[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006683.

Full description at Econpapers || Download paper

Cited: 71

Citations received by this document

Cites: 32

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

  1. .

    Full description at Econpapers || Download paper

  2. Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market. (2021). Ahmed, Osama.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:248861.

    Full description at Econpapers || Download paper

  3. Volatility-dependent correlations: further evidence of when, where and how. (2019). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1473-0.

    Full description at Econpapers || Download paper

  4. The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

    Full description at Econpapers || Download paper

  5. Capital Market Contagion in the Stock Markets of Visegrád Countries Based on the Heckman Selection Model. (2018). Kiss, Gábor Dávid ; Csiki, Mate.
    In: Financial and Economic Review.
    RePEc:mnb:finrev:v:17:y:2018:i:4:p:23-52.

    Full description at Econpapers || Download paper

  6. Correlation Dynamics between Southeast European Capital Markets. (2018). Paskaleva, Mariya ; Stoykova, Ani.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2018:i:4:p:49-82.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. ARDL panel estimation of stock market indices and macroeconomic environment of CEE and SEE countries in the last decade of transition. (2017). Peša, Anita ; Bosna, Jurica ; Wroska-Bukalska, Elbieta ; Pea, Anita Radman.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0134-0.

    Full description at Econpapers || Download paper

  9. Volatility Dependent Dynamic Equicorrelation. (2016). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha .
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2016_02.

    Full description at Econpapers || Download paper

  10. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard.
    In: Working Papers.
    RePEc:ost:wpaper:357.

    Full description at Econpapers || Download paper

  11. Testing The ‘Black Swan Effect’ on Croatian Stock Market Between 2000 and 2013. (2015). Peša, Anita ; Pea, Anita Radman ; Brajkovi, Ana .
    In: MPRA Paper.
    RePEc:pra:mprapa:69223.

    Full description at Econpapers || Download paper

  12. European financial market dependence: An industry analysis. (2015). Bartram, Söhnke ; Wang, Yaw-Huei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:146-163.

    Full description at Econpapers || Download paper

  13. Nonlinearities and divergences in the process of European financial integration. (2015). Răileanu Szeles, Monica ; Albu, Lucian ; Rileanu-Szeles, Monica .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:416-425.

    Full description at Econpapers || Download paper

  14. Impact of Exchange Rate in the Run-Up to EU Accession: An Empirical Analysis of Republic of Macedonia. (2015). Boshkov, Tatjana ; Bishev, Gligor .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2015:p:1282-1297.

    Full description at Econpapers || Download paper

  15. How smooth is the stock market integration of CEE-3?. (2014). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2014-1079.

    Full description at Econpapers || Download paper

  16. Determinanty integrácie akciových trhov krajín V4. (2014). Baumohl, Eduard.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2014:y:2014:i:3:id:955:p:347-365.

    Full description at Econpapers || Download paper

  17. “European government bond market integration in turbulent times”. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201424.

    Full description at Econpapers || Download paper

  18. The euro and corporate financing before the crisis. (2014). Bris, Arturo ; Koskinen, Yrjo ; Nilsson, Mattias .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:3:p:554-575.

    Full description at Econpapers || Download paper

  19. Integration of European bond markets. (2014). Christiansen, Charlotte.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198.

    Full description at Econpapers || Download paper

  20. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

    Full description at Econpapers || Download paper

  21. European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: Working Papers.
    RePEc:bak:wpaper:201408.

    Full description at Econpapers || Download paper

  22. Extreme negative coexceedances in South Eastern European stock markets. (2014). Tevdovski, Dragan.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-18.

    Full description at Econpapers || Download paper

  23. TESTING THE -œEU ANNOUNCEMENT EFFECT- ON STOCK MARKET INDICES AND MACROECONOMIC VARIABLES IN CROATIA BETWEEN 2000 AND 2010. (2013). Pea, Anita Radman .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2013:y:2013:i:4:id:434:p:450-469.

    Full description at Econpapers || Download paper

  24. Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.. (2013). Baumohl, Eduard ; Baumhl, Eduard .
    In: MPRA Paper.
    RePEc:pra:mprapa:43834.

    Full description at Econpapers || Download paper

  25. The Monetary Integration of the New Member States before the Euro Area Debt Crisis. (2013). Todorov, Ivan.
    In: Managing Global Transitions.
    RePEc:mgt:youmgt:v:11:y:2013:i:4:p:375-390.

    Full description at Econpapers || Download paper

  26. International stock market integration: Central and South Eastern Europe compared. (2013). Horvath, Roman ; Petrovski, Dragan .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:81-91.

    Full description at Econpapers || Download paper

  27. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1028.

    Full description at Econpapers || Download paper

  28. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1028.

    Full description at Econpapers || Download paper

  29. Testing the “EU Announcement Effect” on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010. (2012). Peša, Anita ; Pea, Anita Radman .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2012:y:2012:i:4:id:434:p:450-469.

    Full description at Econpapers || Download paper

  30. International Stock Market Integration : Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: Working Papers.
    RePEc:ost:wpaper:317.

    Full description at Econpapers || Download paper

  31. Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions. (2012). Öztek, Mehmet Fatih ; Oztek, Fatih M. ; Ocal, Nadir .
    In: ERC Working Papers.
    RePEc:met:wpaper:1209.

    Full description at Econpapers || Download paper

  32. Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states. (2012). Pirovano, Mara.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:3:p:372-390.

    Full description at Econpapers || Download paper

  33. Government bond market integration and the EMU: Correlation based evidence. (2012). Missio, Sebastian .
    In: Working Papers.
    RePEc:bav:wpaper:125_missio.

    Full description at Econpapers || Download paper

  34. Modelling Stock Exchange Index Returns in Different GDP Growth Regimes. (2011). Kavkler, Alenka.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2011:y:2011:i:1:id:384:p:3-22.

    Full description at Econpapers || Download paper

  35. Theory of financial integration and achievements in the European Union. (2011). Stavarek, Daniel ; Palečková (Řepková), Iveta ; Repkova, Iveta ; Gajdosova, Katarina .
    In: MPRA Paper.
    RePEc:pra:mprapa:34393.

    Full description at Econpapers || Download paper

  36. International portfolio diversification is better than you think. (2011). Guibaud, Stéphane ; Coeurdacier, Nicolas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:2:p:289-308.

    Full description at Econpapers || Download paper

  37. The global financial crisis and the evolution of markets, institutions and regulation. (2011). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:502-511.

    Full description at Econpapers || Download paper

  38. ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA. (2011). Savva, Christos ; Aslanidis, Nektarios.
    In: Manchester School.
    RePEc:bla:manchs:v:79:y:2011:i:6:p:1323-1352.

    Full description at Econpapers || Download paper

  39. Stock market integration between new EU member states and the Euro-zone. (2010). Savva, Christos ; Aslanidis, Nektarios.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:337-351.

    Full description at Econpapers || Download paper

  40. Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance. (2010). Syngelaki, Eirini .
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n209-10.pdf.

    Full description at Econpapers || Download paper

  41. Protectionist responses to the crisis – global trends and implications. (2010). Taglioni, Daria ; Straub, Roland ; Bussiere, Matthieu ; Perez-Barreiro, Emilia .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:20100110.

    Full description at Econpapers || Download paper

  42. The Financial Crisis : A Wake-Up Call for Strengthening Regional Monitoring of Financial Markets and Regional Coordination of Financial Sector Policies?. (2010). Winkler, Adalbert.
    In: Finance Working Papers.
    RePEc:eab:financ:22022.

    Full description at Econpapers || Download paper

  43. Stock Market Integration between three CEECs, Russia and the UK. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2978.

    Full description at Econpapers || Download paper

  44. Are “new” and “old” EU members becoming more financially integrated? A threshold cointegration analysis. (2009). Poghosyan, Tigran.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:6:y:2009:i:3:p:259-281.

    Full description at Econpapers || Download paper

  45. Five Years After; European Union Membership and Macro-Financial Stability in the New Member States. (2009). Cihak, Martin ; Fonteyne, Wim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/068.

    Full description at Econpapers || Download paper

  46. LES BANQUES ÉTRANGÈRES EN ASIE DU SUD-EST : LE RÔLE DES LOCAL CLAIMS. (2009). Lahet, Delphine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00616577.

    Full description at Econpapers || Download paper

  47. The Financial Crisis and European Emerging Economies. (2009). Cihak, Martin ; Mitra, Srobona .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:59:y:2009:i:6:p:541-553.

    Full description at Econpapers || Download paper

  48. Sustainable real exchange rates in the new EU Member States: Is FDI a mixed blessing?. (2009). Smidkova, Katerina ; Bulir, Ales ; Babecký, Jan ; Jan Babecký, .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0368.

    Full description at Econpapers || Download paper

  49. The geography of asset trade and the euro: Insiders and outsiders. (2009). Martin, Philippe ; Coeurdacier, Nicolas.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:23:y:2009:i:2:p:90-113.

    Full description at Econpapers || Download paper

  50. Extreme coexceedances in new EU member states stock markets. (2009). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:6:p:1048-1057.

    Full description at Econpapers || Download paper

  51. Can an Asia Pacific Community, similar to the European Community, emerge?. (2009). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:1:p:2-8.

    Full description at Econpapers || Download paper

  52. Does home bias affect firm value? Evidence from holdings of mutual funds worldwide. (2009). Chan, Kalok ; Covrig, Vicentiu ; Ng, Lilian .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:2:p:230-241.

    Full description at Econpapers || Download paper

  53. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:368-387.

    Full description at Econpapers || Download paper

  54. How Does European Integration Affect the European Stock Markets?. (2009). Erdogan, Burcu .
    In: Working Paper / FINESS.
    RePEc:diw:diwfin:diwfin1.1a.

    Full description at Econpapers || Download paper

  55. Do financial systems converge? New evidence from household financial assets in selected OECD countries. (2009). Bruno, Giuseppe ; de Bonis, Riccardo.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:31-27.

    Full description at Econpapers || Download paper

  56. 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

  57. Progress Towards to Equity Market Integration in Eastern Europe. (2008). Aslanidis, Nektarios ; Savva, Christos S ; Dungey, Mardi.
    In: Working Papers.
    RePEc:urv:wpaper:2072/13265.

    Full description at Econpapers || Download paper

  58. Stock market integration between new EU member states and the Euro-zone. (2008). Savva, Christos ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:urv:wpaper:2072/13263.

    Full description at Econpapers || Download paper

  59. Globalisation, growth and institutions. (2008). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:4:p:472-479.

    Full description at Econpapers || Download paper

  60. Financial services in an increasingly integrated global financial market. (2008). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2288-2292.

    Full description at Econpapers || Download paper

  61. The impact of the euro on equity markets: a country and sector decomposition. (2008). Manganelli, Simone ; Kadareja, Arjan ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008906.

    Full description at Econpapers || Download paper

  62. Labour supply and employment in the euro area countries - developments and challenges. (2008). Ioannou, Demosthenes ; Coussens, Wouter ; Ferdinandusse, Marien ; lo Duca, Marco.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:20080087.

    Full description at Econpapers || Download paper

  63. Measuring financial integration in new EU member states.. (2008). Cappiello, Lorenzo ; De Santis, Roberto A. ; Baltzer, Markus .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:20080081.

    Full description at Econpapers || Download paper

  64. Money-market segmentation in the euro area : what has changed during the turmoil?. (2008). Zagaglia, Paolo.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2008_023.

    Full description at Econpapers || Download paper

  65. Wealth portfolio of Hungarian households – Urban legends and facts. (2007). Vadas, Gabor.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2007/68.

    Full description at Econpapers || Download paper

  66. Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5. (2007). Zsamboki, Balazs.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2007/67.

    Full description at Econpapers || Download paper

  67. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan ; Babetskii, Ian .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:7-8:p:341-362.

    Full description at Econpapers || Download paper

  68. Globalisation and the role of effective international institutions. (2007). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:6:p:1579-1593.

    Full description at Econpapers || Download paper

  69. Finance and growth: a macroeconomic assessment of the evidence from a European angle. (2007). Papaioannou, Elias.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007787.

    Full description at Econpapers || Download paper

  70. 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

  71. The Financial Situation and Financing of Nonfinancial Corporations in the Ten New EU Member States – A First Empirical Orientation. (2006). Reininger, Thomas ; Walko, Zoltan .
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2006:i:2:b:5.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Adler, M. and B. Dumas, 1983, International Portfolio Choice and Corporation Finance: A Synthesis, Journal of Finance 38(3): 925-984.

  2. [11] Bekaert, G. and M.C. Urias, 1996, Diversification, Integration and Emerging Market Closed-End Funds, Journal of Finance 51(3): 835-869.

  3. [12] Campbell, J.Y. and Y. Hamao, 1992, Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration, Journal of Finance 47(1): 43-70.

  4. [13] Cappiello, L., R.F. Engle and K. Sheppard, 2003, Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns, ECB WP Series 204.

  5. [14] Cappiello, L., B. Gerard, and S. Manganelli, 2005, Measuring Comovements by Regression Quantiles, ECB WP Series 501. Working Paper S~rie~ We 683

  6. [15] Carrieri, F., V. Errunza and S. Sarkissian, 2004, Industry Risk and Market Integration, Management Science 50(2): 207-221.

  7. [16] Caviglia, G., G. Krause, and C. Thimann, 2002, Key Features of the Financial Sectors in EU Accession Countries, in C. Thimann (ed.), Financial Sectors in EU Accession Countries, European Central Bank.
    Paper not yet in RePEc: Add citation now
  8. [17] Dvorak, T. and C.R.A. Geiregat, 2004, Are the New and Old EU Countries Financially Integrated?, mimeo, Union College, Schenectady, NY.
    Paper not yet in RePEc: Add citation now
  9. [18] de Jong, F. and F. de Roon, 2005, Time Varying Market Integration and Expected Returns in Emerging Markets, Journal of Financial Economic 78(3): 583-613.

  10. [19] De Santis, G. and S. tmrohoroglu, 1997, Stock Returns and Volatility in Emerging Financial Markets, Journal of International Money and Finance 16(4): 561579.

  11. [2] Ammer, J. and J. Mei, 1996, Measuring International Economic Linkages with Stock Market Data, Journal of Finance Si(S): 1743-1763.

  12. [20] Dumas, B., C.R. Harvey and P. Ruiz, 2003, Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?, Journal of International Money and Finance 22(6): 777-811.

  13. [21] Engle, R.F. and S. Manganelli, 2004, CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles, Journal of Business and Economic Statistics 22(4): 367-381.

  14. [22] Errunza, V. and E. Losq, 1985, International Asset Pricing under Mild Segmentation: Theory and Test, Journal of Finance 40(1): 105-124.

  15. [23] Flood, R.P. and A.K. Rose, 2005, Estimating the Expected Marginal Rate of Substitution: A Systematic Exploitation of Idiosyncratic Risk, Journal of Monetary Economics 52(5): 951-969.

  16. [24] Forbes, K.J. and R. Rigobon, 2002, No Contagion, Only Interdependence: Measuring Stock Market Comovements, Journal of Finance 57(5): 2223-2261.

  17. [25] Gerard, B., K. Thanyalakpark and J. Batten, 2003, Are East Asian Markets Integrated? Evidence from the ICAPM, Journal of Economics and Business 55(6): 585-607.

  18. [26] Hartmann, P., 5. Straetmans and C. de Vries, 2004, Fundamentals and Joint Currency Crises, Review of Economics and Statistics 86(1): 313-326. Wcrkmg Paper Series Nc 683

  19. [27] Jorion, P. and E. Schwartz, i986, Integration vs. Segmentation in the Canadian Stock Market,. Journal of Finance 4i(3): 603-6i3.

  20. [28] Korajczyk, R. A. and C. J. Viallet, i989, An Empirical Investigation of International Asset Pricing, Review of Financial Studies 2(4): 553-586.
    Paper not yet in RePEc: Add citation now
  21. [29] Longin, F. and B. Solnik, 200i, Is the Correlation in International Equity Returns Constant: i970-i990?, Journal of Finance 56(2): 649-676.
    Paper not yet in RePEc: Add citation now
  22. [3] Aydemir, A.C., 2004, Why are International Equity Market Correlations Low?, Unpublished working paper, Carnegie Mellon University.
    Paper not yet in RePEc: Add citation now
  23. [30] Reininger, T., and Z. Walko, 2005, The Integration of Czech, Hungarian and Polish Bond Markets with the Euro Area Bond Market, paper presented at the Conference on European Economic Integration, November 2005, Vienna.
    Paper not yet in RePEc: Add citation now
  24. [32] Sontchik, 5., 2003, Financial Integration of European Equity Markets, mimeo HEC University of Lausanne and FAME.
    Paper not yet in RePEc: Add citation now
  25. [33] Stulz, R. M., i98i, A Model of International Asset Pricing, Journal of Financial Economics 9(4): 383-406. Working Paper Series We 683
    Paper not yet in RePEc: Add citation now
  26. [3i] Rockinger, M. and G. Urga, 200i, A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies, Journal of Business and Economic Statistics i9(i): 73-84.

  27. [4] Baele, L., A. Ferrando, P. Hördahl, E. Krylova, and C. Monnet, 2004, Measuring Financial Integration in the Euro Area, ECB OP 14.

  28. [5] Bekaert, G., 1999, Is There a Free Lunch in Emerging Market Equities?, Journal of Portfolio Management 25(3): 83-95.
    Paper not yet in RePEc: Add citation now
  29. [6] Bekaert, G., C.B. Erb, C.R. Harvey and T.E. Viskanta, 1998, Distributional Characteristics of Emerging Market Returns and Asset Allocation, Journal of Portfolio Management 24(2): 102-116.
    Paper not yet in RePEc: Add citation now
  30. [7] Bekaert, G. and C.R. Harvey, 1995, Time-Varying World Market Integration, Journal of Finance 50(2): 403-444.

  31. [8] Bekaert, G. and C.R. Harvey, 1997, Emerging Equity Market Volatility, Journal of Financial Economics 43(1): 29-77.

  32. [9] Bekaert, G. and C.R. Harvey, 2000, Foreign Speculators and Emerging Equity Markets, Journal of Finance 55(2): 565-613.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

    Full description at Econpapers || Download paper

  2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0571.

    Full description at Econpapers || Download paper

  3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12728.

    Full description at Econpapers || Download paper

  4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12697.

    Full description at Econpapers || Download paper

  5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12346.

    Full description at Econpapers || Download paper

  6. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp162.

    Full description at Econpapers || Download paper

  7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_005.

    Full description at Econpapers || Download paper

  8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-029.

    Full description at Econpapers || Download paper

  9. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006685.

    Full description at Econpapers || Download paper

  10. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

  11. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). Entorf, Horst ; Jamin, .
    In: International Finance.
    RePEc:wpa:wuwpif:0508005.

    Full description at Econpapers || Download paper

  12. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto A ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005529.

    Full description at Econpapers || Download paper

  13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:1051001.

    Full description at Econpapers || Download paper

  14. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

    Full description at Econpapers || Download paper

  15. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5113.

    Full description at Econpapers || Download paper

  16. Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
    In: Finance.
    RePEc:wpa:wuwpfi:0405022.

    Full description at Econpapers || Download paper

  17. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:907.

    Full description at Econpapers || Download paper

  18. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

    Full description at Econpapers || Download paper

  19. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

    Full description at Econpapers || Download paper

  20. Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

    Full description at Econpapers || Download paper

  21. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
    In: International Finance.
    RePEc:wpa:wuwpif:0211001.

    Full description at Econpapers || Download paper

  22. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

  23. International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_001.

    Full description at Econpapers || Download paper

  24. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

    Full description at Econpapers || Download paper

  25. An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

    Full description at Econpapers || Download paper

  26. Corporate Financial Policies and Performance Prior to Currency Crises. (2001). Koskinen, Yrjö ; Bris, Arturo ; Pons, Vicente .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-386.

    Full description at Econpapers || Download paper

  27. Corporate Financial Policies and Performance Around Currency Crises. (2001). Koskinen, Yrjö ; Bris, Arturo ; Pons, Vicente .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0467.

    Full description at Econpapers || Download paper

  28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees ; Schotman, Peter ; Kool, Clemens J. M., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

    Full description at Econpapers || Download paper

  29. The selection of multinational equity portfolios: forecasting models and estimation risk. (2000). Nigel Meade, Gerry R. Salkin, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:3:p:259-279.

    Full description at Econpapers || Download paper

  30. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

    Full description at Econpapers || Download paper

  31. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2448.

    Full description at Econpapers || Download paper

  32. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7157.

    Full description at Econpapers || Download paper

  33. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

    Full description at Econpapers || Download paper

  34. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4923.

    Full description at Econpapers || Download paper

  35. Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4796.

    Full description at Econpapers || Download paper

  36. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4645.

    Full description at Econpapers || Download paper

  37. International Equity Transactions and U.S. Portfolio Choice. (1994). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4611.

    Full description at Econpapers || Download paper

  38. Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. (1993). Ito, Takatoshi ; Lin, Wen-Ling .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4592.

    Full description at Econpapers || Download paper

  39. Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment. (1993). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4544.

    Full description at Econpapers || Download paper

  40. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4459.

    Full description at Econpapers || Download paper

  41. Home Bias and the High Turnover. (1992). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4218.

    Full description at Econpapers || Download paper

  42. The Globalization of Information and Capital Mobility. (1990). Jaffee, Dwight M. ; Branson, William H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3496.

    Full description at Econpapers || Download paper

  43. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3466.

    Full description at Econpapers || Download paper

  44. Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis. (1989). Bovenberg, Lans ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3139.

    Full description at Econpapers || Download paper

  45. Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects. (1989). Eichengreen, Barry ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2965.

    Full description at Econpapers || Download paper

  46. Equilibrium Exchange Rate Hedging. (1989). Black, Fischer .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2947.

    Full description at Econpapers || Download paper

  47. Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2569.

    Full description at Econpapers || Download paper

  48. Consumption Risk and International Asset Returns: Some Empirical Evidence. (1987). Cumby, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2383.

    Full description at Econpapers || Download paper

  49. Capital Flows, Investment, and Exchange Rates. (1985). Svensson, Lars ; Stockman, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1598.

    Full description at Econpapers || Download paper

  50. Asset Markets, Tariffs, and Political Risk. (1984). Stockman, Alan ; Dellas, Harris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1413.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-04-22 07:59:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2024. Contact: Jose Manuel Barrueco.