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Financial Market Integration of ASEAN-5 with China
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Financial Market Integration of ASEAN-5 with China (2020)Financial Market Integration of ASEAN-5 w…Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets (2019)Financial cointegration and s…Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (2013)Volatility Spillovers and Con…Assessing financial market integration in Asia – Equity markets (2010)Assessing financial market in…The co-movement of stock markets in East Asia (2009)The co-movement of stock mark…Synchronised Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate (2003)Synchronised Business Cycles …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Testing for a unit root in variables with a double change in the mean (1998)Testing for a unit root in va…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…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…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
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References

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  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
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  • 2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets

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113 cited
  • 2003Synchronised Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate109 cited
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