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  • Search: person:"Sriananthakumar, S."
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Subject
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DCC-GARCH model 2 EGARCH 2 Exchange rate risk 2 GFC 2 Price differentials 2 Stock market integration 2 Trade linkages 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Asia 1 Asien 1 Emerging economies 1 Estimation 1 Market integration 1 Marktintegration 1 Preiskonvergenz 1 Price convergence 1 Schwellenländer 1 Schätzung 1 Stock market 1 Währungsrisiko 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Sriananthakumar, S. 2 Islam, S. Z. 1 Islam, S.Z. 1 Narayan, S. 1 Narayan, Seema 1
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Economic Modelling 1 Economic modelling 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Stock market integration of emerging Asian economies : patterns and causes
Narayan, Seema; Sriananthakumar, S.; Islam, S. Z. - In: Economic modelling 39 (2014), pp. 19-31
Persistent link: https://www.econbiz.de/10010419505
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Cover Image
Stock market integration of emerging Asian economies: Patterns and causes
Narayan, S.; Sriananthakumar, S.; Islam, S.Z. - In: Economic Modelling 39 (2014) C, pp. 19-31
In this study, we examine the patterns and causes of stock market integration of selected emerging Asian nations against the US, Australia, China, and India for the period 1 January 2001 to 31 March 2012. We compare patterns of market integration for countries on a daily, weekly, or monthly...
Persistent link: https://www.econbiz.de/10010781965
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