Add to ORKGBoth practitioners and academicians demand a linkage model across financial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use co-integration and causality analysis in investigating the dependence or co-movement of three or more stock markets in different countries. However, they conducted the causality in mean tests but not the causality in variance tests. This study assesses the co-integration and causal relations among seven developed Asia
This paper evaluates the transmission of financial crises to Malaysia by analyzing the stock market ...
The relationship between the stock markets of the developed countries has been examined extensively ...
The fundamental argument in the Capital Asset Pricing Model (CAPM) is that the market risk is imposs...
Both practitioners and academicians demand a linkage model across financial markets, particularly am...
Both practitioners and academics demand a linkage model acrossfinancial markets, particularly among ...
Both practitioners and academicians demand a linkage model across financial markets, particularly am...
For both risk management and portfolio selection purposes, modeling the linkage across financial mar...
This paper examines the level of integration amongst a selection of fifteen Asia-Pacific stock mar...
This study examines the stock market integration among major stock markets of emerging A...
Abstract : Financial integration can improve the efficiency of capital allocation as well as help d...
This paper aims to explore links between the Indian stock market and three developed Asian markets (...
This paper explores the co-integration and causality relationships amongst the Asian Triangle stock ...
This study explores the linkages between regional stock markets of three Asian (China, Pakistan and ...
This paper examines the existing empirical literature on financial market con-tagion in Asia in the ...
This study examines price linkages among the equity markets of Asian newly industrialised countries ...
This paper evaluates the transmission of financial crises to Malaysia by analyzing the stock market ...
The relationship between the stock markets of the developed countries has been examined extensively ...
The fundamental argument in the Capital Asset Pricing Model (CAPM) is that the market risk is imposs...
Both practitioners and academicians demand a linkage model across financial markets, particularly am...
Both practitioners and academics demand a linkage model acrossfinancial markets, particularly among ...
Both practitioners and academicians demand a linkage model across financial markets, particularly am...
For both risk management and portfolio selection purposes, modeling the linkage across financial mar...
This paper examines the level of integration amongst a selection of fifteen Asia-Pacific stock mar...
This study examines the stock market integration among major stock markets of emerging A...
Abstract : Financial integration can improve the efficiency of capital allocation as well as help d...
This paper aims to explore links between the Indian stock market and three developed Asian markets (...
This paper explores the co-integration and causality relationships amongst the Asian Triangle stock ...
This study explores the linkages between regional stock markets of three Asian (China, Pakistan and ...
This paper examines the existing empirical literature on financial market con-tagion in Asia in the ...
This study examines price linkages among the equity markets of Asian newly industrialised countries ...
This paper evaluates the transmission of financial crises to Malaysia by analyzing the stock market ...
The relationship between the stock markets of the developed countries has been examined extensively ...
The fundamental argument in the Capital Asset Pricing Model (CAPM) is that the market risk is imposs...