We survey the literature on international equity market integration. In doing so, we examine
the theory of integration, the burgeoning literature on empirical evidence, and the …

This paper explored the new features of emerging stock markets, in order to point out the
most associated indicators of increasing stock return volatility, which may lead to instability …

Purpose–The paper aims to investigate the relationship between stock prices and exchange
rate movement in seven African countries. Design/methodology/approach–It uses vector …

This paper presents an analysis of EU peripheral (so-called PIIGS) stock market indices and
the S&P Europe 350 index (SPEURO), as a European benchmark market, over the pre-crisis …

This paper analyzes empirically the relationship between stock prices and exchange rates
by using high-frequency data of exchange rates and aggregate stock indices of Turkey. With …

With globalization, an understanding of country risk (political risk (PR), financial risk (FR),
and economic risk (ER)) and its impact on stock market return volatility and predictability is …

This paper examines the relationships between Russian and other equity markets over the
period of 1995–2004. To account for potential instability in the market relationships we apply …

We study the daily volatility of the exchange rate between the US Dollar and 43 other
currencies in 1990-2001. In the panel we find positive correlations between exchange rate …

This paper extends the literature on low-frequency analysis of the causes and transmission
of stock market volatility. It uses end-monthly data on stock market returns, interest rates …

By using stock daily data for Thailand and the four Asian Tigers, this paper provides clear
evidence that currency depreciation affects adversely stock returns and/or increases market …