Time‐Varying World Market Integration

Keywords

Capital market, Market integration, Sample (material), Emerging markets, Investment (military)

References

• Portfolio Investment in Developing CountriesStijn Claessens, Sudarshan Gooptu — 1993
• Finance, entrepreneurship and growthRobert G. King, Ross Levine — 1993
• Financial markets and growth: An overview☆Marco Pagano — 1993
• Conditional Asset Allocation in Emerging MarketsCampbell R. Harvey — 1994
• International Portfolio Choice and Asset Pricing: An Integrative SurveyRené M. Stulz — 1994
• Tests of integration, mild segmentation and segmentation hypothesesVihang R. Errunza, Etienne Losq, Prasad Padmanabhan — 1992
• International Investment Restrictions and Closed‐End Country Fund PricesCatherine Bonser‐Neal, Greggory A. Brauer, Robert Neal — 1990
• Non-Stationary Time Series Analysis and CointegrationHargreaves, Colin P. — 1994
• Foreign ownership restrictions and stock prices in the Thai capital marketWarren Bailey, Julapa Jagtiani — 1994
• Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency TestJeffrey A. Frankel, Charles Engel — 1984
• Maximum Likelihood Estimation of Misspecified ModelsHalbert White — 1982
• AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETSRichard Stehle — 1977
• In search of the exchange risk premium: A six-currency test assuming mean-variance optimizationJeffrey A. Frankel — 1982
• CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*William F. Sharpe — 1964
• Stock markets and developmentRaymond Atje, Boyan Jovanovic — 1993
• Estimating Time Varying Risk Premia in the Term Structure: The Arch-M ModelRobert F. Engle, David M. Lilien, Russell P. Robins — 1987
• Technological Choice, Financial Markets and Economic DevelopmentGilles Saint‐Paul — 1992
• Analysis of time series subject to changes in regimeJames D. Hamilton — 1990
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariancesTim Bollerslev, Jeffrey M. Wooldridge — 1992
• Econometric Issues in the Analysis of Regressions with Generated Regressors.Adrian Pagan — 1984

Cited by

• Regeneration of the amphibian intestinal epithelium under the control of stem cell nicheKusdhianto Setiawan, Koichi Maekawa — 2007
• Diversifying Market and Default Risk in High Grade Sovereign Bond PortfoliosMyles Brennan, Ádám Kóbor, Vidhya Rustaman — 2011
• Exaggerated blood pressure response to exercise is associated with augmented rise of angiotensin II during exercise.Hisham Mohd. Sharif Alrefai — 2008
• International stock market liquidityChristof W. Stahel — 2004
• Stock Price Synchronicities in Emerging MarketsChin-Wen Hsin, Yuehtzu Liao — 2003
• From state to market : essays on electricity sector reformsRabindra Nepal — 2013
• Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security MarketsSimon Stevenson — 2016
• Capital Market Integration of ASEAN CountriesHung Quang, László Kónya — 2012
• Flexible Organic Thin-Film Transistors Fabricated on Polydimethylsiloxane Elastomer Substrates.Yao Zheng — 2015
• Growth Volatility and Equity Market LiberalizationGeert Bekaert, Christian Lundblad — 2002
• L’intégration des marchés financiersJosé S. da Fonseca — 2006
• Best Practice Risk Measurement in Emerging Markets: Empirical Test of Asymmetric Alternatives to CAPMSoosung Hwang, Christian Sejer Pedersen, Oliver — 2002
• Testing world consumption asset pricing modelsBin Li — 2010
• Comovements among emerging equity marketsHolger C. Wolf — 1996
• Correlation Dynamics of Equity Markets in Pakistan and India: A Comparative Study in the Context of Financial CrisisInayat Ullah, Mr. Rizwanullah, Madiha Khan — 2012
• Contagion, Channels of Shock Transmission and Structure of Channel PerformanceZheng Zhu — 2014
• Degrees Of Integration In International Portfolio Diversification: Effective Systemic RiskEleftherios Thalassinos, Theo Kiriazidis — 2003
• Three Essays on International Finance and International Capital Markets.Qiaoqiao Zhu — 2009
• Capital Flows, Real Exchange Rates, and Capital Controls: What Is the Scope of Liberalization for Tunisia?Charfi Marrakchi — 2013
• Reexamination Of Dynamic Betainternational Capm: A Sur With Garch ApproachKusdhianto Setiawan — 2012

Related papers

• Explaining The Fundamentals of Financial Markets: A Theoretical ReviewAustin Mwange, Windu Matoka, Alex Chola Kafwabulula — 2022
• Countries Versus Industries in Emerging MarketsJavier Estrada, Mark Kritzman, Sébastien Page — 2006
• Research in an Emerging Malaysian Capital Market: A Guide to Future DirectionShamsher Mohamad, Taufiq Hassan, Mohamad Ariff — 2007
• Are Foreign Institutional Investors Good for Emerging MarketsMichael Frenkel, Lukas Menkhoff — 2004
• Comparison of Weak Form of Market Efficiency of Developed Stock Markets with Emerging Asian MarketsAman Srivastava — 2007
• Are Foreign Institutional Investors Good for Emerging Markets?Lukas Menkhoff, Michael Frenkel — 2003
• AN ANALYSIS OF THE DIVERSIFICATION POTENTIAL OF EMERGING MARKETS FOR INTERNATIONAL EQUITY PORTFOLIOS IN RECENT YEARSAlexandra Horobeţ, Lucian Belaşcu — 2014
• Corporate financial disclosure in emerging markets: Does economic development matter?Stephen B. Salter — 1998