Linkages in World Financial Markets

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Contents:

  • Reward Yourself
  • Citation Tools
  • JEL classification
  • Dynamic Linkages among Selected South Asian Countries’Stock Markets
  • International linkages: Financial markets and technology

    • Reward Yourself

    BRIC and the U. An empirical investigation of stock and bond markets.

    Citation Tools

    Management Science Letter 2: The efficiency and fairness of financial infrastructure is a function of the technology available to infrastructure providers, the regulation which governs the financial market participants or intermediaries, the availability and dissemination of information, the number and nature of participants in the market and the instruments provided. Journal of International Money and Finance 16, — Financial market integration helps developing nations to improve living standard and achieving high economic growth by opening international resource. Linkages in World Financial Markets by C.

    Emerging Markets Review14, 76— The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets. Global Finance Journal 24, 30— Time-varying regional and global integration and contagion: Evidence from style portfolios.

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    International Review of Financial Analysis 42, Journal of International Money and Finance 16, — Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, — Global financial crisis and emerging stock market contagion: International Review of Financial Analysis 30, 46— Transmission of the U.

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    2. International Stock Market Linkages.
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    Journal of International Money and Finance 28, — A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Manuscript, University of California, San Diego. The estimation and application of long memory time series models. Journal of Time Series Analysis 4, — Value-at-risk for long and short trading positions.

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    Journal of Applied Econometrics 18, — A new approach to the economic analysis of nonstationary time series and the business cycle. Determinants of stock market comovements among US and emerging economies during the US financial crisis. Economic Modelling 35, — You can help adding them by using this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    JEL classification

    This paper asks whether there has been any diminution in the traditional role of U.S. financial markets in leading movements in other financial markets. This paper tests if real and financial linkages between countries can explain why movements in the world's largest markets often have such large effects on other.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services. Recent years have seen considerable attention devoted to analysis of linkages among stock markets in different countries.

    Dynamic Linkages among Selected South Asian Countries’Stock Markets

    Much of the research was prompted by the nearly simultaneous world-wide collapse of equity markets in October , which apparently provided evidence of strong linkages in the price movements of the major world stock markets. Interest in the topic has also been enhanced by the globalization of financial markets, the progressive relaxation of controls on international capital movements and the increasing importance of cross-border equity flows.

    In the financial economics sphere, three key questions arise about changes in international stock market linkages: The internationalization of equity flows would appear to be accompanied by enhanced information flows, and hence greater market efficiency, while the removal of barriers between markets should lead to a tendency towards the equalization of the price of risk. However, if markets become more closely linked in the sense that there are stronger co-movements of prices across markets, then this may result in changes to optimal international portfolio diversification strategies.

    Productivity, Innovation, and Entrepreneurship.

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    The Women Working Longer Project. Illinois Workplace Wellness Study.

    International linkages: Financial markets and technology

    The Oregon Health Insurance Experiment. He is also the Mitsui Professor of Economics at M. Definitions, Measurement, and Policy Implications. Measuring Stock Market Co-movements.