Characterizing World Market Integration through Time

By Francesca Carrieri, Vihang Errunza, Kedreth Hogan. 2007

505 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cb4192b24709c594724b88bd93eef4e18b491dae

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Citations in the corpus

Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005, methodology): “…unification and is consistent with the general evolution towards more integrated financial markets documented by Ayuso and Blanco (2001) and Carrieri et al. (2001).19 However, heterogeneity is evident between the euro zone and noneuro zone stock markets as there are important differences…”
Correlation Dynamics and International Diversification Benefits (2014, unknown): “See for instance DeSantis and Gerard (1997, 1998), and Carrieri, Errunza, and Hogan (2007) for examples.”
What Segments Equity Markets (2011, unknown): “…globalization (regulatory openness) is not a proxy for market integration and it is important to note that past literature, for example, Bekaert and Harvey (1995) and Carrieri, Errunza, and Hogan (2007), have reported reversals in the degree of market integration despite increasing globalization.”
Are the East Asian Markets Integrated: Evidence from the ICAPM (2003, unknown): “E-mail addresses: bruno.gerard@bi.no (B. Ǵerard), fcomkty@phoenix.acc.chula.ac.th (K. Thanyalakpark), jabatten@snu.ac.kr (J.A. Batten).”
Stock Market Integration and the Global Financial Crisis (2015, background): “…al., 2006; Carrieri et al., 2007; Chambet and Gibson, 2008; Pukthuanthong and Roll, 2009; Bekaert et al., 2011; Arouri et al., 2012), and although Carrieri et al. (2007) state that there is a broad understanding of the factors that drive market integration, systematic studies on the determinants…”
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs (2003, background): “…unknown parameters are: those of the dynamic single-index model ζ, ξ, D, χ, the initial value for the common cycle c0, the variances of the residual terms ε and η, the utility parameters β, ρ and γ (and the linearization constants δ, δi, which, however, are not in principle independent entities).”
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “The interactions between financial markets are typically discussed in the contexts of the geography of market integration (e.g. Erb et al.,1996; Kearney and Lucey, 2004; Carrieri et al., 2007; Hardouvelis et al., 2006; Kearney & Poti, 2006; Bekaert & Mehl, 2019), globalisation (e.”