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Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
16 references·13 citing·42 second hop
Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations (2013)Stock Market Integration in Asian Countri…Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets (2011)Wavelet multiple correlation …International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…On measuring synchronization of bulls and bears: The case of East Asia (2007)On measuring synchronization …The rise in comovement across national stock markets: market integration or IT bubble? 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An Investigation of U.S.‐Japan Stock Return Comovements (1996)Why Do Markets Move Together?…Pre and post-October 1987 stock market linkages between U.S. and Asian markets (1995)Pre and post-October 1987 sto…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)An Empirical Analysis of Stoc…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data (2024)Spillovers and multiscale rel…Stock market integration in Africa: Further evidence from an information‐theoretic framework (2022)Stock market integration in A…Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic (2021)Volatility spillovers among N…Time-frequency information transmission among financial markets: evidence from implied volatility (2021)Time-frequency information tr…Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach (2021)Inflation Co-Movement Dynamic…Are Cryptocurrencies and African stock markets integrated? 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References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements968 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2001Long and short term dynamic causal transmission amongst international stock markets290 cited
  • 1992An Empirical Analysis of Stock Prices in Major Asian Markets and the United States280 cited
  • 2004The rise in comovement across national stock markets: market integration or IT bubble?263 cited
  • 2004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes250 cited
  • 1998An empirical examination of linkages between Pacific-Basin stock markets236 cited
  • 2002Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization233 cited
  • 2011Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets

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218 cited
  • 2007On measuring synchronization of bulls and bears: The case of East Asia177 cited
  • 1995Pre and post-October 1987 stock market linkages between U.S. and Asian markets159 cited
  • Cited by

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    • 2019Global and regional stock market integration in Asia: A panel convergence approach59 cited
    • 2021Are Cryptocurrencies and African stock markets integrated?55 cited
    • 2018Extreme co-movements and dependencies among major international exchange rates: A copula approach43 cited
    • 2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets38 cited
    • 2021Time-frequency information transmission among financial markets: evidence from implied volatility37 cited
    • 2020International stock markets Integration and dynamics of volatility spillover between the USA and South Asian markets: evidence from Global financial crisis35 cited
    • 2017A wavelet analysis of co-movements in Asian gold markets32 cited
    • 2015Financial Crisis and Stock Market Integration: An Analysis of Select Economies31 cited
    • 2013Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries29 cited
    • 2022Stock market integration in Africa: Further evidence from an information‐theoretic framework24 cited
    • 2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data22 cited
    • 2021Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach10 cited