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Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia Indexes
16 references·1 citing·31 second hop
Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia Indexes (2021)Equity Market Integration and Portfolio D…Assessing financial market integration in Asia – Equity markets (2010)Assessing financial market in…Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…Stock market integration and financial crises: the case of Asia (2003)Stock market integration and …Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Are Asian stock market fluctu…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …An empirical examination of linkages between Pacific-Basin stock markets (1998)An empirical examination of l…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …The Econometric Analysis of Time Series. (1983)The Econometric Analysis of T…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war (2024)Dynamic connectedness, portfo…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Portfolio Selection: Efficient Diversification of Investments (1959)International Diversification of Investment Portfolios (1970)An equilibrium model of the international capital market (1974)International Transmission of Stock Market Movements (1989)Book Review: Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Forecasting and testing in co-integrated systems (1987)Some recent development in a concept of causality (1988)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Bounds testing approaches to the analysis of level relationships (2001)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)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)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)CO2 emissions, electricity consumption and output in ASEAN (2010)Critical Values for Cointegration Tests (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)
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References

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  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
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1998
An empirical examination of linkages between Pacific-Basin stock markets
236 cited
  • 2010Assessing financial market integration in Asia – Equity markets230 cited
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    • 2024Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war47 cited