Stock market linkages: Evidence from Latin America

By Gong-meng Chen, Michael Firth, Oliver M. Rui. 2002

456 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/44ae8fbd3491d76797ea93810540bfa3d047dfe4

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Citations in the corpus

Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005, methodology): “6 See Chen et al. (2000) for other empirical studies using the cointegration technique.”
Government Quality Determinants of Stock Market Performance in African Countries (2011, unknown): “Developed markets grant investors the opportunity to efficiently allocate capital(Chen et al.,2002; Asongu, 2012bcd).”
On measuring synchronization of bulls and bears: The case of East Asia (2008, background): “Representative articles of the cointegrated VAR literature are Click and Plummer (2005); Chen et al. (2002) ; Ghosh et al. (1999); Kasa (1992); Jeon and Chiang (1991).”
The Emerging Market Crisis and Stock Market Linkages: Further Evidence (2006, unknown): “Regarding the impact of the 1997–1998 global emerging market crisis on emerging stock market integration, the finding of strengthened stock market linkages (both in the long run and the short run) after the crisis in this study stands in sharp contrast to the previous studies where regional stock ma”
Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis (2010, background): “Chen et al. (2002) document the dynamic interdependence of the major stock markets in Latin America.”
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).”
Stock market cycles, financial liberalization and volatility (2003, unknown): “…emerging markets, including Latin America, are Karolyi and Stulz (1996); Janakiramanan and Lamba (1998); Edwards (2000); Eichengreen and Mody (2000), Bekaert et al. (2002a), Bekaert et al. (2002b), Chakrabarti and Roll (2002); Chen et al. (2002); Forbes and Rigobon (2002) and Bekaert et al. (2003).”
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets (2010, background): “Among these studies, Chen et al. (2002) investigated the interdependence among six Latin American stock markets during the period 1995-2000.”
Equity Market Integration in Emerging Balkan Markets (2011, background): “1 See, for example, Francis and Leachman (1998), Phylaktis (1999), Manning (2002), Chen et al. (2002), Chaudhuri and Wu (2003), Voronkova (2004), Syriopoulos (2006), and Samitas and Kenourgios (2007).”
International portfolio diversification to Central European stock markets (2004, background): “…market deregulation and liberalization, multinational corporate activity, interest rate movements and international capital flows, financial crises and contagion effects (e.g. Jeon and Chiang, 1991; Chan et al., 1997; Gelos and Sahay, 2000; Chen et al., 2002; Ratanapakorn and Sharma, 2002).”
Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes (2004, background): “…between the developed European and U.S. markets, Arshanapalli and Doukas (1996), Manning (2002), and Phylaktis (1999) have done similarly for the Asian markets, while Arbeláez, Urrutia, and Abbas (2001), Chen, Firth, and Rui (2002), and Choudhry (1997) have examined the Latin American markets.”