Literature review of stock market integration: A global perspective
Purpose–The purpose of this paper is to organize and take stock of the present situation of
research on stock market integration by reviewing the available literature, to provide quick …
research on stock market integration by reviewing the available literature, to provide quick …
Unveiling market connectedness: dynamic returns spillovers in asian emerging stock markets
This study investigates the returns spillovers across the equity markets of Asian emerging
economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan …
economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan …
Makroekonomik faktörlerin hisse senedi getirilerine etkisi: Türkiye ve gelişmekte olan piyasalar üzerine bir inceleme
G Sayılgan, C Süslü - BDDK Bankacılık ve Finansal Piyasalar …, 2011 - dergipark.org.tr
Literatürde, hisse senedi getirileri ve makroekonomik faktörler arasındaki ilişkiyi; ABD ve
gelişmiş ülkeler için inceleyen çalışmalara sık rastlanılmakla birlikte, bu ilişkiyi gelişmekte …
gelişmiş ülkeler için inceleyen çalışmalara sık rastlanılmakla birlikte, bu ilişkiyi gelişmekte …
Modeling and forecasting the volatility of NIFTY 50 using GARCH and RNN models
The stock market is constantly shifting and full of unknowns. In India in 2000, technological
advancements led to significant growth in the Indian stock market, introducing online share …
advancements led to significant growth in the Indian stock market, introducing online share …
Dynamics of return linkages and asymmetric volatility spillovers among Asian emerging stock markets
The purpose of this study to investigate the dynamics of return linkages and volatility
spillovers between Asian emerging stock markets (China, Hong Kong, Japan, Malaysia …
spillovers between Asian emerging stock markets (China, Hong Kong, Japan, Malaysia …
Examining volatility spillover between Asian countries' stock markets
K Jebran, A Iqbal - China Finance and Economic Review, 2016 - Springer
Background This study examined the volatility spillover effects between the stock markets of
Asian countries, ie, Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods The …
Asian countries, ie, Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods The …
Are the global stock markets inter-linked: Evidence from the literature
Opening-up of the financial markets of the world for foreign capital has led to the increased
financial integration among different countries. This paper reviews and summarizes the …
financial integration among different countries. This paper reviews and summarizes the …
Dynamic returns linkages and volatility transmission between South African and world major stock markets
Z Chinzara, MJ Aziakpono - Studies in economics and econometrics, 2009 - journals.co.za
This paper analyses returns and volatility linkages between the South African (SA) equity
market and the world major equity markets using daily data for the period 1995-2007. Also …
market and the world major equity markets using daily data for the period 1995-2007. Also …
Do volatility and regime switching affect sustainable indices evidence from global stock markets based on inductive approach of GARCH family
M Kumar - IRFAN, M., KASSIM, S., SHAIKH, ZH, Kumar, M., & …, 2021 - papers.ssrn.com
Efficient financial markets comprised substantial information about the financial and
economic situations domestically and globally. For an investor, it is very important to …
economic situations domestically and globally. For an investor, it is very important to …
Spillovers to sectoral equity returns: do liquidity and financial positions matter?
In this paper, we investigate spillovers from regional and global equity markets to sectoral
equity indices for several different regions/countries. First, we investigate the connectedness …
equity indices for several different regions/countries. First, we investigate the connectedness …