Volatility spillovers between the Chinese and world equity markets
X Zhou, W Zhang, J Zhang - Pacific-Basin Finance Journal, 2012 - Elsevier
We propose measures of the directional volatility spillovers between the Chinese and world
equity markets based on Diebold and Yilmaz's (2011b) forecast-error variance …
equity markets based on Diebold and Yilmaz's (2011b) forecast-error variance …
Assessing financial market integration in Asia–equity markets
IW Yu, KP Fung, CS Tam - Journal of Banking & Finance, 2010 - Elsevier
Financial integration has strong implications for financial stability. On the one hand, financial
integration among economies helps to improve their capacity to absorb shocks and foster …
integration among economies helps to improve their capacity to absorb shocks and foster …
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 …
Liquidity and return relationships in an emerging market
In this paper, we investigate the relationship between liquidity and stock returns in the
Vietnam stock market during the global financial crisis. Vietnam is one of a new group of …
Vietnam stock market during the global financial crisis. Vietnam is one of a new group of …
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 …
Can stock market investors hedge energy risk? Evidence from Asia
Abstract The relationship between energy and stock prices is investigated in the context of
Asia, including China and Japan. Oil, gas and coal prices are considered both individually …
Asia, including China and Japan. Oil, gas and coal prices are considered both individually …
Time-varying energy and stock market integration in Asia
The degree of integration between energy and stock markets is critical for the diversification,
risk management and funding decisions of global corporations and investors alike. We …
risk management and funding decisions of global corporations and investors alike. We …
Regional integration of the East Asian stock markets: An empirical assessment
S Boubakri, C Guillaumin - Journal of International Money and Finance, 2015 - Elsevier
The aim of this paper is to study the dynamics of regional financial integration in East Asia
over the 1990: 01–2012: 08 period. To this end, we use the international capital asset …
over the 1990: 01–2012: 08 period. To this end, we use the international capital asset …
Synchronization of business cycles and economic policy linkages in ASEAN
Y Sethapramote - Journal of Asian Economics, 2015 - Elsevier
We investigate business cycle synchronization and economic policy linkage in the
Association of Southeast Asian Nations (ASEAN). Two important findings are addressed …
Association of Southeast Asian Nations (ASEAN). Two important findings are addressed …
An investigation of global and regional integration of ASEAN economic community stock market: Dynamic risk decomposition approach
G Lee, J Jeong - Emerging Markets Finance and Trade, 2016 - Taylor & Francis
This article investigates the dynamic pattern of stock market relations between the ASEAN
Economic Community (AEC) and two major stock markets: China and the United States. A …
Economic Community (AEC) and two major stock markets: China and the United States. A …