Financial market integration: Theory and empirical results
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DOI: 10.1016/j.econmod.2011.11.009
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Citations
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Cited by:
- Garg, Reetika & Dua, Pami, 2014.
"Foreign Portfolio Investment Flows to India: Determinants and Analysis,"
World Development,
Elsevier, vol. 59(C), pages 16-28.
- Pami Dua & Reetika Garg, 2013. "Foreign Portfolio Investment Flows To India -- Determinants And Analysis," Working papers 225, Centre for Development Economics, Delhi School of Economics.
- Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
More about this item
Keywords
International asset pricing; Segmentation; Emerging markets; Multivariate GARCH;JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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