This paper aims to investigate does foreign trade matter for the stock markets integration by segmenting Australian trade partners into three groups based on bilateral trade relations. We further explore time-varying correlations of pairwise stock market returns by employing asymmetric...

Australian stock market has lower market capitalization compared to that of many other OECD countries and Australian investors can reduce their overall portfolio risk by diversifying into equities from other markets. Choosing stock markets with low correlations with the domestic market can...

This study aims to test the influence of the introduction of derivative contracts on the volatility of the underlying asset. This study uses the introduction of single stock futures (SSF) listed on the National Stock Exchange of India to test the influence on the volatility of the underlying...

This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these markets while the Gregory-Hansen...