Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000403855> ?p ?o ?g. }
- W2000403855 abstract "This study investigates financial cointegration of G7 equity markets. The term ‘international stock market integration’ refers to an area of research in financial economics that covers many different aspects of the interrelationships across equity markets. The cointegration of order two model, I(2), that was developed by Johansen is used to specify potential cointegration structure. The empirical validity of this economic model is investigated by employing monthly stock indexes of the Group of Seven (G7) from March 1978 through December 1997 on Morgan Stanley's Capital International (MSCI) indices. This monthly time series data is used to estimate the vector error correction model of order two (VECM(2)). The joint cointegration tests show that (at p<0.05) there is one common I(2) trend and two I(1) trends in the financial equity market returns of G7 countries. Potential explanations of these results and implications for portfolio diversification strategies are discussed." @default.
- W2000403855 created "2016-06-24" @default.
- W2000403855 creator A5019105908 @default.
- W2000403855 creator A5034260806 @default.
- W2000403855 creator A5047883218 @default.
- W2000403855 date "2004-03-01" @default.
- W2000403855 modified "2023-09-28" @default.
- W2000403855 title "An examination of financial integration for the group of seven (G7) industrialized countries using an I(2) cointegration model" @default.
- W2000403855 cites W1965552010 @default.
- W2000403855 cites W1974150787 @default.
- W2000403855 cites W1979897566 @default.
- W2000403855 cites W1985979910 @default.
- W2000403855 cites W2008843641 @default.
- W2000403855 cites W2011582763 @default.
- W2000403855 cites W2016345914 @default.
- W2000403855 cites W2019975447 @default.
- W2000403855 cites W2028738662 @default.
- W2000403855 cites W2029831463 @default.
- W2000403855 cites W2061179942 @default.
- W2000403855 cites W2061609891 @default.
- W2000403855 cites W2070588945 @default.
- W2000403855 cites W2070631858 @default.
- W2000403855 cites W2072590103 @default.
- W2000403855 cites W2073089405 @default.
- W2000403855 cites W2073668113 @default.
- W2000403855 cites W2093813869 @default.
- W2000403855 cites W2098589686 @default.
- W2000403855 cites W2100646073 @default.
- W2000403855 cites W2105042761 @default.
- W2000403855 cites W2127223208 @default.
- W2000403855 cites W2129115426 @default.
- W2000403855 cites W2231258477 @default.
- W2000403855 cites W3122930026 @default.
- W2000403855 cites W3126146309 @default.
- W2000403855 cites W3156900539 @default.
- W2000403855 cites W4229685804 @default.
- W2000403855 cites W4230206799 @default.
- W2000403855 cites W4231062131 @default.
- W2000403855 cites W4233148198 @default.
- W2000403855 cites W4242248547 @default.
- W2000403855 cites W4243715623 @default.
- W2000403855 cites W4245476382 @default.
- W2000403855 cites W4253064823 @default.
- W2000403855 cites W2128846462 @default.
- W2000403855 doi "https://doi.org/10.1080/0960310042000211597" @default.
- W2000403855 hasPublicationYear "2004" @default.
- W2000403855 type Work @default.
- W2000403855 sameAs 2000403855 @default.
- W2000403855 citedByCount "23" @default.
- W2000403855 countsByYear W20004038552013 @default.
- W2000403855 countsByYear W20004038552015 @default.
- W2000403855 countsByYear W20004038552016 @default.
- W2000403855 countsByYear W20004038552018 @default.
- W2000403855 countsByYear W20004038552022 @default.
- W2000403855 crossrefType "journal-article" @default.
- W2000403855 hasAuthorship W2000403855A5019105908 @default.
- W2000403855 hasAuthorship W2000403855A5034260806 @default.
- W2000403855 hasAuthorship W2000403855A5047883218 @default.
- W2000403855 hasConcept C10138342 @default.
- W2000403855 hasConcept C106159729 @default.
- W2000403855 hasConcept C134024062 @default.
- W2000403855 hasConcept C143910263 @default.
- W2000403855 hasConcept C144133560 @default.
- W2000403855 hasConcept C145162277 @default.
- W2000403855 hasConcept C149782125 @default.
- W2000403855 hasConcept C162324750 @default.
- W2000403855 hasConcept C162853370 @default.
- W2000403855 hasConcept C166957645 @default.
- W2000403855 hasConcept C17744445 @default.
- W2000403855 hasConcept C180916674 @default.
- W2000403855 hasConcept C182306322 @default.
- W2000403855 hasConcept C19244329 @default.
- W2000403855 hasConcept C199539241 @default.
- W2000403855 hasConcept C199728807 @default.
- W2000403855 hasConcept C204036174 @default.
- W2000403855 hasConcept C205649164 @default.
- W2000403855 hasConcept C2779343474 @default.
- W2000403855 hasConcept C2780299701 @default.
- W2000403855 hasConcept C2780615719 @default.
- W2000403855 hasConcept C2780821815 @default.
- W2000403855 hasConceptScore W2000403855C10138342 @default.
- W2000403855 hasConceptScore W2000403855C106159729 @default.
- W2000403855 hasConceptScore W2000403855C134024062 @default.
- W2000403855 hasConceptScore W2000403855C143910263 @default.
- W2000403855 hasConceptScore W2000403855C144133560 @default.
- W2000403855 hasConceptScore W2000403855C145162277 @default.
- W2000403855 hasConceptScore W2000403855C149782125 @default.
- W2000403855 hasConceptScore W2000403855C162324750 @default.
- W2000403855 hasConceptScore W2000403855C162853370 @default.
- W2000403855 hasConceptScore W2000403855C166957645 @default.
- W2000403855 hasConceptScore W2000403855C17744445 @default.
- W2000403855 hasConceptScore W2000403855C180916674 @default.
- W2000403855 hasConceptScore W2000403855C182306322 @default.
- W2000403855 hasConceptScore W2000403855C19244329 @default.
- W2000403855 hasConceptScore W2000403855C199539241 @default.
- W2000403855 hasConceptScore W2000403855C199728807 @default.
- W2000403855 hasConceptScore W2000403855C204036174 @default.
- W2000403855 hasConceptScore W2000403855C205649164 @default.
- W2000403855 hasConceptScore W2000403855C2779343474 @default.
- W2000403855 hasConceptScore W2000403855C2780299701 @default.