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Integration of emerging stock markets with global stock markets
16 references·7 citing·43 second hop
Integration of emerging stock markets with global stock markets (2015)Integration of emerging stock markets wit…What Segments Equity Markets? (2011)What Segments Equity Markets?Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…Characterizing World Market Integration through Time (2007)Characterizing World Market I…The structure of interdependence in international stock markets (2003)The structure of interdepende…The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …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…International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)International Asset Pricing a…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…The World Price of Foreign Exchange Risk (1995)The World Price of Foreign Ex…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…Evolution in dynamic linkages across daily national stock indexes (1991)Evolution in dynamic linkages…International Transmission of Stock Market Movements (1989)International Transmission of…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…Stock market contagion during the COVID-19 pandemic in emerging economies (2022)Stock market contagion during…Return and volatility spillover between India and leading Asian and global equity markets: an empirical analysis (2022)Return and volatility spillov…Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications (2020)Return and Volatility Transmi…Pandemics and the emerging stock markets (2020)Pandemics and the emerging st…Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach (2019)Stock Market Integration of P…Return and volatility spillover across equity markets between China and Southeast Asian countries (2019)Return and volatility spillov…Determinants of idiosyncratic volatility: Evidence from the Indian stock market (2017)Determinants of idiosyncratic…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)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The econometrics of financial markets (1996)Country spreads and emerging countries: Who drives whom? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
  • 1995The World Price of Foreign Exchange Risk765 cited
  • 2009Global market integration: An alternative measure and its application☆621 cited
  • 2007Characterizing World Market Integration through Time531 cited
  • 2003The structure of interdependence in international stock markets413 cited
  • 2011What Segments Equity Markets?406 cited
  • 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets

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339 cited
  • 1991Evolution in dynamic linkages across daily national stock indexes286 cited
  • Cited by

    • 2020Pandemics and the emerging stock markets90 cited
    • 2019Return and volatility spillover across equity markets between China and Southeast Asian countries80 cited
    • 2022Stock market contagion during the COVID-19 pandemic in emerging economies66 cited
    • 2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach52 cited
    • 2022Return and volatility spillover between India and leading Asian and global equity markets: an empirical analysis42 cited
    • 2017Determinants of idiosyncratic volatility: Evidence from the Indian stock market33 cited
    • 2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications32 cited