Economic integration and stock market comovement in the Americas
By Robert R. Johnson, L. Soenen. 2003
137 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/19602aed1759b86fe8c75826de75c3a186880064
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Riadh Aloui
- Duc Khuong Nguyen
- W. Hess
- Lu Liu
- Kevin Sylwester
- Abdelmounaim Lahrech
- Mohamed Safouane Ben Aïssa
- Hossein Asgharian
In Finance
- Riadh Aloui
- Duc Khuong Nguyen
- W. Hess
- Lu Liu
- Kevin Sylwester
- Abdelmounaim Lahrech
- Mohamed Safouane Ben Aïssa
- Hossein Asgharian
Citations in the corpus
- Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure? (2011, background): “A number of studies have been devoted to the analysis of comovements in evolving stock markets in emerging countries (see, e.g., Gallo and Otranto, 2005 for Asian emerging markets; Johnson and Soenen, 2003 and Fujii, 2005 for Latin American emerging markets).”
- U.S. and Latin American Stock Market Linkages (2011, background): “For example, Johnson and Soenen (2003) find a high percentage of contemporaneous association between the Latin American equity market † CRS Report for Congress May 11, 2004 and the US market.”
- A spatial analysis of international stock market linkages (2013, background): “Johnson and Soenen (2002, 2003) and Hardouvelis et al. (2006) find negative impacts of inflation differentials on stock market integration among Asian countries and EMU countries, respectively.”