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International Linkages among Stock Markets of Malaysia and Its Major Trading Partners
16 references·0 citing·36 second hop
International Linkages among Stock Markets of Malaysia and Its Major Trading Partners (2009)International Linkages among Stock Market…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…A Decomposition of Global Linkages in Financial Markets Over Time (2004)A Decomposition of Global Lin…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium (1998)Econometrics and Economic The…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Vector Autoregressions and Causality (1993)Vector Autoregressions and Ca…International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)International stock market li…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Some recent development in a concept of causality (1988)Some recent development in a …Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Savings and development (1977)Savings and developmentWhy Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…International Diversification of Investment Portfolios (1970)International Diversification…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)International Transmission of Stock Market Movements (1989)Is the correlation in international equity returns constant: 1960–1990? (1995)Familiarity Breeds Investment (2001)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)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Book Review: Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Testing for Error Correction in Panel Data* (2007)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,965 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 1993Vector Autoregressions and Causality867 cited
  • 1998Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium582 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
  • 1977Savings and development

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502 cited
  • 2004A Decomposition of Global Linkages in Financial Markets Over Time460 cited
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