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Financial Integration of Stock Markets among New EU Member States and the Euro Area
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Financial Integration of Stock Markets among New EU Member States and the Euro Area (2007)Financial Integration of Stock Markets am…Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market (2017)Short-term and long-term Inte…Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework (2014)Linkages between emerging and…Country and industry convergence of equity markets: International evidence from club convergence and clustering (2014)Country and industry converge…Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states (2012)Monetary policy and stock pri…International Stock Market Integration: Central and South Eastern Europe Compared (2012)International Stock Market In…Inference in Linear Time Series Models with some Unit Roots (1990)Applied Time Series Econometrics (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet (2014)Banking Models and Monetary Transmission Mechanisms in Malaysia: Are Islamic Banks Different? (2016)Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries (2016)Statistical analysis of cointegration vectors (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)The Relationship Between Profitability and Stock Prices: Evidence from the Saudi Banking Sector (2019)Quantifying systemic risk in US industries using neural network quantile regression (2022)Did the Indian stock market sail the Russia-Ukraine storm safely? (2023)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Multivariate Simultaneous Generalized ARCH (1995)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Causality between regional stock markets: A frequency domain approach (2013)Stock Market Contagion from Western Europe to Central and Eastern Europe During the Crisis Years 2008-2012 (2014)Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Equity Markets (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Time‐Varying World Market Integration (1995)The distribution of realized stock return volatility (2001)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area (2017)Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries (2019)From dotcom to Covid-19: A convergence analysis of Islamic investments (2021)
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  • 2014Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework47 cited
  • 2014Country and industry convergence of equity markets: International evidence from club convergence and clustering41 cited
  • 2012International Stock Market Integration: Central and South Eastern Europe Compared32 cited
  • 2017Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market31 cited
  • 2012Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states28 cited

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