High returns in emerging markets over the last decade have attracted international investors.
This study investigates if and how economic or political news affects stock market activity in …

This paper examines the long-term financial integration of second-round acceding and
candidate countries' with the European Union and the US stock markets during the …

This paper aims to examine the impact of Covid-19 pandemic on stock markets. This paper
also analyses the stock market cointegration of selected global equity indices that performed …

Stock markets in Central and Eastern European (CEE) countries significantly collapsed
during the financial crisis of 2008. We studied whether the collapse of stock markets in CEE …

We used the quantile vector autoregressive (QVAR) dynamic connectedness framework to
examine whether leading stock markets in America and Europe would have any impact on …

It is generally argued that with lifting of barriers to the flow of capital across countries by
respective governments, the capital markets have come closer and are now more integrated …

This paper investigates the long-term financial integration and bivariate extreme
dependence between Bovespa and the Istanbul Stock Exchange. While a static …

We examine the causal relationships and extreme return co-movements between the
Russian stock market and adjacent Eastern European (EE) stock markets before and after …

This paper investigates the long term financial integration of Bovespa and Istanbul Stock
Exchanges. In the research, Engle-Granger (1987) causality and Johansen (1991) …

This paper examines inter-linkages among South East Asian (SEA), Tokyo (TK) and New
York (NY) stock market returns before and after the Asian currency crisis using simple …