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 …

The relaxation of the various rules and regulations and opening the doors of financial
markets to foreign capital has helped in the global financial integration. This paper is an …

This research paper examines in a comparative manner the long-term behavior of certain
developed economies, such as USA, Canada, France and UK. The applied financial …

This article aims to investigate long-term dynamic causal linkages between Hungarian and
Romanian stock markets in order to obtain additional benefits based on international …

The aim of this paper is to highlight the existence of cointegration and international linkage
between Bucharest stock exchange and certain European developed stock markets, namely …

The aim of this research paper is to investigate international causal linkages between Latin
European stock markets, such as Romania, Spain and Italy in terms of global financial …

This research is an empirical study to analyze international event and its impacts on
Indonesian capital market. The international event in this study is expansionary monetary …

EGARCH. Penelitian ini menggunakan data mingguan indeks pasar saham 5 negara
ASEAN, yaitu IHSG, KLCI, STI, PHSC, SET dari tahun 1988 sampai tahun 2011, dengan …

Penelitian ini bertujuan untuk mengetahui reaksi pasar terhadap pengumuman
pengurangan quantitative easing tanggal 18 Desember 2013. Reaksi pasar ditunjukkan …

Increasing portion of foreign ownership in Indonesia Capital Market bring about debates on
either advantage or disadvantage on the economy. On one hand, foreign ownership would …