SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Pacific Economic Review

Volumn 6, Issue 1, 2001, Pages 89-110

Integration among Asia-Pacific and international stock markets: Common stochastic trends and regime shifts

(2) Siklos, P L a Patrick, N a

a WILFRID LAURIER UNIVERSITY (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC INTEGRATION; MARKET CONDITIONS; STOCK MARKET;

PACIFIC RIM;

EID: 0035120316 PISSN: 1361374X EISSN: None Source Type: Journal
DOI: 10.1111/1468-0106.00120 Document Type: Article

Times cited : (38)

References (45)

1
- 77957186796
- Money integration and investment barriers in emerging equity markets
- (1995) World Bank Economic Review , vol.9 , Issue.1 , pp. 75-107
- Bekaert, G.¹

2
- 84983849914
- Convergence in international output
- (1995) Journal of Applied Econometrics , vol.10 , pp. 97-108
- Bernard, A.¹ Durlauf, S.N.²

3
- 0006026862
- Thailand: Stock exchange aims for blue-chip quality
- March
- (1993) Euromoney , pp. 74-79
- Bowman, L.¹

4
- 0003005314
- The international transmission of stock market fluctuation between the developed markets and the Asian-Pacific markets
- (1992) Applied Financial Economics , vol.2 , pp. 43-47
- Cheung, Y.L.¹ Mak, S.C.²

5
- 84981676740
- Finite sample sizes of Johansen's likelihood ratio tests for cointegration
- (1993) Oxford Bulletin of Economics and Statistics , vol.55 , pp. 313-328
- Cheung, Y.-W.¹ Lai, K.S.²

6
- 84963254704
- Stochastic trends and stock prices: An international inquiry
- (1994) Applied Financial Economics , vol.4 , pp. 383-390
- Choudhry, T.¹

7
- 0030527061
- Stock market volatility and the crash of 1987: Evidence from six emerging markets
- (1996) Journal of International Money and Finance , vol.15 , pp. 969-981
- Choudhry, T.¹

8
- 0000028584
- Common stochastic trends in Pacific rim stock markets
- (1994) Quarterly Review of Economics and Finance , vol.34 , pp. 241-259
- Chung, P.J.¹ Liu, D.J.²

9
- 0028828910
- The emergence of equity investment in developing countries: Overview
- (1995) World Bank Economic Review , vol.9 , Issue.1 , pp. 1-17
- Claessens, S.¹

10
- 0002581357
- Long run behaviour of Pacific-Basin stock prices
- (1995) Applied Financial Economics , vol.5 , pp. 11-18
- Corhay, A.¹ Rad, A.T.² Urbain, J.P.³

11
- 0003398189
- New York: John Wiley
- (1995) Applied Econometric Time Series
- Enders, W.¹

12
- 0006064293
- International Monetary Fund Working Paper, November
- (1995) Does the Nominal Exchange Rate Regime Matter?
- Enoch, C.¹ Knobl, A.² Robinson, D.³

13
- 0006026283
- Euromoney, May
- (1993) World Equity Markets Supplement: Korea , pp. 82-85

14
- 0006026283
- Euromoney, May
- (1993) World Equity Markets Supplement: Singapore , pp. 94-97

15
- 0006024439
- Euromoney, June
- (1994) World Equity Markets Supplement: Hong Kong , pp. 47-50

16
- 0006026709
- Euromoney, September
- (1995) 1995 Guide to Developments in the World's Equity and Bond Markets: Taiwan , pp. 52-57

17
- 0006101746
- Chicago, IL: Longman Financial Services Publishing
- (1989) A Guide to Asian Stock Markets
- George, R.L.¹

18
- 0000406129
- What moves the Asia-Pacific stock market: US or Japan?
- (1998) Financial Review , vol.34 , pp. 159-170
- Ghosh, A.¹ Saidi, R.² Johnson, K.³

19
- 4243539659
- Washington, DC: World Bank
- (1994) An Introduction to the Microstructure of Emerging Markets
- Glen, J.D.¹

20
- 0006064294
- Bank of Canada working paper 97-1
- (1997) Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
- Godbout, M.J.¹ Van Norden, S.²

21
- 0003410290
- Princeton: Princeton University Press
- (1995) Time Series Analysis
- Hamilton, J.D.¹

22
- 0003620839
- Hong Kong: Longman
- (1991) Asia-Pacific Securities Markets
- Harrison, M.¹

23
- 0003426437
- International Finance Corporation, Washington, DC
- (1998) Emerging Stock Markets Factbook

24
- 0006066202
- London: Euromoney Books
- (1990) Japanese Securities Market
- Isaacs, J.¹

25
- 0003488630
- Oxford: Oxford University Press
- (1995) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Johansen, S.¹

26
- 0002653201
- Common stochastic trends in international stock markets
- (1992) Journal of Monetary Economics , vol.29 , pp. 95-124
- Kasa, K.¹

27
- 0000208990
- International stock price spillovers and market liberalization: Evidence from Korea, Japan, and the United States
- (June)
- (1995) Journal of Empirical Finance , vol.2 , pp. 117-134
- Kim, S.W.¹ Rogers, R.²

28
- 84978562092
- A cointegration test for market efficiency
- (1991) Journal of Futures Markets , vol.11 , pp. 567-575
- Lai, K.S.¹ Lai, M.²

29
- 0003569323
- Cambridge: Cambridge University Press
- (1998) Unit Roots, Cointegration and Structural Change
- Maddala, G.S.¹ Kim, I.M.²

30
- 21144464955
- The international crash of October 1987: Causality tests
- (1992) Journal of Financial and Quantitative Analysis , vol.27 , pp. 353-364
- Mallairis, A.G.¹ Urrutia, J.L.²

31
- 0006102203
- Stocks: Hong Kong; Indonesia; Japan; Malaysia; Philippines; Singapore; South Korea; Taiwan; Thailand
- (1992) Asian Business , vol.28 , pp. 56-65
- Montagu-Pollock, M.¹

32
- 0000631178
- A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
- (1992) Oxford Bulletin of Economics and Statistics , vol.54 , pp. 461-471
- Osterwald-Lenum, M.¹

33
- 0003426447
- Chicago, IL.: Probus
- (1993) The World's Emerging Stock Markets: Structure, Developments, Regulations & Opportunities
- Park, K.K.H.¹

34
- 0006061148
- Federal Reserve Bank of New York working paper, April
- (1998) Stock Market Crises in Developed and Emerging Markets
- Patel, S.¹ Sankar, A.²

35
- 0003498859
- manuscript, John M. Olin School of Business, Washington University
- (1993) Rank Constancy Tests in Cointegrating Regressions
- Quintos, C.E.¹

36
- 0000074955
- Stability tests in error correction models
- (1997) Journal of Econometrics , vol.82 , pp. 289-315
- Quintos, C.E.¹

37
- 0006026284
- Harvard Institute for Economic Development development and discussion paper 609 (November)
- (1997) Economic Growth in Asia
- Radelet, S.¹ Sachs, J.D.² Lee, J.W.³

38
- 0003147502
- The international market crash of October 1987
- (1988) Financial Analysts Journal , vol.44 , pp. 19-25
- Roll, R.¹

39
- 0002025664
- Stock volatility and the crash of 1987
- (1990) Review of Financial Studies , vol.5 , pp. 77-102
- Schwert G., W.¹

40
- 0006025119
- New opportunity in Japan
- (March)
- (1994) Pensions & Investments , vol.21 , pp. 50
- Shiozumi, H.¹ Green, W.L.²

41
- 0006100815
- Stock returns and inflation: A new test of competing hypotheses
- (1999) Applied Financial Economics , vol.9 , pp. 567-581
- Siklos, P.L.¹ Kwok, B.²

42
- 0000342563
- Convergence in interest rates and inflation rates across countries and over time
- (1997) Review of International Economics , vol.5 , pp. 129-141
- Siklos, P.L.¹ Wohar, M.E.²

43
- 0001875659
- International market correlation and volatility
- (1996) Financial Analysts Journal , vol.52 , pp. 17-34
- Solnik, B.¹ Boucerelle, C.² Le Fur, Y.³

44
- 0028834583
- US equity investment in emerging stock markets
- (1995) World Bank Economic Review , vol.9 , Issue.1 , pp. 109-129
- Tesar, L.L.¹ Werner, I.M.²

45
- 0000755414
- Mobile exporters: New foreign investors in East Asia
- (1993) Foreign Direct Investment , pp. 173-191
- Wells, L.T.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.