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Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence

Author

Listed:
  • Omar Masood
  • Mondher Bellalah
  • Sahil Chaudhary
  • Walid Mansour
  • Frederic Teulon

Abstract

No abstract is available for this item.

Suggested Citation

  • Omar Masood & Mondher Bellalah & Sahil Chaudhary & Walid Mansour & Frederic Teulon, 2014. "Cointegration of Baltic Stock Markets in the Financial Tsunami: Empirical Evidence," Working Papers 2014-320, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-320
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    File URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_320.pdf
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    Cited by:

    1. Muhammad Hanif & Ariba Sabah, 2020. "Stock Markets’ Integration in Post Financial Crisis Era: Evidence from Literature," Capital Markets Review, Malaysian Finance Association, vol. 28(2), pages 43-71.

    More about this item

    Keywords

    baltic countries; Cointegration; comovements; stock markets;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • 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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