaert · Lihong Wang

156 citations·0/0 files stored·China Economic Review

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1998Generalized impulse response analysis in linear multivariate models 1991Efficient Capital Markets: II

Cited by

2013Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis 2022A bibliometric review of financial market integration literature 2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets 2019Stock market integration in East and Southeast Asia: The role of global factors 2021Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic

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Year2009

Typearticle

Published2009-11-16

VenueChina Economic Review

ISSN-L1043-951X

Languageen

Citations156

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.chieco.2009.11.001

openalex_workW1560513679

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2021Measuring contagion during COVID-19 through volatility spillovers of BRIC countries using diagonal BEKK approach

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