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Literature review of stock market integration: a global perspective
16 references·6 citing·43 second hop
Literature review of stock market integration: a global perspective (2012)Literature review of stock market integra…EMU and European Stock Market Integration* (2006)EMU and European Stock Market…Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005)Dynamic stock market integrat…Stock market linkages in emerging markets: implications for international portfolio diversification (2004)Stock market linkages in emer…The structure of interdependence in international stock markets (2003)The structure of interdepende…Stock market integration and financial crises: the case of Asia (2003)Stock market integration and …Stock market linkages: Evidence from Latin America (2002)Stock market linkages: Eviden…Financial market integration in Europe: on the effects of EMU on stock markets (2002)Financial market integration …Long and short term dynamic causal transmission amongst international stock markets (2001)Long and short term dynamic c…A vector error correction model of the Singapore stock market (2000)A vector error correction mod…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…An empirical examination of linkages between Pacific-Basin stock markets (1998)An empirical examination of l…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (1992)Predictable Stock Returns in …Evolution in dynamic linkages across daily national stock indexes (1991)Evolution in dynamic linkages…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries (2023)Dynamic Conditional Correlati…Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies (2019)Two centuries of global finan…Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach (2019)Stock Market Integration of P…Dynamic Connectedness in Emerging Asian Equity Markets (2018)Dynamic Connectedness in Emer…Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region (2017)Dynamic linkages among develo…Nonlinearities and financial contagion in Latin American stock markets (2015)Nonlinearities and financial …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets (2011)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)The arbitrage theory of capital asset pricing (1976)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Macroeconomic variables and the Malaysian equity market (2003)Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence (2006)The Role of Macroeconomic Variables on Stock Market Index in China and India (2011)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Domestic Saving and International Capital Flows (1980)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Characterizing World Market Integration through Time (2007)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Evolution of international stock and bond market integration: Influence of the European Monetary Union (2005)Do market capitalization and stocks traded converge? New global evidence (2011)Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries (2012)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)Foreign Speculators and Emerging Equity Markets (2000)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)Macroeconomics and Reality (1980)Dynamic relationship among environmental regulation, technological innovation and energy efficiency based on large scale provincial panel data in China (2017)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Euro-area Financial System: Structure, Integration, and Policy Initiatives (2003)The Euro and European financial market dependence (2007)The Econometrics of Financial Markets (2012)International equity market integration: Theory, evidence and implications (2004)Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2022)
this work references cited by second hop

References

  • 1995Time‐Varying World Market Integration2,152 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1992Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration512 cited
  • 2000A vector error correction model of the Singapore stock market446 cited
  • 2002Stock market linkages: Evidence from Latin America421 cited
  • 2003The structure of interdependence in international stock markets413 cited
  • 2006EMU and European Stock Market Integration*379 cited
  • 2002Financial market integration in Europe: on the effects of EMU on stock markets379 cited
  • 2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis346 cited
  • 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets339 cited
  • 2003Stock market integration and financial crises: the case of Asia307 cited
  • 2005Stock market integration in ASEAN after the Asian financial crisis294 cited
  • 2001Long and short term dynamic causal transmission amongst international stock markets290 cited
  • 1991Evolution in dynamic linkages across daily national stock indexes286 cited

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1998
An empirical examination of linkages between Pacific-Basin stock markets
236 cited
  • 2004Stock market linkages in emerging markets: implications for international portfolio diversification216 cited
  • Cited by

    • 2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach52 cited
    • 2017Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region34 cited
    • 2015Nonlinearities and financial contagion in Latin American stock markets25 cited
    • 2019Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies23 cited
    • 2023Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries21 cited
    • 2018Dynamic Connectedness in Emerging Asian Equity Markets20 cited