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Interdependence and dynamic linkages between the emerging stock markets of South Asia

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  1. Marashdeh, Hazem, 2005. "Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach," Economics Working Papers wp05-27, School of Economics, University of Wollongong, NSW, Australia.
  2. Thampanya, Natthinee & Wu, Junjie & Nasir, Muhammad Ali & Liu, Jia, 2020. "Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
  3. Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes, 2017. "Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests," Economic Modelling, Elsevier, vol. 64(C), pages 384-398.
  4. Ozdemir, Zeynel Abidin, 2009. "Linkages between international stock markets: A multivariate long-memory approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(12), pages 2461-2468.
  5. Stelios D. Bekiros, 2013. "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series 21_13, Rimini Centre for Economic Analysis.
  6. Muhammad Mansoor Baig & Muhammad Bilal & Waheed Aslam, 2016. "Relationship between Major Developed Equity Markets and Major Frontier Equity Markets of World," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(1), pages 182-196, February.
  7. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
  8. Urom, Christian & Guesmi, Khaled & Abid, Ilyes & Dagher, Leila, 2023. "Dynamic integration and transmission channels among interest rates and oil price shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 296-317.
  9. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
  10. HUSSAIN Haroon & HUSSAIN Rana Yasir & SHAH Syed Waqar Azeem & FRAZ Ahmed, 2012. "International Portfolio Diversification In Developing Equity Markets Of South Asia," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 7(1), pages 80-100, April.
  11. P.R. Madhusoodanan & Hareesh V. Kumar, 2008. "An Empirical Verification of Cointegration and Causality in Indian Stock Markets," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 9(1), pages 159-172, June.
  12. Trung Hoang Bao & Cesario Mateus, 2017. "Impact of FOMC announcement on stock price index in Southeast Asian countries," China Finance Review International, Emerald Group Publishing Limited, vol. 7(3), pages 370-386, August.
  13. Dorota Witkowska & Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2012. "Analysis of Linkages between Central and Eastern European Capital Markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 19-34.
  14. Aktham Maghyereh, 2006. "Regional Integration of Stock Markets in MENA Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(1), pages 59-94, April.
  15. Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin, 2009. "Financial Integration between Indonesia and Its Major Trading Partners," MPRA Paper 17277, University Library of Munich, Germany.
  16. J. Vineesh Prakash & D. K. Nauriyal, 2021. "Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach," Millennial Asia, , vol. 12(2), pages 229-251, August.
  17. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Thailand’s International Tourism Demand: The ARDL Approach to Cointegration," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 163-184.
  18. Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022. "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 87-117, March.
  19. De Gooijer, Jan G. & Sivarajasingham, Selliah, 2008. "Parametric and nonparametric Granger causality testing: Linkages between international stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2547-2560.
  20. Sriananthakumar, Sivagowry & Narayan, Seema, 2015. "Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 504-520.
  21. Muhammad Zahid & Faiza Khalid & Muhammad Ramzan & Muhammad Zia Ul Haq & Wonseok Lee & Jinsoo Hwang & Jimin Shim, 2021. "The Significance of Monetary Policy Transmission Mechanism in the Sustainable Development of the SAARC Economic Community," Sustainability, MDPI, vol. 13(23), pages 1-19, November.
  22. Gupta, R. & Donleavy, G.D., 2009. "Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective," Journal of Multinational Financial Management, Elsevier, vol. 19(2), pages 160-177, April.
  23. Saif Siddiqui, 2009. "Stock Markets Integration: Examining Linkages between Selected World Markets," Vision, , vol. 13(1), pages 19-30, January.
  24. Lakshman Alles, 2008. "The cost of downside protection and the time diversification issue in South Asian stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(10), pages 835-843.
  25. Rajneesh Prakash Verma & Poonam Rani, 2016. "Emerging Stock Market Integration in the Post Financial Crises Era: An Empirical Analysis of the Short-term and Long-term Linkages," Emerging Economy Studies, International Management Institute, vol. 2(1), pages 91-109, May.
  26. Ozdemir, Zeynel Abidin & Olgun, Hasan & Saracoglu, Bedriye, 2009. "Dynamic linkages between the center and periphery in international stock markets," Research in International Business and Finance, Elsevier, vol. 23(1), pages 46-53, January.
  27. Ahmed, Walid M.A., 2011. "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper 28127, University Library of Munich, Germany.
  28. Muhammad Irfan & Maria Irfan, 2011. "Weak Form Efficiency of Pakistan Stock Market using Non-Parametric Approaches," Journal of Social and Development Sciences, AMH International, vol. 2(6), pages 249-257.
  29. Shailesh Rastogi, 2013. "Long-term Association of Stock Markets of Different Nations: An Empirical Study," Vision, , vol. 17(4), pages 303-313, December.
  30. Rattaphon Wuthisatian, 2014. "Cointegration of Stock Markets," Review of Market Integration, India Development Foundation, vol. 6(3), pages 297-320, December.
  31. Dr. Ranjan Dasgupta, 2014. "The Integration of Indian and SAARC Stock Markets – An Empirical Study," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 5(1), pages 09-17, January.
  32. Syed Muhammad Aamir Shah & Muhammad Husnain & Ashraf Ali, 2012. "Is Pakistani Equity Market Integrated to the Equity Markets of Group of Eight (G8) Countries? An Empirical Analysis of Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 289-324, September.
  33. Kim Hiang Liow, 2008. "Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 127-155, November.
  34. Seshaiah, S.V., 2006. "Indian Capital Market Integration with Select Developed and Developing Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
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