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A fresh look at integration of risks in the international stock markets: A wavelet approach
16 references·2 citing·37 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2008A New Measure of Financial Openness2,090 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 2003Foreign direct investment, economic freedom and growth: new evidence from Latin America911 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 1995Asymmetric volatility transmission in international stock markets728 cited
  • 1990Volatiltiy and Links Between National Stock Markets709 cited
  • 1994Volatility and Links between National Stock Markets679 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period

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561 cited
  • 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
  • Cited by

    • 2023Dynamic spillover and connectedness in higher moments of European stock sector markets37 cited
    • 2023Analyzing the Evolution of China-Africa Economic Integration: A Wavelet Approach1 cited