Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Saban Nazlioglu, Ilhan Kucukkaplan, Emre Kilic, Mehmet Altuntas
| Year of publication: |
2022
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|---|---|
| Authors: | Nazlıoğlu, Şaban ; Kucukkaplan, Ilhan ; Kilic, Emre ; Altuntas, Mehmet |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 62.2022, p. 1-13
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| Subject: | Emerging markets | Financial integration | Non-normality | Nonlinearity | Real interest rate parity | Smooth breaks | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Marktintegration | Market integration | Zinsparität | Interest rate parity | Realzins | Real interest rate | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Kapitalmobilität | Capital mobility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101742 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248566