A bibliometric review of financial market integration literature
We undertake a meta-literature review on the topic of financial market integration (FMI),
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
[PDF][PDF] Did the SARS epidemic weaken the integration of Asian stock markets? Evidence from smooth time-varying cointegration analysis
The purpose of this study is to examine the effect of the Severe Acute Respiratory Syndrome
(SARS) epidemic on the long-run relationship between China and four Asian stock markets …
(SARS) epidemic on the long-run relationship between China and four Asian stock markets …
Literature review of stock market integration: A global perspective
Purpose–The purpose of this paper is to organize and take stock of the present situation of
research on stock market integration by reviewing the available literature, to provide quick …
research on stock market integration by reviewing the available literature, to provide quick …
Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5
MS Chien, CC Lee, TC Hu, HT Hu - Economic Modelling, 2015 - Elsevier
This paper examines the dynamic process of convergence among cross-border stock
markets in China and ASEAN-5 countries using recursive cointegration analysis. The results …
markets in China and ASEAN-5 countries using recursive cointegration analysis. The results …
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
This paper aims to explore links between the Indian stock market and three developed Asian
markets (ie Hong Kong, Japan and Singapore) using cointegration methodologies in order …
markets (ie Hong Kong, Japan and Singapore) using cointegration methodologies in order …
Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis
S Boubaker, J Jouini, A Lahiani - The Quarterly Review of Economics and …, 2016 - Elsevier
This paper assesses the contagion between the US equity market and selected developed
and emerging stock markets over the period from January 3, 2005 to January 21, 2014 with …
and emerging stock markets over the period from January 3, 2005 to January 21, 2014 with …
On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach
This paper investigates the contagion hypothesis for ten developed and emerging stock
markets (France, Italy, UK, Japan, China, Argentina, Mexico, Tunisia, Morocco and Egypt) …
markets (France, Italy, UK, Japan, China, Argentina, Mexico, Tunisia, Morocco and Egypt) …
Volatility transmission in regional Asian stock markets
This study aims to investigate the presence of volatility transmission among regional equity
markets of Pakistan, China, India, and Sri Lanka. Moreover for developed countries, the …
markets of Pakistan, China, India, and Sri Lanka. Moreover for developed countries, the …
The impact of FDI spillover effects on total factor productivity in the Chinese electronic industry: a panel data analysis
This paper empirically investigates the impact of inward foreign direct investment (FDI) on
total factor productivity (TFP) growth in a developing country, China. Utilising an …
total factor productivity (TFP) growth in a developing country, China. Utilising an …
Country and industry convergence of equity markets: International evidence from club convergence and clustering
This study employs the panel convergence methodology developed by Phillips and Sul
(2007) to explore the convergence dynamics of international equity markets. The analysis …
(2007) to explore the convergence dynamics of international equity markets. The analysis …