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Exchange Rate Systems and International Capital Market Integration
1 references·2 citing·12 second hop
Exchange Rate Systems and International Capital Market Integration (1980)Exchange Rate Systems and International C…World country and industry relationships in equity returns (1975)World country and industry re…Is ‘oil and gas’ industry of ASEAN5 countries integrated with the US counterpart? (2020)Is ‘oil and gas’ industry of …The Velocity of Circulation: Some new evidence on international integration (2000)The Velocity of Circulation: …International Diversification of Investment Portfolios (1970)ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION (1973)WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)A Model of Firm Valuation With Exchange Exposure (1986)Volatility Spillovers Across the Tasman (1996)Information transmission between the NASDAQ and Asian second board markets (2004)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Statistical analysis of cointegration vectors (1988)Testing for Common Trends (1988)Multivariate Simultaneous Generalized ARCH (1995)Time‐Varying World Market Integration (1995)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)
this work references cited by second hop

References

  • 1975World country and industry relationships in equity returns62 cited

Cited by

  • 2020Is ‘oil and gas’ industry of ASEAN5 countries integrated with the US counterpart?15 cited
  • 2000The Velocity of Circulation: Some new evidence on international integration9 cited

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