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Original Articles

The comovements in international stock markets: new evidence from Latin American emerging countries

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Pages 1323-1328 | Published online: 04 Sep 2009

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Read on this site (9)

José Carlos Vides. (2022) Long memory linkages amongst Latin American stock markets. A fractional cointegration approach. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 51:1, pages 77-101.
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Ming-Che Wu, Yung-Shi Liau & Yung-Chang Wang. (2021) Are there contagion effects in the REIT market? The case of Brexit. Economic Research-Ekonomska Istraživanja 34:1, pages 410-426.
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Yu-Sheng Kao, Kai Zhao, Yu-Cheng Ku & Chien-Chung Nieh. (2019) The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010. Economic Research-Ekonomska Istraživanja 32:1, pages 2422-2454.
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Debojyoti Das, M. Kannadhasan, Aviral Kumar Tiwari & Khamis Hamed Al-Yahyaee. (2018) Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis. Applied Economics Letters 25:20, pages 1447-1453.
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Roberto J. Santillán-Salgado, Ricardo Massa Roldán & Montserrat Reyna Miranda. (2017) An Exploratory Study on Nonlinear Causality Among the MILA Markets. Emerging Markets Finance and Trade 53:10, pages 2303-2317.
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Xindan Li & Bing Zhang. (2013) Spillover and Cojumps Between the U.S. and Chinese Stock Markets. Emerging Markets Finance and Trade 49:sup2, pages 23-42.
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Articles from other publishers (26)

Puneet Vatsa, Hem Basnet & Frank Mixon. (2021) Stock market co-movement in Latin America and the US: evidence from a new approach. Journal of Financial Economic Policy 14:2, pages 162-171.
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Vítor Manuel de Sousa Gabriel, María Belén Lozano & Maria Fernanda Ludovina Inácio Matias. (2022) The Low‐carbon Equity Market: A New Alternative for Investment Diversification?. Global Policy 13:1, pages 34-47.
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Nasir Ahmad, Mobeen Ur Rehman, Xuan Vinh Vo & Sang Hoon Kang. (2022) Does inter-region portfolio diversification pay more than the international diversification?. The Quarterly Review of Economics and Finance 83, pages 26-35.
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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.
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Burak Pirgaip, Hasan Murat Ertuğrul & Talat Ulussever. (2021) Is portfolio diversification possible in integrated markets? Evidence from South Eastern Europe. Research in International Business and Finance 56, pages 101384.
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Guilherme Cardoso, Karem Ribeiro & Luciano Carvalho. (2020) Volatility and dependence structures of Latin American stock markets. Managerial Finance 47:4, pages 441-465.
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Chao Xu, Jinchuan Ke, Xiaojun Zhao & Xiaofang Zhao. (2020) Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. Sustainability 12:12, pages 4908.
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Ibrahim Yasar Gok, Serhat Duranay & Hande Uzunoglu Unlu. (2019) Co-movement dynamics of sustainability indices: investigating the diversification opportunities through FTSE4Good index family and Borsa Istanbul sustainability index. Social Responsibility Journal 16:8, pages 1475-1487.
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Rufei Ma, Chengtao Deng, Huan Cai & Pengxiang Zhai. (2019) Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. The North American Journal of Economics and Finance 50, pages 100980.
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Debojyoti Das & Kannadhasan Manoharan. (2019) Emerging stock market co-movements in South Asia: wavelet approach. International Journal of Managerial Finance 15:2, pages 236-256.
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Gürkan BOZMA & Selim BAŞAR. (2018) ANALYZING VOLATILITY TRANSMISSIONS BETWEEN STOCK MARKETS OF TURKEY, ROMANIA, POLAND, HUNGARY AND UKRAINE USING M-GARCH MODELTÜRKİYE, ROMANYA, POLONYA, MACARİSTAN VE UKRAYNA BORSALARI ARASINDAKİ OYNAKLIK GEÇİŞKENLİĞİNİN M-GARCH MODELİ İLE ANALİZİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 36:4, pages 1-15.
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Toan Luu Duc Huynh, Sang Phu Nguyen & Duy Duong. 2018. Econometrics for Financial Applications. Econometrics for Financial Applications 987 998 .
장한익. (2017) A Synchronization Analysis of Korea Government Bond Market on Foreign Government Bond Markets. KUKJE KYUNGJE YONGU 23:4, pages 63-102.
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Sercan Demiralay & Veysel Ulusoy. (2017) How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. The Manchester School 85:6, pages 765-794.
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Zhaoyuan Li & Maozai Tian. (2016) A New Method For Dynamic Stock Clustering Based On Spectral Analysis. Computational Economics 50:3, pages 373-392.
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Hardik A. Marfatia. (2017) A fresh look at integration of risks in the international stock markets: A wavelet approach. Review of Financial Economics 34, pages 33-49.
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Cuong Nguyen, M. Ishaq Bhatti & Darren Henry. (2017) Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. Physica A: Statistical Mechanics and its Applications 480, pages 10-21.
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Paschalis Arvanitidis, Christos Kollias & Petros Messis. (2017) Converging Allies?. Peace Economics, Peace Science and Public Policy 23:2.
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Bülent Güloğlu, Pınar Kaya & Resul Aydemir. (2016) Volatility transmission among Latin American stock markets under structural breaks. Physica A: Statistical Mechanics and its Applications 462, pages 330-340.
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Mobeen Rehman & Syed Shah. (2016) Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns1. International Journal of Financial Studies 4:2, pages 10.
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Mohamed El Hédi Arouri, Amine Lahiani & Duc Khuong Nguyen. (2015) Cross-market dynamics and optimal portfolio strategies in Latin American equity markets. European Business Review 27:2, pages 161-181.
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Virginie Coudert, Karine Hervé & Pierre Mabille. (2015) Internationalization Versus Regionalization in the Emerging Stock Markets. International Journal of Finance & Economics 20:1, pages 16-27.
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Jae-Kwang Hwang. (2014) Spillover Effects of the 2008 Financial Crisis in Latin America Stock Markets. International Advances in Economic Research 20:3, pages 311-324.
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Kent Wang, Li Miao & Jiawei Li. (2012) Two‐Factor Decomposition Analysis for Correlation between Mainland C hina and H ong K ong Stock Markets . International Review of Finance 13:1, pages 93-110.
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Rufei Ma, Chengtao Deng, Huan Cai & Pengxiang Zhai. (2018) Does Shanghai-Hong Kong Stock Connect Drive Market Comovement between Shanghai and Hong Kong: A New Evidence. SSRN Electronic Journal.
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Cuong Cao Nguyen & Ishaq Bhatti. (2015) Tail Contagion: Were Vietnam and China Stock Markets Out of the US Mortgage Crisis?. SSRN Electronic Journal.
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