Literature review of stock market integration: A global perspective

A Sharma, N Seth - Qualitative Research in Financial Markets, 2012 - emerald.com
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 …

Unveiling market connectedness: dynamic returns spillovers in asian emerging stock markets

M Khan, M Khan, UN Kayani, KS Mughal… - International Journal of …, 2023 - mdpi.com
This study investigates the returns spillovers across the equity markets of Asian emerging
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 …

Modeling and forecasting the volatility of NIFTY 50 using GARCH and RNN models

V Mahajan, S Thakan, A Malik - Economies, 2022 - mdpi.com
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 …

Dynamics of return linkages and asymmetric volatility spillovers among Asian emerging stock markets

RI Ahmed, G Zhao, U Habiba - The Chinese Economy, 2022 - Taylor & Francis
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 …

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 …

Are the global stock markets inter-linked: Evidence from the literature

GD Sharma, BS Bodla - Global Journal of Management and …, 2010 - papers.ssrn.com
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 …

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 …

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 …

Spillovers to sectoral equity returns: do liquidity and financial positions matter?

F Balli, M Billah, HO Balli, A De Bruin - Applied Economics, 2021 - Taylor & Francis
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 …