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Financial Liberalization and Stock Markets Integration for Asean-5 Countries
16 references·0 citing·44 second hop
Financial Liberalization and Stock Markets Integration for Asean-5 Countries (2009)Financial Liberalization and Stock Market…Co-Integration and Error-Correction: Representation, Estimation, and Testing (2008)Co-Integration and Error-Corr…Market Integration and Contagion (2005)Market Integration and Contag…Does financial liberalization spur growth? (2005)Does financial liberalization…The dynamics of emerging market equity flows (2002)The dynamics of emerging mark…Dating the integration of world equity markets (2002)Dating the integration of wor…Emerging equity markets and economic development (2001)Emerging equity markets and e…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Do stock market liberalizations cause investment booms? (2000)Do stock market liberalizatio…Time-Varying World Market Integration (1995)Time-Varying World Market Int…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…International Transmission of Stock Market Movements (1989)International Transmission of…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Macroeconomics and Reality (1980)Macroeconomics and RealityInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Statistical analysis of cointegration vectors (1988)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The Long-Run Performance of Initial Public Offerings (1991)Economic Reform and the Process of Global Integration (1995)Event Studies in Economics and Finance (1997)The great reversals: the politics of financial development in the twentieth century (2003)What matters for financial development? Capital controls, institutions, and interactions (2005)International Diversification of Investment Portfolios (1970)Correlations in Price Changes and Volatility across International Stock Markets (1990)A New Approach to Measuring Financial Contagion (2003)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Book Review: Time Series Analysis: Forecasting and Control (1977)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)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Spurious regression and residual-based tests for cointegration in panel data (1999)On the mechanics of economic development (1988)Legal Determinants of External Finance (1997)Law and Finance (1998)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Financial Dependence and Growth (1996)On the Impossibility of Informationally Efficient Markets (1980)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Trade Liberalization and Growth: New Evidence (2008)The impact of financial development on energy consumption in emerging economies (2010)Bounds testing approaches to the analysis of level relationships (2001)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1995Time-Varying World Market Integration2,307 cited
  • 2005Does financial liberalization spur growth?2,179 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,988 cited
  • 2008Co-Integration and Error-Correction: Representation, Estimation, and Testing1,689 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 2005Market Integration and Contagion1,095 cited
  • 2000Do stock market liberalizations cause investment booms?876 cited
  • 2002Dating the integration of world equity markets602 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 2001Emerging equity markets and economic development447 cited

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  • 2002The dynamics of emerging market equity flows350 cited
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