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Has International Financial Integration Increased?
16 references·16 citing·45 second hopsampled
Has International Financial Integration Increased? (2003)Has International Financial Integration I…Measuring International Capital Mobility: A Review (2016)Measuring International Capit…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Home bias and high turnover (1995)Home bias and high turnoverDo Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (1995)Do Long-Term Swings in the Do…Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Do Expected Shifts in Inflati…Inflation Regimes and the Sources of Inflation Uncertainty (1993)Inflation Regimes and the Sou…Is the Fisher effect for real? (1992)Is the Fisher effect for real?Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Monetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…Convergence in Islamic financial development: Evidence from Islamic countries using the Fourier panel KPSS stationarity test (2023)Convergence in Islamic financ…Export Quality in Advanced and Developing Economies: Evidence from a New Data Set (2017)Export Quality in Advanced an…A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS (2015)A RE‐EXAMINATION OF REAL INTE…Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests (2013)Real interest rate parity hyp…Does the nominal exchange rate regime affect the real interest parity condition? (2010)Does the nominal exchange rat…DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS (2010)DOES REAL INTEREST RATE PARIT…TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE* (2009)TESTING FOR REAL INTEREST RAT…Non-linear Co-integration between Nominal Interest Rates and Inflation: An Examination of the Fisher Hypothesis for Asian Countries (2009)Non-linear Co-integration bet…Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life (2007)Real interest parity (RIP) ov…Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas (2007)Financial Integration, GDP Co…Institutions, capital flows and financial integration (2006)Institutions, capital flows a…Financial Market Integration in East Asia: Regional or Global? (2006)Financial Market Integration …Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas (2005)Financial Integration, GDP Co…Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets (2003)Does the Real Interest Parity…How integrated are the money market and the bank loans market within the European Union? (1999)How integrated are the money …From Worldwide Capital Mobility to International Financial Integration: A Review Essay (1998)From Worldwide Capital Mobili…The equity premium: A puzzle (1985)Investor Diversification and International Equity Markets (1991)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Strategic Asset Allocation (2002)Winter Blues: A SAD Stock Market Cycle (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Expectations and Exchange Rate Dynamics (1976)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Investment Flows (1997)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Trends and random walks in macroeconomic time series (1988)The Term Structure of Real Rates and Expected Inflation (2007)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Generalized autoregressive conditional heteroskedasticity (1986)Statistical analysis of cointegration vectors (1988)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)Carry Trades and Currency Crashes (2008)Residual-based tests for cointegration in models with regime shifts (1996)Introductory Econometrics for Finance (2008)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Liquidity, loanable funds, and real activity (1992)Price-level determinacy without control of a monetary aggregate (1995)The Gold Standard as a “Good Housekeeping Seal of Approval” (1996)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 1995Home bias and high turnover1,245 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 1988Is the Real Interest Rate Stable?489 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 1992Is the Fisher effect for real?423 cited
  • 2016Measuring International Capital Mobility: A Review338 cited
  • 1995Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?290 cited
  • 1993Inflation Regimes and the Sources of Inflation Uncertainty219 cited

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  • 1995Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?194 cited
  • Cited by

    • 2006Financial Market Integration in East Asia: Regional or Global?64 cited
    • 2006Institutions, capital flows and financial integration53 cited
    • 1999How integrated are the money market and the bank loans market within the European Union?51 cited
    • 1998From Worldwide Capital Mobility to International Financial Integration: A Review Essay45 cited
    • 2007Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas44 cited
    • 2005Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas44 cited
    • 2017Export Quality in Advanced and Developing Economies: Evidence from a New Data Set37 cited
    • 2023Convergence in Islamic financial development: Evidence from Islamic countries using the Fourier panel KPSS stationarity test25 cited
    • 2009TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*24 cited
    • 2010Does the nominal exchange rate regime affect the real interest parity condition?23 cited
    • 2003Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets23 cited
    • 2010DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS20 cited
    • 2009Non-linear Co-integration between Nominal Interest Rates and Inflation: An Examination of the Fisher Hypothesis for Asian Countries18 cited
    • 2015A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS17 cited
    • 2013Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests16 cited
    • 2007Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life15 cited