Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?

By Theodore Syriopoulos. 2007

225 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/03c04e999a05a45fe8fdfd4c2be6e18c17d8d76e

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Citations in the corpus

Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis (2015, background): “In this case, global investorswouldhave to adjust their asset allocationdecisions in order to mitigate contagion risks (Aloui, Aissa, & Nguyen, 2011; Celik, 2012; Kenourgios, Samitas, & Paltalidis, 2011; Syriopoulos, 2006, 2007, 2011, 2013; Syriopoulos & Roumpis, 2009).”
Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2016, background): “Therefore, the primary contribution of our research to the literature is the investigation of volatility spillovers in the sample which is not restricted only to developed markets (see, e.g., Beirne & Fratzscher, 2013; Beirne et al, 2013; Cho, Hyde & Nguyen, 2014; Diebold & Yilmaz, 2009, 2012; Singh”
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆ (2011, background): “In a similar vein, Syriopoulos (2004, 2007) documented the existence of a long-run relationship between the US, the German and four CEE stock markets (Hungary, Poland, Czech Republic and Slovakia), using Johansen‟s cointegration methodology over the period between 1997 and 2003, while he insists…”
Stock market integration of emerging Asian economies: Patterns and causes (2014, unknown): “…recent studies on market integration suggest that national stock markets have become much more correlated than in recent decades (see Arouri et al., 2012; Assidenou, 2011; Bartram and Bodnar, 2009; Chakrabarti, 2011; Dooley and Hutchinson, 2009; Pesaran and Pesaran, 2010; Syriopoulos, 2007).”
Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure? (2011, background): “…greatly stimulated by the globalization of capital markets around the world (see, e.g., Eun and Shim, 1989; Hamao et al., 1990; Karolyi, 1995; Forbes and Rigobon, 2002; Phylaktis and Ravazzolo, 2005; Syriopoulos, 2007; Gilmore et al., 2008; Morana and Beltratti, 2008; Kizys and Pierdzioch, 2009).”
Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011, background): “This issue has been extensively investigated in the context of international asset markets (e.g., Forbes and Rigobon, 2002; Syriopoulos, 2007 for stock markets; Barassi et al., 2005; Wang et al., 2007 for monetary markets; and Skintzi and Refenes, 2006; Johansson, 2008 for bond markets).”