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 study aims to find the relationship between inflation and stock returns. Inflation was
distinguished as expected and unexpected inflation. The study revealed that there is long …

This paper examines the transmission of equity returns and volatility among Asian equity
markets and investigates the differences that exist in this regard between the developed and …

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 …

Financial integration for emerging economies should be seen as a long-term objective. In
this paper, we examine stock market integration among five selected emerging stock …

Stock market integration and volatility spillover between India and its major Asian
counterparties is studied. Apart from different degrees of correlations, contemporaneous …

The present article examines the dynamic linkages between the stock markets of
Bangladesh, India, Pakistan and Sri Lanka using a temporal Granger causality approach by …

A decade after the global financial crisis, the developments in stock market integration have
increased the stability and liquidity of markets, and decreased the diversification benefits for …

This paper examines the dynamics of volatility across major global exchanges for corn,
wheat and soybeans in the USA, Europe and Asia. We follow a multivariate GARCH …

In this paper we investigate equity returns and volatility co-movement between the US and a
group of large Middle East and North African stock markets before and after the global …