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Integration between East and Southeast Asian equity markets
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Integration between East and Southeast Asian equity markets (2015)Integration between East and Southeast As…Assessing financial market integration in Asia – Equity markets (2010)Assessing financial market in…The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets (2009)The Degree of Financial Liber…Time-varying market integration and expected returns in emerging markets (2005)Time-varying market integrati…Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…East Asian economic regionalism: progress and challenges (2005)East Asian economic regionali…Stock market integration and financial crises: the case of Asia (2003)Stock market integration and …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…International financial integration and economic growth (2002)International financial integ…No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)No Contagion, Only Interdepen…Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Are Asian stock market fluctu…Was Prometheus Unbound by Chance? Risk, Diversification, and Growth (1997)Was Prometheus Unbound by Cha…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Risk-Taking, Global Diversification, and Growth (1992)Risk-Taking, Global Diversifi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Energy consumption and economic growth: A causality analysis for Greece (2009)Alfred D. Chandler, Jr. The Visible Hand: The Managerial Revolution in American Business. Cambridge, Mass.: Harvard University Press. 1977. Pp. xvi, 608. $18.50 (1978)On the mechanics of economic development (1988)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Economic Origins of Dictatorship and Democracy (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)Increasing Returns and Long-Run Growth (1986)Government Spending in a Simple Model of Endogeneous Growth (1990)Foreign Speculators and Emerging Equity Markets (2000)Correlations in Price Changes and Volatility across International Stock Markets (1990)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Extreme Correlation of International Equity Markets (2001)The Distribution of Realized Exchange Rate Volatility (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Financial Dependence and Growth (1996)Does financial liberalization spur growth? (2005)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Does globalization affect growth? Evidence from a new index of globalization (2006)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Aggregate Confusion: The Divergence of ESG Ratings (2019)
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References

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  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
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  • 2009The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets

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183 cited
  • 2005East Asian economic regionalism: progress and challenges178 cited
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