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Integration of Stock Markets between Indonesia and Its Major Trading Partners
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Integration of Stock Markets between Indonesia and Its Major Trading Partners (2009)Integration of Stock Markets between Indo…Financial Reform and Economic Development in China (2013)Financial Reform and Economic…Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…International equity market integration: Theory, evidence and implications (2004)International equity market i…Financial Reform and Economic Development in China (2003)Financial Reform and Economic…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Are Asian stock market fluctu…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…Statistical Analysis of Cointegration Vectors (1991)Statistical Analysis of Coint…Co-integration and Error Correction: Representation, Estimation, and Testing (1991)Co-integration and Error Corr…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered (1980)Comparison of Interwar and Po…International Diversification of Investment Portfolios (1970)International Diversification…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)International Transmission of Stock Market Movements (1989)Is the correlation in international equity returns constant: 1960–1990? (1995)Familiarity Breeds Investment (2001)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Further evidence on breaking trend functions in macroeconomic variables (1997)Introductory Econometrics for Finance (2008)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)The econometrics of financial markets (1996)A quantitative reassessment of the finance–growth nexus: evidence from a multivariate VAR (1999)A Cointegration Analysis of Treasury Bill Yields (1992)A Stastistical Analysis of Cointegration for I(2) Variables (1995)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Smart Money, Noise Trading and Stock Price Behaviour (1993)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
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  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,528 cited
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  • 1991Co-integration and Error Correction: Representation, Estimation, and Testing974 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 1991Statistical Analysis of Cointegration Vectors548 cited
  • 1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered410 cited
  • 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets348 cited
  • 2005Stock market integration in ASEAN after the Asian financial crisis299 cited
  • 2003Financial Reform and Economic Development in China267 cited
  • 2013

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Financial Reform and Economic Development in China
267 cited
  • 2004International equity market integration: Theory, evidence and implications252 cited
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