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Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872.

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  1. Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. (2025). Sensoy, Ahmet ; Misra, Arun Kumar ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: Research in International Business and Finance.
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  2. Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur.
    In: Research in International Business and Finance.
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  3. Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Palma, Alessia ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: Finance Research Letters.
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  4. Shedding light on the relationship between ESG ratings and systematic risk. (2024). Teti, Emanuele ; Pistolesi, Francesco.
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  5. A financial supply chain on corporate working capital and interbank lines of credit. (2024). Kumar, Satish ; Misra, Arun Kumar ; Rahman, Molla Ramizur.
    In: International Review of Financial Analysis.
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  1. Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872.

    Full description at Econpapers || Download paper

  2. Volatility spillover effects of oil, gold and bulk shipping prices on financial markets. (2022). Georgiana, Plea.
    In: Proceedings of the International Conference on Business Excellence.
    RePEc:vrs:poicbe:v:16:y:2022:i:1:p:695-706:n:33.

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  3. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa.
    In: Journal of International Financial Markets, Institutions and Money.
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  4. Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS. (2021). Goutte, Stéphane ; Guesmi, Khaled ; Gana, Marjene ; Ayadi, Ahmed.
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  5. Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L.
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  6. Measuring bank downside systemic risk in Taiwan. (2018). Su, Ender ; Wong, Kai Wen.
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  7. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej .
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  10. Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik .
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  11. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
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  12. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
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  13. Analyse de la prévisibilité cross-country via létude de la cointégration : cas de six marchés asiatiques émergents. (2016). Fatnassi, Latifa .
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  14. Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting.
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  16. THE RISK-RETURN TRADE-OFF OF INVESTING IN LATIN AMERICAN EMERGING STOCK MARKETS. (2014). Vedd, Rishma ; Lazarony, Paul .
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  17. Determinants of stock exchange integration: evidence in worldwide perspective. (2014). Dorodnykh, Ekaterina .
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  18. Modelling long run comovements in equity markets: A flexible approach. (2014). Martins, Luis ; Gabriel, Vasco.
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  20. Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed.
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  29. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El hédi Arouri, .
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  30. The Credit Crisis around the Globe: Why Did Some Banks Perform Better?. (2010). Stulz, René ; Beltratti, Andrea.
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  31. Evidence of interdependence and contagion using a frequency domain framework. (2009). Candelon, Bertrand ; Bodart, Vincent.
    In: Emerging Markets Review.
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  32. Common stochastic volatility trends in international stock returns. (2008). Wolters, Juergen ; Dao, Mai.
    In: International Review of Financial Analysis.
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  33. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Stahel, Christof ; Boyson, Nicole .
    In: Working Papers.
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  34. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: Working Paper Series.
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  35. The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities. (2006). Katrakilidis, Constantinos ; Koulakiotis, Athanasios .
    In: Annals of Economics and Finance.
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  36. Evidences of Interdependence and Contagion using a Frequency Domain Framework. (2005). Candelon, Bertrand ; Bodart, Vincent.
    In: Research Memorandum.
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  37. An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market. (2005). Kein, Alar.
    In: Working Papers.
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  38. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
    In: Finance Research Group Working Papers.
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  39. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
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  40. Empirical Modeling of Contagion; A Review of Methodologies. (2004). Fry-McKibbin, Renee ; Gonzalez-Hermosillo, Brenda ; Martin, Vance ; Dungey, Mardi.
    In: IMF Working Papers.
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  41. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
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  42. Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness. (2004). Tay, Anthony S ; Hashmi, Aamir.
    In: Econometric Society 2004 Far Eastern Meetings.
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  43. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Econometric Society 2004 Far Eastern Meetings.
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  44. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:243.

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  45. EXCHANGE RATE REGIMES, GLOBALISATION AND THE COST OF CAPITAL IN EMERGING MARKETS. (2004). de los Rios, Antonio Diez .
    In: Working Papers.
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  46. World market integration through the lens of foreign direct investors. (2003). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
    In: Policy Research Working Paper Series.
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  47. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
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  48. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  49. Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises. (2003). Fry-McKibbin, Renee ; Dungey, Mardi ; Martin, Vance ; Gonzalez-Hermosillo, Brenda.
    In: IMF Working Papers.
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  50. Country and Industry Dynamics in Stock Returns. (2003). Catão, Luis ; Timmermann, Allan ; Cato, Luis.
    In: IMF Working Papers.
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  51. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
    In: Finance Working Papers.
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  52. Contagion: an empirical test. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
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  53. Stock market cycles, financial liberalization and volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:7:p:925-955.

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  54. Contagion and interdependence in stock markets: Have they been misdiagnosed?. (2003). Pelizzon, Loriana ; Billio, Monica.
    In: Journal of Economics and Business.
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  55. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
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  56. Mexican peso crisis and its spillover effects to emerging market debt. (2003). Suk, David Y. ; Lee, Sukhun ; Han, Ki C., .
    In: Emerging Markets Review.
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  57. Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets. (2003). Diez de los Rios, Antonio.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2003_51.

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  58. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
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  59. Time-Varying World Market Integration. (1994). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4843.

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