Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kearney, Colm & Muckley, Cal, 2008. "Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 870-885, December.
- Walid M. A. Ahmed, 2016. "The Dynamic Linkages among Sector Indices: The Case of the Egyptian Stock Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(4), pages 23-38, April.
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- Ciner, Cetin, 2011. "Information transmission across currency futures markets: Evidence from frequency domain tests," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 134-139, June.
- Anil Sharma & Neha Seth, 2012. "Literature review of stock market integration: a global perspective," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 4(1), pages 84-122, April.
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