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A spatial analysis of international stock market linkages · Study

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ArticleA spatial analysis of international stock market linkages

Hossein Asgharian2013

Article2013

A spatial analysis of international stock market linkages

Hossein Asgharian · Lu Liu

169 citations·0/0 files stored·Journal of Banking & Finance

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

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References

1988Spatial Econometrics: Methods and Models 1986Economic Forces and the Stock Market 2008An Introduction to Spatial Econometrics 1977Asset returns and inflation 1995Time‐Varying World Market Integration 1995Is the correlation in international equity returns constant: 1960–1990?2004The determinants of cross-border equity flows 1997Emerging equity market volatility

Cited by

2020Oil price shocks, global financial markets and their connectedness 2014Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models 2022A bibliometric review of financial market integration literature 2016Kriging of financial term-structures 2020Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model 2016Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia

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Details

Year2013

Typearticle

Published2013-09-03

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations169

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jbankfin.2013.08.015

openalex_workW2045632279

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2018

Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data

2011Modeling different kinds of spatial dependence in stock returns