Analysis of the Integration and Dynamic Linkages of BRICS Stock Markets

Proceedings of the 6th International Conference on Financial Innovation and Economic Development (ICFIED 2021) ◽

10.2991/aebmr.k.210319.140 ◽

2021 ◽

Author(s):

Zehui Yu ◽

Liru Bai ◽

Yiming Li

Keyword(s):

Stock Markets ◽

Dynamic Linkages

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Non-linear dynamic linkages in the international stock markets

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2006.11.013 ◽

2007 ◽

Vol 377 (1) ◽

pp. 173-180 ◽

Author(s):

Zeynel Abidin Ozdemir ◽

Esin Cakan

Keyword(s):

Stock Markets ◽

Linear Dynamic ◽

International Stock Markets ◽

Dynamic Linkages

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Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets

Review of Financial Economics ◽

10.1016/j.rfe.2017.08.001 ◽

2017 ◽

Vol 35 ◽

pp. 29-42 ◽

Author(s):

Ghulam Ghouse ◽

Saud Ahmed Khan

Keyword(s):

Stock Markets ◽

Spillover Effect ◽

Dynamic Linkages

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Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-005-7017-7 ◽

2005 ◽

Vol 24 (4) ◽

pp. 343-357 ◽

Author(s):

Hwahsin Cheng ◽

John L. Glascock

Keyword(s):

Hong Kong ◽

Stock Markets ◽

Mainland China ◽

Greater China ◽

Economic Area ◽

Dynamic Linkages

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Dynamic Linkages between Crude Oil Prices, Exchange Rates, and Stock Markets of Other Emerging Economies

Dynamic Linkages and Volatility Spillover ◽

10.1108/978-1-78635-554-620161006 ◽

2016 ◽

pp. 111-141

Keyword(s):

Exchange Rates ◽

Crude Oil ◽

Emerging Economies ◽

Stock Markets ◽

Crude Oil Prices ◽

Dynamic Linkages

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Dynamic linkages among ASEAN‐5 emerging stock markets

International Journal of Emerging Markets ◽

10.1108/17468800910945783 ◽

2009 ◽

Vol 4 (2) ◽

pp. 160-184 ◽

Author(s):

M. Shabri Abd. Majid ◽

Ahamed Kameel Mydin Meera ◽

Mohd. Azmi Omar ◽

Hassanuddeen Abdul Aziz

Keyword(s):

Stock Markets ◽

Emerging Stock Markets ◽

Dynamic Linkages

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Dynamic linkages and Granger causality between short-term US corporate bond and stock markets

Applied Economics Letters ◽

10.1080/758526701 ◽

1997 ◽

Vol 4 (2) ◽

pp. 89-91 ◽

Author(s):

Matiur Rahman ◽

Muhammad Mustafa

Keyword(s):

Granger Causality ◽

Stock Markets ◽

Corporate Bond ◽

Dynamic Linkages

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Empirical Analysis of Dynamic Linkages between China and International Stock Markets

Journal of Mathematical Finance ◽

10.4236/jmf.2016.61018 ◽

2016 ◽

Vol 06 (01) ◽

pp. 189-212 ◽

Author(s):

Thomas C. Chiang ◽

Xiaoyu Chen

Keyword(s):

Empirical Analysis ◽

Stock Markets ◽

International Stock Markets ◽

Dynamic Linkages

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Dynamic Linkages of Return and Asymmetric Volatility Spillovers Among Asian Emerging Stock Markets: Evidence from Post-Global Financial Crisis Period

Proceedings of the 3rd International Conference on Advances in Management Science and Engineering (IC-AMSE 2020) ◽

10.2991/aebmr.k.200402.005 ◽

2020 ◽

Author(s):

Rahil Irfan Ahmed ◽

Guohao Zhao

Keyword(s):

Financial Crisis ◽

Stock Markets ◽

Global Financial Crisis ◽

Crisis Period ◽

Asymmetric Volatility ◽

Volatility Spillovers ◽

Emerging Stock Markets ◽

Dynamic Linkages

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Dynamic Linkages between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan

10.2469/dig.v36.n1.1819 ◽

2006 ◽

Vol 36 (1) ◽

pp. 47-48

Author(s):

Daren E. Miller

Keyword(s):

Hong Kong ◽

Stock Markets ◽

Mainland China ◽

Greater China ◽

Economic Area ◽

Dynamic Linkages

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Dynamic linkages between Thai and international stock markets

Journal of Economic Studies ◽

10.1108/01443580810903572 ◽

2008 ◽

Vol 35 (5) ◽

pp. 425-441 ◽

Author(s):

Abbas Valadkhani ◽

Surachai Chancharat

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Dynamic Linkages

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