A non-parametric examination of emerging equity markets financial integration

DOI10.1142/9789811202391_0118MaRDI QIDQ5139565zbMATH OpenOpenAlexFDO

Authors Ke Yang, Susan Wahab, Bharat Kolluri, Mahmoud Wahab

Publication date 9 December 2020

Published in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789811202391_0118

zbMATH Keywords

financial integrationlocally-weighted regressionnonparametric regressionprincipal components regressionsimple correlation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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Cited in

(2)

• The quantity approach to financial integration: The Feldstein-Horioka criterion revisited
• INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION

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