Financial integration in emerging economies : an application of threshold cointegration
Sajid Ali, Mobeen Ur Rehman, Syed Jawad Hussain Shahzad, Naveed Raza and Xuan Vinh Vo
| Year of publication: |
2021
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|---|---|
| Authors: | Ali, Sajid ; Ur Rehman, Mobeen ; Shahzad, Syed Jawad Hussain ; Raza, Naveed ; Vo Xuan Vinh |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 4, p. 213-228
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| Subject: | stock markets | asymmetric cointegration | asymmetric error correction model (AECM) | BRICS | Kointegration | Cointegration | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Marktintegration | Market integration | Finanzmarkt | Financial market | Schätzung | Estimation | BRICS-Staaten | BRICS countries |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012657687