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The Impact of Subprime Crisis on Asia-Pacific Islamic Stock Markets
16 references·2 citing·36 second hop
The Impact of Subprime Crisis on Asia-Pacific Islamic Stock Markets (2015)The Impact of Subprime Crisis on Asia-Pac…American Economic Review (2019)American Economic ReviewReview and analysis of current Shariah‐compliant equity screening practices (2008)Review and analysis of curren…Stock market integration and financial crises: the case of Asia (2003)Stock market integration and …Long and short term dynamic causal transmission amongst international stock markets (2001)Long and short term dynamic c…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…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Some recent development in a concept of causality (1988)Some recent development in a …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Macroeconomics and Reality (1980)Macroeconomics and RealityWhy Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Islamic versus conventional financial market: a meta-literature review of spillover effects (2023)Islamic versus conventional f…Time varying intra/inter quantile developing relationship of Islamic stock returns: empirical evidence from Indonesia using QBARDL (2022)Time varying intra/inter quan…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)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)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)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Emerging equity market volatility (1997)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Mean Reversion in Stock Prices: Evidence and Implications (1987)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Numerical distribution functions of likelihood ratio tests for cointegration (1999)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Bounds testing approaches to the analysis of level relationships (2001)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Promise of Enterpreneurship as a Field of Research (2000)The Economics of Climate Change (2007)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2019American Economic Review11,235 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
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  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets348 cited
  • 2003Stock market integration and financial crises: the case of Asia307 cited
  • 2008Review and analysis of current Shariah‐compliant equity screening practices

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301 cited
  • 2001Long and short term dynamic causal transmission amongst international stock markets290 cited
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    • 2023Islamic versus conventional financial market: a meta-literature review of spillover effects10 cited
    • 2022Time varying intra/inter quantile developing relationship of Islamic stock returns: empirical evidence from Indonesia using QBARDL10 cited