Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis
L Wang - Journal of International Financial Markets, Institutions …, 2014 - Elsevier
This paper examines the integration and causality of interdependencies among six major
East Asian stock exchanges, while also considering their interactions with the USA before …
East Asian stock exchanges, while also considering their interactions with the USA before …
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
Stock market integration: A review of literature from a global perspective
G AnjanaRaju, SP Velip - 2019 - irgu.unigoa.ac.in
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 …
markets to foreign capital has helped in the global financial integration. This paper is an …
Analysis of the efficiency–integration nexus of Japanese stock market
This paper attempts a novel approach in analysing the Japanese economy through a dual-
dimension analysis of its stock market, examining the efficiency and market integration …
dimension analysis of its stock market, examining the efficiency and market integration …
Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region
Purpose The purpose of this paper is to investigate the long-run equilibrium relationship
between developed, emerging and frontier markets of the Asia-Pacific region during January …
between developed, emerging and frontier markets of the Asia-Pacific region during January …
Linkages in the term structure of interest rates across sovereign bond markets
S Sowmya, K Prasanna, S Bhaduri - Emerging Markets Review, 2016 - Elsevier
This paper investigates the linkages in the sovereign bond yields across different maturity
spectrums among both developed and Asian countries. Term structure of interest rate is …
spectrums among both developed and Asian countries. Term structure of interest rate is …
Causality and cointegration among stock market indices: A study of developed markets with sensex
The aim of this paper is to examine the existence of degree of interdependence between
Sensex and various stock markets of the American and European regions. The study …
Sensex and various stock markets of the American and European regions. The study …
Emerging stock market integration in the post financial crises era: an empirical analysis of the short-term and long-term linkages
RP Verma, P Rani - Emerging economy studies, 2016 - journals.sagepub.com
In the backdrop of the recent global financial crises in 2008, this article attempts to assess
the linkage among Brazil, Russia, India, China and South Korea. For this purpose, we …
the linkage among Brazil, Russia, India, China and South Korea. For this purpose, we …
[PDF][PDF] Stock market integration of India with rest of the world: An empirical study
S Bhattacharjee, AM Swaminathan - Indian Journal of Finance, 2016 - econ-jobs.com
The present study conducted an analysis of the stock market integration of India and a few
selected countries of the globe. The study used the Engle-Granger bivariate co-integration …
selected countries of the globe. The study used the Engle-Granger bivariate co-integration …
[PDF][PDF] Causal and co-integration analysis of Indian and selected Asian stock markets
SA Patel - Drishtikon: A Management Journal, 2014 - academia.edu
The study investigates the interdependence of Indian Stock Market with other Asian equity
markets like Pakistan, Sri Lanka, Malaysia, Korea, Japan, Singapore, Taiwan and China …
markets like Pakistan, Sri Lanka, Malaysia, Korea, Japan, Singapore, Taiwan and China …