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Assessing financial market integration in Asia – Equity markets · Study

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ArticleAssessing financial market integration in Asia – Equity markets

Ip-wing Yu2010

Article2010

Assessing financial market integration in Asia – Equity markets

Ip-wing Yu · Kang-Por Fung · Chi-Sang Tam

230 citations·0/0 files stored·Journal of Banking & Finance

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Global Financial Crisis and Policies Financial Risk and Volatility Modeling Finance, Markets, and Regulation

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References

1988Statistical analysis of cointegration vectors 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Dynamic Conditional Correlation 1980Domestic Saving and International Capital Flows 2002Dissecting the cycle: a methodological investigation 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1992Common stochastic trends in international stock markets 1979Domestic Savings and International Capital Flows

Cited by

2011Do market capitalization and stocks traded converge? New global evidence 2012Government Quality Determinants of Stock Market Performance in African Countries 2014Islamic equity market integration and volatility spillover between emerging and US stock markets 2014Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis 2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Assessing Financial Market Integration in Asia - Equity Marketspreprint · 14 shared references 2004International equity market integration: Theory, evidence and implicationsarticle · 5 shared references 2012Econometric Modelling with Time Series: Specification, Estimation and Testingarticle · 5 shared references 2007The Euro and European financial market dependencearticle · 4 shared references 1995The long-run gains from international equity diversification: Australian evidence from cointegration testsarticle · 4 shared references 2008Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration testsarticle · 4 shared references

Details

Year2010

Typearticle

Published2010-02-20

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations230

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jbankfin.2010.02.010

openalex_workW3121886604

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2018

Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? Evidence from smooth time-varying cointegration analysis

2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications

2022A bibliometric review of financial market integration literature