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ArticleEquity market linkage and multinational trade accords: The case of NAFTA

Ali F. Darrat2005

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Articlegreen2005

Equity market linkage and multinational trade accords: The case of NAFTA

Ali F. Darrat · Maosen Zhong

63 citations·0/0 files stored·Journal of International Money and Finance

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1998Generalized impulse response analysis in linear multivariate models 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1999Do Investors Trade Too Much?1995Time‐Varying World Market Integration

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2014Country and industry convergence of equity markets: International evidence from club convergence and clustering 2019Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods 2006A further look at linkages between NAFTA equity markets 2013The impact of NAFTA on North American stock market linkages 2006Information transmission and spillover in currency markets: A generalized variance decomposition analysis

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Year2005

Typearticle

Published2005-05-26

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations63

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jimonfin.2005.04.006

openalex_workW3121306248

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2014A spatial–temporal analysis of East Asian equity market linkages

2010Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering

2014Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis