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Original Articles

Short- and long-term links among European and US stock markets

Pages 1-9 | Published online: 07 Oct 2010

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Zhuo Qiao, Yuming Li & Wing-Keung Wong. (2011) Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach. Applied Financial Economics 21:24, pages 1831-1841.
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Sunil S. Poshakwale & Chandra Thapa. (2009) The impact of foreign equity investment flows on global linkages of the Asian emerging equity markets. Applied Financial Economics 19:22, pages 1787-1802.
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Ekaterini Panopoulou & Theologos Pantelidis. (2009) Integration at a cost: evidence from volatility impulse response functions. Applied Financial Economics 19:11, pages 917-933.
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Theodore Syriopoulos. (2004) International portfolio diversification to Central European stock markets. Applied Financial Economics 14:17, pages 1253-1268.
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Articles from other publishers (30)

Hakan Altin. (2022) An Analysis of Global Stock Markets With the Autoregressive Distributed Lag Method. International Journal of Risk and Contingency Management 11:1, pages 1-21.
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Ping Zhang, Lin Zhang, Zhenghui Meng & Tewei Wang. (2021) Dynamic Spillover Effects of Investor Sentiment and Return between China and the United States. Discrete Dynamics in Nature and Society 2021, pages 1-19.
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Luis Gil-Alana, Hector Carcel & Emmanuel Joel Aikins Abakah. (2018) On the linkages between Africa’s emerging equity markets and global markets: Evidence from fractional integration and cointegration. Review of Development Finance 8:2, pages 96-105.
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Jameel Ahmed, Sajid M. Chaudhry & Stefan Straetmans. (2018) Business and Financial Cycles in the Eurozone: Synchronization or Decoupling. The Manchester School 86:3, pages 358-389.
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Heni Boubaker & Syed Ali Raza. (2016) On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. Physica A: Statistical Mechanics and its Applications 459, pages 9-23.
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Guglielmo Maria Caporale, Luis A. Gil-Alana & James C. Orlando. (2016) Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach. International Journal of Finance & Economics 21:2, pages 143-153.
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A. Spiru & Z. Qin. 2016. Handbook of Frontier Markets. Handbook of Frontier Markets 123 162 .
Christian Dunis, Georgios Sermpinis & Maria Ferenia Karampelia. (2013) Stock market linkages among new EMU members and the euro area. Studies in Economics and Finance 30:4, pages 370-388.
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Silvo Dajčman. (2013) Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis. Prague Economic Papers 22:1, pages 28-49.
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Srinivasa Rao GangadharanC.A. Yoonus. (2012) Global Financial Crisis and Stock Market Integration: A Study on the Impact of Global Financial Crisis on the Level of Financial Integration between the US and Indian Stock Markets. Asia-Pacific Journal of Management Research and Innovation 8:2, pages 101-110.
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Theodore Syriopoulos. (2011) Financial integration and portfolio investments to emerging Balkan equity markets. Journal of Multinational Financial Management 21:1, pages 40-54.
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Saif Siddiqui. (2009) Stock Markets Integration: Examining Linkages between Selected World Markets. Vision: The Journal of Business Perspective 13:1, pages 19-30.
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Wagner Moura Lamounier & Else Monteiro Nogueira. (2007) Causalidade entre os retornos de mercados de capitais emergentes e desenvolvidos. Revista Contabilidade & Finanças 18:43, pages 34-48.
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Theodore Syriopoulos. (2007) Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. International Review of Financial Analysis 16:1, pages 41-60.
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Krishna M. Kasibhatla, David Stewart, Swapan Sen & John Malindretos. (2016) Are Daily Stock Price Indices in the Major European Equity Markets Cointegrated? Tests and Evidence. The American Economist 50:2, pages 47-57.
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Plamen Patev, Nigokhos Kanaryan & Katerina Lyroudi. (2006) Stock market crises and portfolio diversification in Central and Eastern Europe. Managerial Finance 32:5, pages 415-432.
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A. Mansur M. Masih & Trent Winduss. (2011) Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling. Review of Pacific Basin Financial Markets and Policies 09:01, pages 1-24.
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Luis Ferruz, Isabel Marco .Jose Luis Sarto .. (2005) Performance in the Management of Spanish and European Investment Funds. Journal of Applied Sciences 5:6, pages 988-998.
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Heung Wong, W. K. Li & Shiqing Ling. (2005) Joint modeling of cointegration and conditional heteroscedasticity with applications. Annals of the Institute of Statistical Mathematics 57:1, pages 83-103.
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Nikiforos T. Laopodis. (2005) Portfolio diversification benefits within Europe: Implications for a US investor. International Review of Financial Analysis 14:4, pages 455-476.
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Jian Yang, Insik Min & Qi Li. (2003) European Stock Market Integration: Does EMU Matter?. Journal of Business Finance <html_ent glyph="@amp;" ascii="&"/> Accounting 30:9-10, pages 1253-1276.
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Emmanuel Anoruo, Sanjay Ramchander & Harold Thiewes. (2003) Return dynamics across the Asian equity markets. Managerial Finance 29:4, pages 1-23.
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Tsangyao Chang & Chien-Chung Nieh. (2011) International Transmission of Stock Price Movements among Taiwan and Its Trading Partners: Hong Kong, Japan and the United States. Review of Pacific Basin Financial Markets and Policies 04:04, pages 379-401.
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Nicholas Sarantis. (2001) Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence. International Journal of Forecasting 17:3, pages 459-482.
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Peter R. Haiss & Dagmar Inzinger. (2006) Integration of European Stock Markets: A Review and Extension of Quantity-Based Measures. SSRN Electronic Journal.
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Joseph Friedman & Yochanan Shachmurove. (2005) European Stock Market Dynamics Before and After the Introduction of the Euro. SSRN Electronic Journal.
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Jian Yang, Insik Min & Qi Li. (2002) European Stock Market Integration: Does EMU Matter?. SSRN Electronic Journal.
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Plamen Georgiev Patev & Nigokhos Krikorov Kanaryan. (2003) Stock Market Crises and Portfolio Diversification in Central and Eastern Europe. SSRN Electronic Journal.
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Guglielmo Maria Caporale, Luis A. Gil-Alana & C. James Orlando. (2015) Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. SSRN Electronic Journal.
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