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Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods. (2014). Deisting, Florent ; Sehgal, Sanjay ; Gupta, Priyanshi .
In: MPRA Paper.
RePEc:pra:mprapa:64078.

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Cited: 4

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Cites: 44

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Cocites: 63

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  1. Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets. (2018). Sobti, Neharika.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:45:y:2018:i:4:d:10.1007_s40622-018-0196-6.

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  2. Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2017). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay.
    In: Working Papers.
    RePEc:tac:wpaper:2016-2017_7.

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  3. Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2017). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01885142.

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  4. Time-Varying Bond Market Integration in EMU. (2015). Deisting, Florent ; Sehgal, Sanjay ; Gupta, Priyanshi .
    In: Journal of Economic Integration.
    RePEc:ris:integr:0674.

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References

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    RePEc:eme:sefpps:v:31:y:2014:i:3:p:325-352.

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  56. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206.

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  57. Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:19:y:2014:i:c:p:1-17.

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  58. Policy and politics behind the public transportation systems of Chinas medium-sized cities: Evidence from the Huizhou reform. (2013). Sperling, Daniel ; Wan, Zheng ; Wang, Xuefeng.
    In: Utilities Policy.
    RePEc:eee:juipol:v:27:y:2013:i:c:p:1-8.

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  59. Challenges of Monetary Integration in CEE. (2009). Tumpel-Gugerell, Gertrude .
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2009:i:5:b:4.

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  60. Fiscal policies and business cycles in an enlarged euro area. (2008). Staehr, Karsten.
    In: Economic Systems.
    RePEc:eee:ecosys:v:32:y:2008:i:1:p:46-69.

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  61. Fiscal Policies and Business Cycles in an Enlarged Euro Area. (2007). Staehr, Karsten.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1933.

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  62. The anticipated and concurring effects of the EMU: exchange rate volatility, institutions and growth. (2004). HASAN, IFTEKHAR ; Becchetti, Leonardo ; Bagella, Michele.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1053-1080.

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