Financial Integration in East Asia: An Empirical Investigation
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DOI: 10.1111/twec.2013.36.issue-4
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- Lee, Hyun-Hoon & Huh, Hyeon-seung & Park, Donghyun, 2011. "Financial Integration in East Asia: An Empirical Investigation," ADB Economics Working Paper Series 259, Asian Development Bank.
References listed on IDEAS
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Citations
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Cited by:
- Didier, Tatiana & Llovet, Ruth & Schmukler, Sergio L., 2017.
"International financial integration of East Asia and Pacific,"
Journal of the Japanese and International Economies, Elsevier, vol. 44(C), pages 52-66.
- Didier Brandao,Tatiana & Llovet Montanes,Ruth & Schmukler,Sergio L. & Didier Brandao,Tatiana & Llovet Montanes,Ruth & Schmukler,Sergio L., 2016. "International financial integration of East Asia and Pacific," Policy Research Working Paper Series 7772, The World Bank.
- Tatiana Didier & Ruth Llovet Montanes & Sergio Luis Schmukler, 2017. "International Financial Integration of East Asia and Pacific," Mo.Fi.R. Working Papers 139, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015. "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-24.
- Glick, Reuven & Hutchison, Michael, 2013.
"China's financial linkages with Asia and the global financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 39(C), pages 186-206.
- Reuven Glick & Michael M. Hutchison, 2013. "China’s Financial Linkages with Asia and the Global Financial Crisis," Working Paper Series 2013-12, Federal Reserve Bank of San Francisco.
- David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022.
"On the transmission mechanism of Asia‐Pacific yield curve characteristics,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 473-488, January.
- Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
- Alexis Stenfors & Kaveesha Dilshani & Andy Guo & Peter Mere, 2023. "A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market," Working Papers in Economics & Finance 2023-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022. "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, vol. 24(3), pages 236-258, September.
- Indermit S Gill & Naotaka Sugawara & Juan Zalduendo, 2014. "The Center Still Holds: Financial Integration in the Euro Area," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 351-375, September.
- Neharika Sobti, 2018. "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(4), pages 325-344, December.
- Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024.
"Returns and volatility connectedness among the Eurozone equity markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3103-3122, July.
- Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023. "Returns and Volatility Connectedness among the EurozoDne Equity Markets," Post-Print hal-04434044, HAL.
- Damien Kunjal, 2022. "Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects," Economies, MDPI, vol. 10(6), pages 1-20, June.
- Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024. "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2021. "Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, vol. 297(1), pages 53-76, February.
- Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2018. "Global and regional financial integration in East Asia and the ASEAN," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 202-221.
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More about this item
JEL classification:
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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