INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION
From MaRDI portal
Publication:3022101
DOI10.1142/S0219024904002529zbMATH Open1108.91320MaRDI QIDQ3022101FDOQ3022101
Authors: Malay Bhattacharyya, Ashok Banerjee 
Publication date: 22 June 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Recommendations
- On the measurement of financial market integration
- A non-parametric examination of emerging equity markets financial integration
- Financial market globalization and growth with interdependent countries
- The Elusive Gains from International Financial Integration
- On the gains from international financial integration
- Capital market imperfections, international credit markets, and nonconvergence
- Financial integration and international risk spillovers
Cites Work
- A Test for Normality of Observations and Regression Residuals
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Statistical inference in vector autoregressions with possibly integrated processes
- Inference in Linear Time Series Models with some Unit Roots
- Vector Autoregressions and Causality
- Vector autoregression and causality: a theoretical overview and simulation study
- Multivariate cointegration analysis of the Finnish-Japanese stock markets
- Title not available (Why is that?)
- Comparisons of tests for multivariate cointegration
Cited In (13)
- Assessing European stock markets (co)integration
- Price linkages in Asian equity markets: evidence bordering the Asian economic, currency and financial crises
- Global stock market landscape: an application of minimum spanning tree technique
- Interactions among China-related stocks
- Internationalization and Stock Market Liquidity*
- Title not available (Why is that?)
- International capital markets and redundant securities
- Comparing the causality patterns between some Scandinavian stock returns and global return factors
- Modified neural network algorithms for predicting trading signals of stock market indices
- Structural modelling of global capital asset pricing
- AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
- Financial market globalization and growth with interdependent countries
This page was built for publication: INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3022101)
