Stock Market Linkages in Emerging Markets: Implications for International Portfolio Diversification

By K. Phylaktis, Fabiola Ravazzolo. 2005

262 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1202833af79c986f5fe4c1f78cd04ef12379711c

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Citations in the corpus

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).”
International portfolio diversification to Central European stock markets (2004, background): “…1995; Corhay et al., 1995; Arshanapalli and Doukas, 1996; Chaudhuri, 1996; PalacMcMiken, 1997; Janakiramanan and Lamba, 1998; Roca et al., 1998; Phylaktis and Ravazzolo, 2001; Fan, 2001; Dekker et al., 2001; Chen et al., 2002; Manning, 2002; Sharma and Wongbangpo, 2002; Yang et al., 2003;…”
Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? (2013, background): “…at the time when the economy is completely in the grip of downturn caused by the rapid transmission of shocks originating from neighboring or far distant country (see Aloui et al., 2011; Cappiello et al., 2006; Kim et al., 2005; Marçal et al., 2011; Phylaktis and Ravazzolo, 2005; Samarakoon, 2011).”
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆ (2011, background): “Therefore, the existence of contagion must involve a dynamic increase in correlation in the aftermath of a crisis event. to the linkages between the emerging and developed stock markets (Bekaert and Harvey, 2000; Chen et al., 2002; Yang, 2005; Chiang et al., 2007; Phylaktis and Ravazzolo, 2005).”
Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009, unknown): “…, Diakoula - kis , & Emiris , 2001 ; Kuo & Cohen , 1998 ; Leung , Daouk , & Chen , 2000 ; Lendasse , De Bodt , Wertz , & Verleysen , 2000 ; Phylaktis & Ravazzolo , 2004 ; Ucenic & Atsalakis , 2005a ; Walezak , 1999 ; Wang & Chan , 2007 ; Wong , 1991 ; Wu , Fung , & Flitman , 2001 ; Yi -…”