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Original Article

Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia

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Abu S Amin, Pawan Jain & Mahfuja Malik. (2020) Stock market reaction to credit rating changes: new evidence*. Asia-Pacific Journal of Accounting & Economics 27:6, pages 667-684.
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Oussama Tilfani, Paulo Ferreira & My Youssef El Boukfaoui. (2020) Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis. Post-Communist Economies 32:5, pages 643-674.
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Eero Pätäri, Sheraz Ahmed, Elena John & Ville Karell. (2019) The changing role of emerging and frontier markets in global portfolio diversification. Cogent Economics & Finance 7:1.
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Ali M. Kutan, Yaz Gülnür Muradoğlu & Zhong Yu. (2016) Worldwide impact of IMF policies during the Asian crisis: who does the IMF help, creditors or crisis countries?. Journal of Economic Policy Reform 19:2, pages 116-147.
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Sei-Wan Kim, Young-Min Kim & Moon-Jung Choi. (2015) Asia-Pacific Stock Market Integration: New Evidence by Incorporating Regime Changes. Emerging Markets Finance and Trade 51:sup4, pages S68-S88.
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Articles from other publishers (7)

Oussama Tilfani, Paulo Ferreira & My Youssef El Boukfaoui. (2019) Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. Empirical Economics 60:3, pages 1127-1156.
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Wahbeeah Mohti, Andreia Dionísio, Paulo Ferreira & Isabel Vieira. (2019) Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis. Economies 7:1, pages 15.
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Amanjot SinghManjit Singh. (2017) Co-movement among US, Frontier and BRIC Equity Markets after the Financial Crisis. Global Business Review 19:2, pages 311-327.
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Ali M. Kutan & Yaz G. Muradoğlu. (2016) Financial and real sector returns, IMF-related news, and the Asian crisis. Finance Research Letters 16, pages 28-37.
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G. Giorgioni & S.K. Kok. 2016. Handbook of Frontier Markets. Handbook of Frontier Markets 321 339 .
Mary Schmid Daugherty & Thadavillil Jithendranathan. (2015) A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy. Journal of Multinational Financial Management 32-33, pages 95-115.
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Lucjan T Orlowski & Anna Tsibulina. (2014) Integration of Central and Eastern European and the Euro-Area Financial Markets: Repercussions from the Global Financial Crisis. Comparative Economic Studies 56:3, pages 376-395.
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