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Market Integration and Contagion
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Market Integration and Contagion (2003)Market Integration and ContagionFinancial Liberalization and Stock Markets Integration for Asean-5 Countries (2009)Financial Liberalization and …Decomposing European bond and equity volatility (2008)Decomposing European bond and…How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices (2006)How Do Crises Spread? Evidenc…Explaining Variance; Or, Stuck in a Moment We Can't Get Out Of (2006)Explaining Variance; Or, Stuc…The impact of the Argentine default on volatility co-movements in emerging bond markets (2004)The impact of the Argentine d…Stock market cycles and stock market development in Spain (2004)Stock market cycles and stock…Consumption habit and international stock returns (2004)Consumption habit and interna…International financial contagion: what do we know? (2003)International financial conta…Emerging markets finance (2003)Emerging markets financeResearch in emerging markets finance: looking to the future (2002)Research in emerging markets …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)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)The General Theory of Employment, Interest and Money. (1936)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Finance and Growth: Schumpeter Might Be Right (1993)On the persistence and volatility in European, American and Asian stocks bull and bear markets (2013)Market efficiency of Baltic stock markets: A fractional integration approach (2018)Stock Volatility Predictability in Bull and Bear Markets (2019)Experimental and Quasi-Experimental Designs for Research (1963)A theory of justice original edition (1971)A Tale of Two Cultures: Contrasting Quantitative and Qualitative Research (2006)International Institutions and the Volatility of International Trade (2008)Contrastive statistical explanation and causal heterogeneity (2012)Noise Trader Risk in Financial Markets (1990)An empirical analysis of herd behavior in global stock markets (2010)Is gold a safe haven? International evidence (2010)The Econometrics of Financial Markets (2012)The Global Crisis and Equity Market Contagion (2014)Bank Runs, Deposit Insurance, and Liquidity (1983)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Common risk factors in the returns on stocks and bonds (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies (2007)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms (2024)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Corporate Governance and Expected Stock Returns: Evidence from Germany (2004)Characterizing World Market Integration through Time (2007)Finance and inequality: Channels and evidence (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Financial Dependence and Growth (1996)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)The Inefficiency of Bitcoin (2016)Time-Varying World Market Integration (1995)The Conditional CAPM and the Cross-Section of Expected Returns (1996)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)An iterated GMM procedure for estimating the Campbell–Cochrane habit formation model, with an application to Danish Stock and bond returns (2009)Consumption-based CAPM models: International evidence (2011)International equity valuation: the relative importance of country and industry factors versus company‐specific financial reporting information (2011)
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  • 2003Emerging markets finance768 cited
  • 2002Research in emerging markets finance: looking to the future453 cited
  • 2006How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices429 cited
  • 2006Explaining Variance; Or, Stuck in a Moment We Can't Get Out Of95 cited
  • 2004Stock market cycles and stock market development in Spain34 cited
  • 2004Consumption habit and international stock returns34 cited
  • 2008Decomposing European bond and equity volatility31 cited
  • 2004The impact of the Argentine default on volatility co-movements in emerging bond markets18 cited
  • 2003International financial contagion: what do we know?18 cited
  • 2009Financial Liberalization and Stock Markets Integration for Asean-5 Countries15 cited

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