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Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses
16 references·16 citing·35 second hopsampled
Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses (2000)Regionalisation versus globalisation in E…Co-Integration and Error-Correction: Representation, Estimation, and Testing (2010)Co-Integration and Error-Corr…Long-run PPP may not hold after all (2000)Long-run PPP may not hold aft…Accounting for U.S. Real Exchange Rate Changes (1995)Accounting for U.S. Real Exch…Perspectives on PPP and Long-Run Real Exchange Rates (1994)Perspectives on PPP and Long-…Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy (1994)Financial Structure, Bank Len…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with I(1) Processes (1992)Tests for Parameter Instabili…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…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…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis (2017)Dynamic Stock Market Integrat…Testing for a break in the persistence in yield spreads of EMU government bonds (2014)Testing for a break in the pe…The global financial crisis and integration in European retail banking (2013)The global financial crisis a…Interest Rate Pass-Through and Monetary Transmission in Asia (2012)Interest Rate Pass-Through an…Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations (2012)Integration in European retai…Financial integration in selected South Asian countries (2012)Financial integration in sele…Interbank Lending, Credit Risk Premia and Collateral (2009)Interbank Lending, Credit Ris…Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach (2007)Measuring Regional Market Int…Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach (2007)Interest Rate Linkages in EMU…Convergence of interest rate pass-through in a wider euro zone? 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
  • 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
  • 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
  • 1994Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy479 cited
  • 1995Accounting for U.S. Real Exchange Rate Changes426 cited

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1992
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
405 cited
  • 2000Long-run PPP may not hold after all299 cited
  • Cited by

    • 2013The global financial crisis and integration in European retail banking73 cited
    • 2014Testing for a break in the persistence in yield spreads of EMU government bonds71 cited
    • 2006Convergence and risk-return linkages across financial service firms69 cited
    • 2017Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis60 cited
    • 2012Interest Rate Pass-Through and Monetary Transmission in Asia48 cited
    • 2006Convergence of interest rate pass-through in a wider euro zone?43 cited
    • 2004DYNAMICS OF EQUITY MARKET INTEGRATION IN EUROPE: EVIDENCE OF CHANGES OVER TIME AND WITH EVENTS41 cited
    • 2005Interest rate transmission in Greece: Did EMU cause a structural break?39 cited
    • 2009Interbank Lending, Credit Risk Premia and Collateral38 cited
    • 2002Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area: An Empirical Investigation into Interest Rate Pass-Through35 cited
    • 2012Financial integration in selected South Asian countries35 cited
    • 2007Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach33 cited
    • 2007Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach32 cited
    • 2002Regional Agreements and Trade in Services32 cited
    • 2012Integration in European retail banking: Evidence from savings and lending rates to non-financial corporations30 cited
    • 2002Convergence of pass-through from money market to lending rates in EMU countries : New evidence28 cited