SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An empirical examination of linkages between Pacific-Basin stock markets
11 references·16 citing·30 second hop
An empirical examination of linkages between Pacific-Basin stock markets (1998)An empirical examination of linkages betw…International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)International stock market li…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…International Transmission of Stock Market Movements (1989)International Transmission of…The International Crash of October 1987 (1988)The International Crash of Oc…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests (2017)Co-movement of ASEAN stock ma…Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches (2016)Portfolio diversification ben…International stock market indices comovements: a new look (2011)International stock market in…Stock market integration and volatility spillover: India and its major Asian counterparts (2010)Stock market integration and …The co-movement of stock markets in East Asia (2009)The co-movement of stock mark…Spillover Effects Among the Greater China Stock Markets (2009)Spillover Effects Among the G…Impact of the 2007 US financial crisis on the emerging equity markets (2009)Impact of the 2007 US financi…Dynamic linkages among ASEAN‐5 emerging stock markets (2009)Dynamic linkages among ASEAN‐…Interdependence of ASEAN-5 Stock Markets from the US and Japan (2008)Interdependence of ASEAN-5 St…Interdependence between Eastern and Western European stock markets: Evidence from intraday data (2007)Interdependence between Easte…Gulf Cooperation Council (GCC) stock markets: The dawn of a new era (2006)Gulf Cooperation Council (GCC…Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia (2004)Macroeconomic Influence on th…International portfolio diversification to Central European stock markets (2004)International portfolio diver…Information leadership in the advanced Asia–Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan (2004)Information leadership in the…Stock market cycles, financial liberalization and volatility (2003)Stock market cycles, financia…Equity market linkages in the Asia Pacific region (2001)Equity market linkages in the…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A vector error correction model of the Singapore stock market (2000)The effects of terrorism on global capital markets (2004)Stock prices and exchange rate dynamics (2005)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Common stochastic trends in international stock markets (1992)A New Approach to Measuring Financial Contagion (2003)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
  • 1988The International Crash of October 1987394 cited

Cited by

  • 2003Stock market cycles, financial liberalization and volatility175 cited
  • 2007Interdependence between Eastern and Western European stock markets: Evidence from intraday data165 cited
  • 2011International stock market indices comovements: a new look

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

159 cited
  • 2009The co-movement of stock markets in East Asia156 cited
  • 2010Stock market integration and volatility spillover: India and its major Asian counterparts132 cited
  • 2009Spillover Effects Among the Greater China Stock Markets125 cited
  • 2004Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia119 cited
  • 2004International portfolio diversification to Central European stock markets114 cited
  • 2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests103 cited
  • 2004Information leadership in the advanced Asia–Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan103 cited
  • 2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches100 cited
  • 2006Gulf Cooperation Council (GCC) stock markets: The dawn of a new era96 cited
  • 2009Impact of the 2007 US financial crisis on the emerging equity markets94 cited
  • 2001Equity market linkages in the Asia Pacific region91 cited
  • 2008Interdependence of ASEAN-5 Stock Markets from the US and Japan86 cited
  • 2009Dynamic linkages among ASEAN‐5 emerging stock markets85 cited