Equity Market Integration in the NAFTA Region: Evidence from Unit Root and Cointegration Tests

By Raj Aggarwal, N. Kyaw. 2005

134 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7c3b5698b5858482dbf64a5b2d13eed29e6eabfe

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

1. Mei-Ping Chen
2. Chien‐Chiang Lee
3. Yu-Hui Lin
4. Wen-Yi Chen
5. Muhammad Shahbaz
6. James E. Payne
7. Russell Smyth *
8. V. Costantini

In Finance

1. Mei-Ping Chen
2. Chien‐Chiang Lee
3. Yu-Hui Lin
4. Wen-Yi Chen

Citations in the corpus

• Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? Evidence from smooth time-varying cointegration analysis (2018, methodology): “…research on financial market integration uses a range of different methodologies, such as cointegration and vector error correction models (e.g., Aggarwal & Kyaw, 2005; Bentes, 2015; Kleimeier & Sander, 2000), general regression methods (De Nicolò & Juvenal, 2014; Morelli, 2010), copula (Kumar…”