Nothing Special   »   [go: up one dir, main page]
create a website
Cointegration of Bombay Stock Exchange with Major Asian Markets—A Copula Approach. (2016). .
In: Global Business Review.
RePEc:sae:globus:v:17:y:2016:i:3:p:566-581.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Agénor P.R., (2003). Benefits and costs of international financial integration: Theory and facts. World Economy, 26(8), 1089–1118.

  2. Bartram S., , Taylor S., , & Wang Y., (2007). The Euro and European financial market dependence. Journal of Banking and Finance, 31(5), 1461–1481.

  3. Cheung D., (1997). Pacific Rim stock market integration under different federal funds rate regimes. Journal of Business Finance and Accounting, 24(9/10), 1343–1351.

  4. Embrechts P., , Kaufmann R., , Patie P., (2005). Strategic long-term financial risks: single risk factors. Computational Optimization and Applications, 32(1/2), 61–90.
    Paper not yet in RePEc: Add citation now

  5. Eun C., , & Shim S., (1989). International transmission of stock market movements. Journal of Financial and Quantitative Analysis, 24(2), 241–256.

  6. Gregoriou G.N., , & Pascalau R., (2012). A joint survival analysis of hedge funds and funds of funds using copulas. Managerial Finance, 38(1), 82–100.
    Paper not yet in RePEc: Add citation now

  7. Hamao Y., , Masulis R.W., , & Ng V.K., (1990). Correlation in price changes and volatilities across international stock markets. Review of Financial Studies, 3(2), 281–307.

  8. Janakiramanan S., , & Lamba A.S., (1998). An empirical examination of linkages between Pacific basin stock markets. Journal of International Financial Markets, Institutions and Money, 8(2), 155–173.

  9. Joen B.N., , & Furstenberg G.M., (1990). Growing international co-movement in stock price indexes. Quarterly Review of Economics and Business, 30(3), 15–30.
    Paper not yet in RePEc: Add citation now

  10. Jondeau E., , & Rockinger M., (2006). The copula-GARCH model of conditional dependencies: An international stock market application. Journal of International Money and Finance, 25(5), 827–853.

  11. Kole E., , Koedijk K., , & Verbeek M., (2007). Selecting copulas for risk management. Journal of Banking and Finance, 31(8), 2405–2423.

  12. Kumar R., , & Dhankar R.S., (2011). Non-linearity and heteroskedasticity effect on stock returns volatility: A case of US stock market. Global Business Review, 12(2), 319–329.
    Paper not yet in RePEc: Add citation now
  13. Longin F., , & Solnik B., (1995). Is the correlation in the international equity market constant: 1960–1990? Journal of International Money and Finance, 14(1), 3–26.
    Paper not yet in RePEc: Add citation now

  14. Mukherjee K., , & Mishra R.K., (2010). Stock market integration and volatility spillover: India and its major Asian counterparts. Research in International Business and Finance, 24(2), 235–251.

  15. Peng Y., , & Ng W.L., (2012). Analysing financial contagion and asymmetric market dependence with volatility indices via copulas, Annals of Finance, 8(1), 49–74.

  16. Rodriguez J.C., (2007). Measuring financial contagion: A copula approach. Journal of Empirical Finance, 14(3), 401–423.

  17. Susmel R., , & Engle R.F., (1994). Hourly volatility spillovers between international equity markets. Journal of International Money and Finance, 13(1), 3–25.

  18. Weib G.N.F., (2012). Analysing contagion and bailout effects using copulas. Journal of Economics and Finance, 36(1), 1–32.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Does Globalization Promote Financial Integration in South Asian Economies? Unveiling the Role of Monetary and Fiscal Performance in Internationalization. (2023). Audi, Marc ; Ali, Amjad ; Ehsan, Rehan.
    In: MPRA Paper.
    RePEc:pra:mprapa:119365.

    Full description at Econpapers || Download paper

  2. Does Financial or Trade Integration Cause Instability? Evidence from Emerging and ASEAN Economies. (2023). Prabheesh, K P ; Padhan, Rakesh.
    In: Working Papers.
    RePEc:era:wpaper:dp-2023-18.

    Full description at Econpapers || Download paper

  3. Pollution Haven Hypothesis in Africa: Does the Quality of Institutions Matter?. (2022). Bouzahzah, Mohamed.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-01-13.

    Full description at Econpapers || Download paper

  4. The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

    Full description at Econpapers || Download paper

  5. Financial integration in Europe through the lens of composite indicators. (2020). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
    In: Economics Letters.
    RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302226.

    Full description at Econpapers || Download paper

  6. Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies. (2018). Ashraf, Badar Nadeem.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:434-458.

    Full description at Econpapers || Download paper

  7. FINANCIAL STABILITY AND THE ROLE OF ECONOMIC AND FINANCIAL INTEGRATION IN SOUTH ASIA: EVIDENCE FROM TIME-SERIES DATA. (2017). Nasreen, Samia ; Anwar, Sofia.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:65:y:2017:i:02:n:s0217590817500011.

    Full description at Econpapers || Download paper

  8. Assessing Financial Integration of BRICS Equity Markets: An Empirical Analysis. (2017). Kaur, Sandeep ; Nauriyal, D K ; Prakash, Vineesh J.
    In: Emerging Economy Studies.
    RePEc:sae:emecst:v:3:y:2017:i:2:p:127-138.

    Full description at Econpapers || Download paper

  9. Cointegration of Bombay Stock Exchange with Major Asian Markets—A Copula Approach. (2016). .
    In: Global Business Review.
    RePEc:sae:globus:v:17:y:2016:i:3:p:566-581.

    Full description at Econpapers || Download paper

  10. Market Structure, Financial Dependence and Industrial Growth: Evidence from the Banking Industry in Emerging Asian Economies. (2016). Gee, Chan Sok ; Ahmad, Rubi Binit ; Khan, Habib Hussain.
    In: PLOS ONE.
    RePEc:plo:pone00:0160452.

    Full description at Econpapers || Download paper

  11. Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-01-34.

    Full description at Econpapers || Download paper

  12. Foreign banks, financial crises and macroeconomic fluctuations. (2016). Ozyildirim, Suheyla ; Onder, Zeynep .
    In: The Economics of Transition.
    RePEc:bla:etrans:v:24:y:2016:i:3:p:447-479.

    Full description at Econpapers || Download paper

  13. New Small Firms and Dimensions of Economic Performance. (2015). Zhou, Mingming ; Shaffer, Sherrill ; HASAN, IFTEKHAR.
    In: Economic Development Quarterly.
    RePEc:sae:ecdequ:v:29:y:2015:i:1:p:65-78.

    Full description at Econpapers || Download paper

  14. Is full banking integration desirable?. (2015). Peiró-Palomino, Jesús ; Arribas, Iván ; Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus .
    In: Working Papers.
    RePEc:jau:wpaper:2015/05.

    Full description at Econpapers || Download paper

  15. Cross-border interbank networks, banking risk and contagion. (2015). Tonzer, Lena.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:19-32.

    Full description at Econpapers || Download paper

  16. Foreign investment and real exchange rate volatility in emerging Asian countries. (2015). Al-Abri, Almukhtar ; Baghestani, Hamid.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:37:y:2015:i:c:p:34-47.

    Full description at Econpapers || Download paper

  17. Costly information, entry, and credit access. (2014). Gormley, Todd A..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:154:y:2014:i:c:p:633-667.

    Full description at Econpapers || Download paper

  18. Does Beta Explain Global Equity Market Volatility – Some Empirical Evidence. (2013). Kurach, Radosław.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:283.

    Full description at Econpapers || Download paper

  19. INTERNATIONAL CRISES AND DEVELOPING ECONOMIES: LINKAGES AND RECENT EXPERIENCES. (2013). Lawson, David ; Amann, Edmund.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:25:y:2013:i:8:p:1035-1049.

    Full description at Econpapers || Download paper

  20. No More Credit to Europe? Cross-Border Bank Lending, Financial Integration, and the Rebirth of the National Scale as a Credit Scorecard. (2013). Witlox, Frank ; Derudder, Ben ; van Meeteren, Michiel ; Bassens, David.
    In: Environment and Planning A.
    RePEc:sae:envira:v:45:y:2013:i:10:p:2399-2419.

    Full description at Econpapers || Download paper

  21. Foreign banks and the export performance of emerging market firms: Evidence from India. (2013). Morgan, Horatio.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:29:y:2013:i:c:p:52-60.

    Full description at Econpapers || Download paper

  22. The market structure of the banking sector and financially dependent manufacturing sectors. (2013). Hoxha, Indrit.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:432-444.

    Full description at Econpapers || Download paper

  23. Beyond FDI: The Influence of Bilateral Investment Treaties on Debt. (2013). Mina, Wasseem.
    In: International Center for Public Policy Working Paper Series, at AYSPS, GSU.
    RePEc:ays:ispwps:paper1325.

    Full description at Econpapers || Download paper

  24. Beyond FDI: The Influence of Bilateral Investment Treaties on Debt. (2012). Mina, Wasseem.
    In: MPRA Paper.
    RePEc:pra:mprapa:51920.

    Full description at Econpapers || Download paper

  25. Financial Integration and Fiscal Policy. (2012). ZDZIENICKA, Aleksandra ; Furceri, Davide.
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:5:p:805-822.

    Full description at Econpapers || Download paper

  26. Do Surges in International Capital Inflows Influence the Likelihood of Banking Crises? Cross-Country Evidence on Bonanzas in Capital Inflows and Bonanza-Boom- Bust Cycles. (2012). Caballero, Julian.
    In: Research Department Publications.
    RePEc:idb:wpaper:4775.

    Full description at Econpapers || Download paper

  27. THE DEPENDENCE OF CEECs ON FOREIGN BANK CLAIMS: DIRECT AND INDIRECT RISKS OF CAPITAL WITHDRAWAL. (2011). Lahet, Delphine ; Brana, Sophie.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1023.

    Full description at Econpapers || Download paper

  28. Interbank market integration, loan rates, and firm leverage. (2011). Popov, Alexander ; Ongena, Steven.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:544-559.

    Full description at Econpapers || Download paper

  29. The impact of foreign bank entry in emerging markets: Evidence from India. (2010). Gormley, Todd A..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:1:p:26-51.

    Full description at Econpapers || Download paper

  30. Financial Integration and Financial Crisis: Croatia Approaching The EMU. (2009). Derado, Drazen .
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:33:y:2009:i:3:p:299-328.

    Full description at Econpapers || Download paper

  31. CHINAS FINANCIAL MARKET INTEGRATION WITH THE WORLD. (2009). Johansson, Anders.
    In: Working Paper Series.
    RePEc:hhs:hacerc:2009-010.

    Full description at Econpapers || Download paper

  32. Intérêts et limites de la globalisation comme processus créateur dinvestissement. (2009). Pépin, Dominique ; Pepin, Dominique ; Nivoix, Sophie.
    In: Post-Print.
    RePEc:hal:journl:hal-00963658.

    Full description at Econpapers || Download paper

  33. Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis. (2009). Bhattacharyay, Biswanath.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2803.

    Full description at Econpapers || Download paper

  34. New small firms and dimensions of economic performance. (2009). Shaffer, Sherrill ; HASAN, IFTEKHAR ; Zhou, Mingming.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2009_004.

    Full description at Econpapers || Download paper

  35. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:849.

    Full description at Econpapers || Download paper

  36. The Real Consequences of Financial Market Integration when Countries Are Heterogeneous. (2008). Gerling, Kerstin.
    In: Working Papers.
    RePEc:onb:oenbwp:141.

    Full description at Econpapers || Download paper

  37. Intérêts et limites de la globalisation comme processus créateur dinvestissement. (2008). Pepin, Dominique ; Nivoix, Sophie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00963658.

    Full description at Econpapers || Download paper

  38. La these de Feldstein-Horioka: une mesure de la mobilité internationale du capital. (2007). Andrade, João.
    In: Panoeconomicus.
    RePEc:voj:journl:v:54:y:2007:i:1:p:53-67.

    Full description at Econpapers || Download paper

  39. L’Intégration Européenne et la Soutenabilité Externe de l’Union Européenne: une application de la thèse de Feldstein-Horioka. (2007). Andrade, João.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2007-05.

    Full description at Econpapers || Download paper

  40. The determinants of international financial integration. (2007). Vo, Xuan Vinh ; Daly, Kevin James .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250.

    Full description at Econpapers || Download paper

  41. Financial Globalization, Economic Growth, and Macroeconomic Volatility. (2007). Rincon-Castro, Hernan.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002721.

    Full description at Econpapers || Download paper

  42. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/7.

    Full description at Econpapers || Download paper

  43. Financial Globalization, Economic Growth, and Macroeconomic Volatility. (2007). Rincon-Castro, Hernan.
    In: Borradores de Economia.
    RePEc:bdr:borrec:430.

    Full description at Econpapers || Download paper

  44. Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004). (2006). Andrade, João.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2006-04.

    Full description at Econpapers || Download paper

  45. Investment and deposit contracts under costly intermediation and aggregate volatility. (2006). Aizenman, Joshua ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:3:p:263-275.

    Full description at Econpapers || Download paper

  46. FDI and trade--Two-way linkages?. (2006). Noy, Ilan ; Aizenman, Joshua.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:3:p:317-337.

    Full description at Econpapers || Download paper

  47. Growth volatility and financial liberalization. (2006). Lundblad, Christian ; Bekaert, Geert ; Harvey, Campbell R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403.

    Full description at Econpapers || Download paper

  48. FDI and Trade - Two Way Linkages?. (2005). Noy, Ilan ; Aizenman, Joshua.
    In: Economics Study Area Working Papers.
    RePEc:ewc:wpaper:wp76.

    Full description at Econpapers || Download paper

  49. Financial Developments in India: Should India introduce capital account convertibility?. (2004). Gupta, Desh ; Sathye, Milind.
    In: ASARC Working Papers.
    RePEc:pas:asarcc:2004-07.

    Full description at Econpapers || Download paper

  50. Growth Volatility and Financial Liberalization. (2004). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10560.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 13:33:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.