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Economic determinants of emerging stock market interdependence · Study

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ArticleEconomic determinants of emerging stock market interdependence

Elna Pretorius2002

Article2002

Economic determinants of emerging stock market interdependence

213 citations·0/0 files stored·Emerging Markets Review

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

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1981The relationship between return and market value of common stocks 1986Economic Forces and the Stock Market 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series 1997Emerging equity market volatility 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices 1993International stock market linkages: Evidence from the pre- and post-October 1987 period

Cited by

2014The 2008 financial crisis: Stock market contagion and its determinants 2013Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis 2017Cross-country determinants of economic policy uncertainty spillovers 2011Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets 2012Integration of 22 emerging stock markets: A three-dimensional analysis

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Year2002

Typearticle

Published2002-03-01

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations213

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s1566-0141(01)00032-2

openalex_workW2011621267

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