This study contributes to the debate on the impact of MILA on its integration objective of
MILA (Mercados Integrados Latinoamericanos) stock markets. First, given the inconclusive …

This paper investigates the short-term and long-term dynamics between China and four
Southeast Asian countries (Vietnam, Thailand, Singapore and Malaysia) during period 2008 …

This paper investigates volatility spillovers and their asymmetry in the Chinese A-share
market from a firm-level perspective. We calculate the connections of the 5-minute high …

The study attempts to examine the stock market integration for Asia-Pacific countries using
networks and forms Risk Adjusted Differential Return (RADR) and Benchmark Indices …

In this paper, we examine the currency market linkages of South Asian member countries
using daily data from 6 January 2004 to 31st March 2016. Time invariant and varying …

In this paper, we examine the dynamic nature of equity market integration for the South
Asian countries. The daily data for local equity indices are used from 6 January 2004 to 31 …

In this article, Copula GARCH models have been employed to study the inter-temporal
process of currency market co-movements between ASEAN+ 6 countries (referred to in this …

This study aims to investigate the tail risk dependence of individual banks in Asian emerging
markets. Using value at risk and conditional value at risk to measure tail risk and employing …

This study examines the betting against beta (BAB) anomaly and its drivers for five major
Asian markets, using data from January 1999 to January 2020. We find positive raw returns …

This study investigates the time-varying integration of stock markets from a global and
regional perspective, the consequences of two major global financial crises, ie, the Asian …