Citations for "A measure of stock market integration for developed and emerging markets"
by Korajczyk, Robert A.
- Levine, Ross & Zervos, Sara, 1998.
"Capital Control Liberalization and Stock Market Development,"
Elsevier, vol. 26(7), pages 1169-1183, July.
- Ross Levine & Sara Zervos, "undated". "Capital control liberalisation and stock market development," CERF Discussion Paper Series 96-03, Economics and Finance Section, School of Social Sciences, Brunel University.
- Levine, Ross & Zervos, Sara, 1996. "Capital control liberalization and stock market development," Policy Research Working Paper Series 1622, The World Bank.
- Geert Bekaert & Campbell R. Harvey, 1997.
"Foreign Speculators and Emerging Equity Markets,"
NBER Working Papers
6312, National Bureau of Economic Research, Inc.
- Tamara Teplova & Evgeniya Shutova, 2011. "A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 157-178, December.
- Levine, Ross & Zervos, Sara, 1996.
"Stock markets, banks, and economic growth,"
Policy Research Working Paper Series
1690, The World Bank.
- Selcuk Caner & Zeynep Onder, 2005. "Sources of volatility in stock returns in emerging markets," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 929-941.
- Elena Fedorova & Mika Vaihekoski, 2009.
"Global and Local Sources of Risk in Eastern European Emerging Stock Markets,"
Czech Journal of Economics and Finance (Finance a uver),
Charles University Prague, Faculty of Social Sciences, vol. 59(1), pages 2-19, January.
- Fedorova, Elena & Vaihekoski, Mika, 2008. "Global and local sources of risk in Eastern European emerging stock markets," BOFIT Discussion Papers 27/2008, Bank of Finland, Institute for Economies in Transition.
- Jean-Pierre Zigrand, 1999. "Arbitrage and Endogenous Market Integration," FMG Discussion Papers dp319, Financial Markets Group.
- William Goetzmann & Lingfeng Li & K. Rouwenhorst, 2001.
"Long-Term Global Market Correlations,"
Yale School of Management Working Papers
ysm237, Yale School of Management, revised 01 Jan 2008.
- William N.Goetzmann & Lingfeng Li & K.Geert Rouwenhorst, 2003. "Long-Term Global Market Correlations," DNB Staff Reports (discontinued) 98, Netherlands Central Bank.
- William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2001. "Long-Term Global Market Correlations," NBER Working Papers 8612, National Bureau of Economic Research, Inc.
- Capasso, Salvatore, 2006. "Stock Market Development and Economic Growth," Working Paper Series RP2006/102, World Institute for Development Economic Research (UNU-WIDER).
- Mahesh Kumar Tambi, 2005. "Integration Of Financial Markets," Finance 0504014, EconWPA.
- Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002.
"Emerging market liberalization and the impact on uncovered interest rate parity,"
FRB Atlanta Working Paper
2002-16, Federal Reserve Bank of Atlanta.
- Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M., 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 931-956, November.
- 1Shieldvie Halim Author_Email: & Aldrin Herwany, & Rayenda Brahmana, 2011. "The Seasonality Of Market Integration: Case Of Indonesian Stock Markets," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-439, Conference Master Resources.
- Salvatore Capasso, 2006. "Stock Market Development and Economic Growth: A Matter of Information Dynamics," CSEF Working Papers 166, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- S Capasso, 2003.
"Stock Market Development and Economic Growth: A matter of informational problems,"
Centre for Growth and Business Cycle Research Discussion Paper Series
32, Economics, The Univeristy of Manchester.
- Salvatore Capasso, 2004. "Stock market development and economic growth: a matter of informational problems," Money Macro and Finance (MMF) Research Group Conference 2003 10, Money Macro and Finance Research Group.
- Hatemi-J, Abdulnasser & Sarmiento-Sabogal, Julio, 2013. "An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(1), pages 57-67.
- Joseph J. French, 2012. "A note on US institutional equity flows to Brazil," Review of Accounting and Finance, Emerald Group Publishing, vol. 11(3), pages 298-315, August.
- M Mafizur Rahman & M Salahuddin, 2010. "The determinants of economic growth in Pakistan: Does stock market development play a major role?," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 69-86, September.
- J. Isaac Miller & Ronald Ratti, 2008.
"Crude Oil and Stock Markets: Stability, Instability, and Bubbles,"
0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
- Miller, J. Isaac & Ratti, Ronald A., 2009. "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, vol. 31(4), pages 559-568, July.
- Chelley-Steeley, Patricia, 2004. "Equity market integration in the Asia-Pacific region: A smooth transition analysis," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 621-632.
- Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.
- Chelley-Steeley, Patricia L., 2005. "Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 818-831, September.
- Per-Ola ManeschiÃƒÂ¶ld, 2006. "Integration Between the Baltic and International Stock Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 42(6), pages 25-45, December.
- Kearney, Colm & Lucey, Brian M., 2004. "International equity market integration: Theory, evidence and implications," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 571-583.
- Hwang, Soosung & Pedersen, Christian S., 2004. "Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects," Emerging Markets Review, Elsevier, vol. 5(1), pages 109-128, March.
- Fabian Lipinsky & Li Lian Ong, 2014. "Asiaâ€™s Stock Markets; Are There Crouching Tigers and Hidden Dragons?," IMF Working Papers 14/37, International Monetary Fund.
- Geert Bekaert & Campbell R. Harvey, 1998.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Working Papers
6669, National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey, 2000. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194 National Bureau of Economic Research, Inc.
- Lahrech, Abdelmounaim & Sylwester, Kevin, 2011. "U.S. and Latin American stock market linkages," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1341-1357.
- Chee Wooi Hooy, 2008. "Does trade regionalism increase stock market segmentation within a trading bloc?," International Economic Journal, Taylor & Francis Journals, vol. 22(1), pages 113-126.
- Ye, Min & Hutson, Elaine & Muckley, Cal, 2014. "Exchange rate regimes and foreign exchange exposure: The case of emerging market firms," Emerging Markets Review, Elsevier, vol. 21(C), pages 156-182.
- Hooy, Chee-Wooi & Lim, Kian-Ping, 2013. "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 29-44.
- Laurence Fung & Chi-sang Tam & Ip-wing Yu, 2008. "Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence," Working Papers 0812, Hong Kong Monetary Authority.
- Korkeamäki, Timo, 2011. "Interest rate sensitivity of the European stock markets before and after the euro introduction," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 811-831.
- Aktham Maghyereh & Hiatham Al-Zuobi, 2005. "Free trade agreements and equity market integration: the case of the US and Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 995-1005.
- Winston Moore, 2014.
"Managing The Process Of Removing Capital Controls: What Does The Literature Suggest?,"
Journal of Economic Surveys,
Wiley Blackwell, vol. 28(2), pages 209-237, 04.
- Moore, Winston, 2010. "Managing the Process of Removing Capital Controls: What Does the Literature Suggest?," MPRA Paper 21584, University Library of Munich, Germany.
- Huyghebaert, Nancy & Wang, Lihong, 2010. "The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?," China Economic Review, Elsevier, vol. 21(1), pages 98-112, March.
- Walid Chkili, 2012. "Is currency risk priced for emerging stock markets?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2267-2280.
- repec:gam:jijfss:v:4:y:2016:i:2:p:10:d:70201 is not listed on IDEAS
- Chiao, Chaoshin & Hung, Ken & Srivastava, Suresh C., 2003. "Taiwan stock market and four-moment asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(4), pages 355-381, October.