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Applied Economics Volume 14, 1982 - Issue 4
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Original Articles

A principal components analysis of international financial integration under fixed and floating exchange rate regimes

Joseph G. Nellis Midland Bank Research Fellow, Loughborough University, Loughborough, Leics, LE11 3TU, UK
Pages 339-354 | Published online: 24 May 2006

Citations (25)

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Rakesh Padhan & K. P. Prabheesh. (2022) A Survey of Literature on Measurement of Financial Integration: Need, Challenges, and Classification. Emerging Markets Finance and Trade 58:3, pages 790-811.
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M. J. Aziakpono, S. Kleimeier & H. Sander. (2012) Banking market integration in the SADC countries: evidence from interest rate analyses. Applied Economics 44:29, pages 3857-3876.
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Y.-P. Hu, L. Lin & J.-W. Kao. (2008) Time-varying inter-market linkage of international stock markets. Applied Economics 40:19, pages 2501-2507.
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MarkJ. Holmes. (2000) The Velocity of Circulation: Some new evidence on international integration. International Review of Applied Economics 14:4, pages 449-459.
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Eric J. Pentecost & Mark J. Holmes. (1995) Changes in the extent of financial integration within the European Community between the 1970s and 1980s. Applied Economics Letters 2:6, pages 184-187.
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Mark J. Holmes & Eric J. Pentecost. (1992) Changes In The Extent Of Finacial Interdependence Between The G7 Countries In The 1970s and 1980s. International Economic Journal 6:4, pages 95-105.
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Articles from other publishers (19)

Elżbieta Majewska. 2019. Effective Investments on Capital Markets. Effective Investments on Capital Markets 17 32 .
Elzbieta Majewska & Joanna Olbrys. 2018. Advances in Panel Data Analysis in Applied Economic Research. Advances in Panel Data Analysis in Applied Economic Research 129 142 .
Elzbieta Majewska & Pawel Jamroz. 2018. Advances in Time Series Data Methods in Applied Economic Research. Advances in Time Series Data Methods in Applied Economic Research 235 249 .
Elżbieta Majewska & Joanna Olbryś. (2017) The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach. Comparative Economic Research. Central and Eastern Europe 20:4, pages 45-63.
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Jun Nagayasu. (2017) Global and country-specific movements in real effective exchange rates: Implications for external competitiveness. Journal of International Money and Finance 76, pages 88-105.
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M. Billio, M. Donadelli, A. Paradiso & M. Riedel. (2017) Which market integration measure?. Journal of Banking & Finance 76, pages 150-174.
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V. Volosovych. (2012) Learning about Financial Market Integration from Principal Components Analysis. CESifo Economic Studies 59:2, pages 360-391.
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Vadym Volosovych. (2011) Measuring financial market integration over the long run: Is there a U-shape?. Journal of International Money and Finance 30:7, pages 1535-1561.
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Mark J. Holmes. (2005) Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union. Economic Notes 34:3, pages 407-427.
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Mark J. Holmes. (2002) Exchange rate regimes and economic convergence in the European Union. Journal of Economic Studies 29:1, pages 6-20.
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Mark J. Holmes. (2001) Some new evidence on exchange rates, capital controls and European Union financial integration. International Review of Economics & Finance 10:2, pages 135-146.
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Yishay Yafeh, Paolo Mauro & Nathan Sussman. (2000) Emerging Market Spreads: Then Versus Now. IMF Working Papers 00:190, pages 1.
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Raphael N. Markellos & Costas Siriopoulos. (1997) Diversification benefits in the smaller European stock markets. International Advances in Economic Research 3:2, pages 142-153.
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MARK J. HOLMES & ERIC J. PENTECOST. (1992) CHANGES IN THE EXTENT OF FINANCIAL INTERDEPENDENCE BETWEEN THE G7 COUNTRIES IN THE 1970s AND 1980s. International Economic Journal 6:4, pages 95-105.
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Giulio Cifarelli & Giovanna Paladino. (2002) An Empirical Analysis of the Co-Movement Among Spreads on Emerging-Market Debt. SSRN Electronic Journal.
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Monica Billio. (2016) Which Market Integration Measure?. SSRN Electronic Journal.
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Monica Billio, Antonio Paradiso, Michael Donadelli & Max Riedel. (2015) Measuring Financial Integration: Lessons from the Correlation. SSRN Electronic Journal.
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Yishay Yafeh, Nathan Sussman & Paolo Mauro. (2001) Emerging Market Spreads: Then Versus Now. SSRN Electronic Journal.
Crossref
Vadym Volosovych. (2011) Measuring Financial Market Integration Over the Long Run: Is There a U-Shape?. SSRN Electronic Journal.
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