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An examination of financial integration for the group of seven (G7) industrialized countries using an I() cointegration model
16 references·3 citing·44 second hop
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References

  • 1956A Contribution to the Theory of Economic Growth24,458 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1956ECONOMIC GROWTH and CAPITAL ACCUMULATION4,750 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1987Competition in Global Industries1,666 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
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  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1992Intertemporal Asset Pricing Without Consumption Data954 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1992

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Testing weak exogeneity and the order of cointegration in UK money demand data
687 cited

Cited by

  • 2007Volatility states and international diversification of international stock markets31 cited
  • 2005Entrepreneurship, small and medium size business markets and European economic integration31 cited
  • 2011Which way does water flow? An econometric analysis of the global price integration of water stocks28 cited