Matches in SemOpenAlex for { <https://semopenalex.org/work/W4285151505> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W4285151505 endingPage "31" @default.
- W4285151505 startingPage "11" @default.
- W4285151505 abstract "This paper investigates the stock market integration in North America, the Eurozone, and other OECD countries. The main questions addressed include whether the stock markets in each of the three country groups are cointegrated and whether the relationships are stable over time. The linkages are modeled using different statistical tools, including correlation, cointegration, vector-error correction, and Granger causality tests. The results show that the correlation coefficients are noticeably higher for the two country groups that are members of a trade or currency zone (NAFTA and the Eurozone) compared to the other OECD countries. Considering full samples, the results from the cointegration tests point to no cointegration for NAFTA markets, while they are mixed in the case of the other two country groups. After controlling for structural breaks by estimating the models for different sub-periods, the verdicts from the two cointegration tests were unanimous as the results unveil evidence of cointegration in each sub-periods for each of the three country groups. The results support the hypothesis that financial markets in the OECD countries are cointegrated. They also confirm the existence of structural breaks, the dynamic nature of the long-run integration of equity markets, and the argument that markets exhibit time‐varying long-run interdependence." @default.
- W4285151505 created "2022-07-14" @default.
- W4285151505 creator A5030659923 @default.
- W4285151505 date "2022-01-01" @default.
- W4285151505 modified "2023-09-23" @default.
- W4285151505 title "COINTEGRATION OF EQUITY MARKETS IN THREE COUNTRY GROUPS OF OECD COUNTRIES" @default.
- W4285151505 doi "https://doi.org/10.15604/ejef.2022.10.01.002" @default.
- W4285151505 hasPublicationYear "2022" @default.
- W4285151505 type Work @default.
- W4285151505 citedByCount "0" @default.
- W4285151505 crossrefType "journal-article" @default.
- W4285151505 hasAuthorship W4285151505A5030659923 @default.
- W4285151505 hasBestOaLocation W42851515051 @default.
- W4285151505 hasConcept C10138342 @default.
- W4285151505 hasConcept C106159729 @default.
- W4285151505 hasConcept C129824826 @default.
- W4285151505 hasConcept C134024062 @default.
- W4285151505 hasConcept C145162277 @default.
- W4285151505 hasConcept C149782125 @default.
- W4285151505 hasConcept C162324750 @default.
- W4285151505 hasConcept C166957645 @default.
- W4285151505 hasConcept C17744445 @default.
- W4285151505 hasConcept C18547055 @default.
- W4285151505 hasConcept C186008389 @default.
- W4285151505 hasConcept C19244329 @default.
- W4285151505 hasConcept C199539241 @default.
- W4285151505 hasConcept C199728807 @default.
- W4285151505 hasConcept C204036174 @default.
- W4285151505 hasConcept C205649164 @default.
- W4285151505 hasConcept C2779343474 @default.
- W4285151505 hasConcept C2780299701 @default.
- W4285151505 hasConcept C2780615719 @default.
- W4285151505 hasConcept C556758197 @default.
- W4285151505 hasConceptScore W4285151505C10138342 @default.
- W4285151505 hasConceptScore W4285151505C106159729 @default.
- W4285151505 hasConceptScore W4285151505C129824826 @default.
- W4285151505 hasConceptScore W4285151505C134024062 @default.
- W4285151505 hasConceptScore W4285151505C145162277 @default.
- W4285151505 hasConceptScore W4285151505C149782125 @default.
- W4285151505 hasConceptScore W4285151505C162324750 @default.
- W4285151505 hasConceptScore W4285151505C166957645 @default.
- W4285151505 hasConceptScore W4285151505C17744445 @default.
- W4285151505 hasConceptScore W4285151505C18547055 @default.
- W4285151505 hasConceptScore W4285151505C186008389 @default.
- W4285151505 hasConceptScore W4285151505C19244329 @default.
- W4285151505 hasConceptScore W4285151505C199539241 @default.
- W4285151505 hasConceptScore W4285151505C199728807 @default.
- W4285151505 hasConceptScore W4285151505C204036174 @default.
- W4285151505 hasConceptScore W4285151505C205649164 @default.
- W4285151505 hasConceptScore W4285151505C2779343474 @default.
- W4285151505 hasConceptScore W4285151505C2780299701 @default.
- W4285151505 hasConceptScore W4285151505C2780615719 @default.
- W4285151505 hasConceptScore W4285151505C556758197 @default.
- W4285151505 hasIssue "1" @default.
- W4285151505 hasLocation W42851515051 @default.
- W4285151505 hasOpenAccess W4285151505 @default.
- W4285151505 hasPrimaryLocation W42851515051 @default.
- W4285151505 hasRelatedWork W1037089902 @default.
- W4285151505 hasRelatedWork W1591662241 @default.
- W4285151505 hasRelatedWork W2128757908 @default.
- W4285151505 hasRelatedWork W2320694355 @default.
- W4285151505 hasRelatedWork W2759231918 @default.
- W4285151505 hasRelatedWork W2768274795 @default.
- W4285151505 hasRelatedWork W2904200711 @default.
- W4285151505 hasRelatedWork W2951563151 @default.
- W4285151505 hasRelatedWork W3122047754 @default.
- W4285151505 hasRelatedWork W3125341916 @default.
- W4285151505 hasVolume "10" @default.
- W4285151505 isParatext "false" @default.
- W4285151505 isRetracted "false" @default.
- W4285151505 workType "article" @default.