Advanced search
Publication Cover
Economic Research-Ekonomska Istraživanja Volume 32, 2019 - Issue 1
Journal homepage
8,106
Views
49
CrossRef citations to date
0
Altmetric
Articles

Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets

Saqib GulzarCOMSATS Institute of Information Technology, Wah Cantt, Pakistan; Correspondence[email protected]
View further author information
,
Ghulam Mujtaba KayaniCOMSATS Institute of Information Technology, Islamabad, Pakistan; View further author information
,
Hui XiaofengSchool of Management Sciences, Harbin Institute of Technology, PR ChinaView further author information
,
Usman AyubCOMSATS Institute of Information Technology, Islamabad, Pakistan; View further author information
&
Amir RafiqueCOMSATS Institute of Information Technology, Islamabad, Pakistan; View further author information
Pages 187-218 | Received 10 Oct 2016, Accepted 11 May 2018, Published online: 22 Feb 2019

Citations (49)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (10)

Heitham Al-Hajieh. (2023) Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries. Cogent Economics & Finance 11:1.
Read now
Shubham Kakran, Arpit Sidhu, Parminder Kaur Bajaj & Vishal Dagar. (2023) Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach. Cogent Economics & Finance 11:2.
Read now
Xinhui Zhou, Yuzhe Li, Bing Chen & Huadong Jiang. (2023) Research on spillover effect of foreign market risk on Chinese capital market from perspective of full financial opening-up. Journal of Chinese Economic and Business Studies 21:4, pages 517-538.
Read now
Yong Li, Tong Niu & Xingyi Wang. (2023) Exploration of industrial risk contagion characteristics and mechanism under geopolitical events: evidence from China. Applied Economics 0:0, pages 1-18.
Read now
Jung-Bin Su. (2022) Structural change in the correlation, return and volatility spillovers: evidence from the oil, stock and exchange rate markets in the United States. Economic Research-Ekonomska Istraživanja 35:1, pages 6918-6944.
Read now
Cangshu Li. (2022) Quantitative measurement and analysis of FinTech risk in China. Economic Research-Ekonomska Istraživanja 35:1, pages 2596-2614.
Read now
Yuling Wang, Yunshuang Xiang, Xinyu Lei & Yucheng Zhou. (2022) Volatility analysis based on GARCH-type models: Evidence from the Chinese stock market. Economic Research-Ekonomska Istraživanja 35:1, pages 2530-2554.
Read now
Anjala Kalsie & Ashima Arora. (2022) Impact of U.S. financial crisis on BRICS: an empirical investigation of macroeconomic and financial indicators. Transnational Corporations Review 0:0, pages 1-14.
Read now
Yongmin Zhang & Yingxue Zhao. (2021) Dynamic behaviour of optimal portfolio with stochastic volatility. Economic Research-Ekonomska Istraživanja 34:1, pages 352-367.
Read now
Mihaela Onofrei, Dumitru Nicuşor Cărăuşu & Dan Lupu. (2019) The role of the macroeconomic environment in shaping capital market co-movement in C.E.E. countries. Economic Research-Ekonomska Istraživanja 32:1, pages 3813-3834.
Read now

Articles from other publishers (39)

Woraphon Yamaka. 2024. Optimal Transport Statistics for Economics and Related Topics. Optimal Transport Statistics for Economics and Related Topics 676 690 .
Xiaojun Gan & Pei Hu. (2023) Managerial ability and stock price synchronicity. Finance Research Letters 56, pages 104124.
Crossref
Hüseyin Temiz & Merve Acar. (2023) Board gender diversity and corporate social responsibility ( CSR ) disclosure in different disclosure environments . Corporate Social Responsibility and Environmental Management 30:5, pages 2247-2264.
Crossref
Nur Rizqi Febriandika, Fifi Hakimi, Maratul Awalliyah & Yayuli. (2023) Contagion and spillover effects of global financial markets on the Indonesian Sharia Stock Index post-COVID-19. Investment Management and Financial Innovations 20:3, pages 35-47.
Crossref
Dejan Živkov, Jasmina Đurašković & Sanja Ljubenović. (2023) Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries. Politická ekonomie 71:3, pages 319-341.
Crossref
Mark Pabatang Doblas & Maria Cecilia Lagaras. (2023) The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns. International Journal of Business Analytics 10:1, pages 1-20.
Crossref
Reetika Verma. (2023) Comovement of stock markets pre- and post-COVID-19 pandemic: a study of Asian markets. IIM Ranchi journal of management studies.
Crossref
Inzamam Ul Haq, Paulo Ferreira, Derick David Quintino, Nhan Huynh & Saowanee Samantreeporn. (2023) Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic. Economies 11:3, pages 76.
Crossref
Ghulam Mujtaba, Asima Siddique, Nader Naifar & Syed Jawad Hussain Shahzad. (2023) Hedge and safe haven role of commodities for the US and Chinese equity markets. International Journal of Finance & Economics.
Crossref
Qing Zhu, Jianhua Che, Yuze Li & Renxian Zuo. (2022) A new prediction NN framework design for individual stock based on the industry environment. Data Science and Management 5:4, pages 199-211.
Crossref
Dejan Živkov, Jasmina Đurašković & Marina Gajić‐Glamočlija. (2022) Multiscale downside risk interdependence between the major agricultural commodities. Agribusiness 38:4, pages 990-1011.
Crossref
Roni Bhowmik, Gouranga Chandra Debnath, Nitai Chandra Debnath & Shouyang Wang. (2022) Emerging stock market reactions to shocks during various crisis periods. PLOS ONE 17:9, pages e0272450.
Crossref
Aleksandra Matuszewska-Janica & Dorota Żebrowska-Suchodolska. (2022) Long-Term Relationships Between Mutual Funds and Equity Market. South East European Journal of Economics and Business 17:1, pages 141-153.
Crossref
Aditya Keshari & Amit Gautam. (2022) Empirical Testing of Co-integration of International Financial Markets with Reference to India, the USA, Japan, and Hong Kong. Jindal Journal of Business Research 11:1, pages 34-43.
Crossref
Syed Kumail Abbas Rizvi, Bushra Naqvi & Nawazish Mirza. (2021) Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. Annals of Operations Research 313:1, pages 495-524.
Crossref
Mukhriz Izraf Azman Aziz, Norzalina Ahmad, Jin Zichu & Safwan Mohd Nor. (2022) The Impact of COVID-19 on the Connectedness of Stock Index in ASEAN+3 Economies. Mathematics 10:9, pages 1417.
Crossref
Ghulam Ghouse, Muhammad Ishaq Bhatti & Muhammad Hassam Shahid. (2022) Impact of COVID-19, Political, and Financial Events on the Performance of Commercial Banking Sector. Journal of Risk and Financial Management 15:4, pages 186.
Crossref
Gagan Deep Sharma, Tapan Sarker, Amar Rao, Gaurav Talan & Mansi Jain. (2022) Revisiting conventional and green finance spillover in post-COVID world: Evidence from robust econometric models. Global Finance Journal 51, pages 100691.
Crossref
Muhammad Owais Qarni & Saiqb Gulzar. (2021) Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets. Financial Innovation 7:1.
Crossref
Inna Shkolnyk, Serhiy Frolov, Volodymyr Orlov, Viktoriia Dziuba & Yevgen Balatskyi. (2021) Influence of world stock markets on the development of the stock market in Ukraine. Investment Management and Financial Innovations 18:4, pages 223-240.
Crossref
Mustapher Faque & Umit Hacioglu. (2021) Investigating the impact of Covid-19 pandemic on stock markets. International Journal of Research in Business and Social Science (2147- 4478) 10:7, pages 199-219.
Crossref
Yang Liu, Xueqing Yang & Mei Wang. (2021) Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence. Energies 14:21, pages 7286.
Crossref
Elif Hilal NAZLIOĞLU & Dündar KÖK. (2021) Contagion in Turkish Stock Market: Evidences from Developed and Emerging Markets. Ege Akademik Bakis (Ege Academic Review), pages 407-425.
Crossref
Kaouther Chebbi, Mohammed Abdullah Ammer & Affan Hameed. (2021) The COVID-19 pandemic and stock liquidity: Evidence from S&P 500. The Quarterly Review of Economics and Finance 81, pages 134-142.
Crossref
Yi Zhong & Jiapeng Liu. (2021) Correlations and volatility spillovers between China and Southeast Asian stock markets. The Quarterly Review of Economics and Finance 81, pages 57-69.
Crossref
Airil Khalid & Zamri Ahmad. (2021) Stock–bond co-movement in ASEAN-5: the role of financial integration and financial development. International Journal of Emerging Markets.
Crossref
Khansa Pervaiz, Zuzana Virglerová, Muhammad Asif Khan, Usman Akbar & József Popp. (2021) Sovereign Credit Ratings and Asian Financial Markets. E+M Ekonomie a Management 24:1, pages 165-181.
Crossref
Faheem Aslam, Paulo Ferreira, Khurrum Shahzad Mughal & Beenish Bashir. (2021) Intraday Volatility Spillovers among European Financial Markets during COVID-19. International Journal of Financial Studies 9:1, pages 5.
Crossref
Francisco Jareño, Ana Escribano & Monika W. Koczar. (2020) Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case. Mathematics 9:1, pages 6.
Crossref
Parul Bhatia & Priya Gupta. (2020) Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices. FIIB Business Review 9:4, pages 286-299.
Crossref
SAIRA YAMIN & SAQIB GULZAR. (2020) MULTIPLES AND STOCK PRICE, NEW APPROACH FOR RELATIVE VALUATION THROUGH NEURAL NETWORK. The Singapore Economic Review, pages 1-19.
Crossref
Nan Xu & Songsong Li. (2020) Segment Stock Market, Foreign Investors, and Cross-Correlation: Evidence from MF-DCCA and Spillover Index. Complexity 2020, pages 1-15.
Crossref
Muhammad Owais Qarni & Saqib Gulzar. (2019) Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC. Empirica 47:3, pages 543-577.
Crossref
Imran Yousaf, Shoaib Ali & Wing-Keung Wong. (2020) Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. Journal of Risk and Financial Management 13:7, pages 148.
Crossref
Umm E. Habiba, Shen Peilong, Wenlong Zhang & Kashif Hamid. (2020) International stock markets Integration and dynamics of volatility spillover between the USA and South Asian markets: evidence from Global financial crisis. Journal of Asia Business Studies 14:5, pages 779-794.
Crossref
Shuping Li, Xinghua Liu & Chongren Wang. (2020) The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China. Sustainability 12:6, pages 2365.
Crossref
Woraphon Yamaka & Paravee Maneejuk. (2020) Analyzing the Causality and Dependence between Gold Shocks and Asian Emerging Stock Markets: A Smooth Transition Copula Approach. Mathematics 8:1, pages 120.
Crossref
Xu, Haris & Yao. (2019) Should Listed Banks Be Concerned with Intellectual Capital in Emerging Asian Markets? A Comparison between China and Pakistan. Sustainability 11:23, pages 6582.
Crossref
Muhammad Owais Qarni, Saqib Gulzar, Syeda Tamkeen Fatima, Majid Jamal Khan & Khurram Shafi. (2019) INTER-MARKETS VOLATILITY SPILLOVER IN U.S. BITCOIN AND FINANCIAL MARKETS. Journal of Business Economics and Management 20:4, pages 694-714.
Crossref

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.