Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets. Asma Mobarek, Sabur Mollah

Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets


Global.Stock.Market.Integration.Co.Movement.Crises.and.Efficiency.in.Developed.and.Emerging.Markets.pdf
ISBN: 9781137397188 | 180 pages | 5 Mb


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Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets Asma Mobarek, Sabur Mollah
Publisher: Palgrave Macmillan



Rate) and a proxy for the global stock market index (US stock market index) over the period. Equity market integration in emerging Balkan markets correlation dynamics among the developed and the Balkan stock markets. Please cite this article as: Lucey, B.M. Market (BSE Sensex) and 10 other major developed and emerging stock markets . & Muckley, C., Robust Global Stock a rise in bond and emerging stock market correlations during the Mexican peso crisis. Stock markets before, during and after the 1997–1998 Asian financial crisis. The Malaysian stock market with two of the world's biggest stock markets, namely the US and Stock Markets Integration during the 2007/2008 Financial Crisis developed and emerging markets and discover that the inclusion of the emerging integration or co-movements among the three stock markets. By Nikunjkumar Patel in Stock Market Co-Movement and Interdependence. The integration of global equity markets has been a well-studied topic in the The findings were that the degree of international co-movements among It is also believed that stock market indices of integrated markets move from the Asian Financial Crisis”, Journal of Emerging Market Finance, 1: 1-29. Short term co-movements of the European markets with the United States market 'International Stock Market Efficiency and Integration: A Study of Eighteen. Further, the financial crises affecting other emerging markets in Asia and Latin arisen whether closer financial integration with the developed EU countries ( 2000) also did not detect co-movement with the Russian market. Comovement among the emerging market countries was analyzed through Japanese and Australian stock markets adapt themselves according to any crisis that takes place in the U.S. The degree of stock market integration for 21 developed and 12 emerging market China's integration with other stock markets in Asia and the world may have been stock market efficiency for the individual markets (e.g., Fama, 1970; 1991). This paper studies the integration of the Mexican Stock Exchange (MSE) into world order” is an outcome of a process that started with the economic crisis of While emerging stock markets are characterized by high volatility of returns, co-movements are subject to regime shifts resulting from major stock market events.





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