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dc.contributor.authorSingh, Vikkram
dc.contributor.authorRoca, Eduardo
dc.contributor.authorLi, Bin
dc.date.accessioned2017-10-30T22:33:47Z
dc.date.available2017-10-30T22:33:47Z
dc.date.issued2018
dc.identifier.issn1350-4851
dc.identifier.doi10.1080/13504851.2017.1355534
dc.identifier.urihttp://hdl.handle.net/10072/350465
dc.description.abstractWe use a novel approach based on a combination of network and cointegration analysis to examine linkages between stock markets across market cycles. Our results show that long-run linkages are likely to be global rather than regional and that market turbulence increases linkages. However, we find no widespread common stochastic trends between markets and neither are we able to draw a conclusion that major financial markets display influences network linkages.
dc.description.peerreviewedYes
dc.languageEnglish
dc.language.isoeng
dc.publisherRoutledge
dc.relation.ispartofpagefrom1
dc.relation.ispartofpageto5
dc.relation.ispartofjournalApplied Economics Letters
dc.subject.fieldofresearchHealth services and systems
dc.subject.fieldofresearchPublic health
dc.subject.fieldofresearchApplied economics
dc.subject.fieldofresearchApplied economics not elsewhere classified
dc.subject.fieldofresearchcode4203
dc.subject.fieldofresearchcode4206
dc.subject.fieldofresearchcode3801
dc.subject.fieldofresearchcode380199
dc.titleCointegration networks in stock markets
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
dc.description.versionAccepted Manuscript (AM)
gro.facultyGriffith Business School, Department of Accounting, Finance and Economics
gro.description.notepublicThis publication has been entered into Griffith Research Online as an Advanced Online Version.
gro.rights.copyright© 2017 Taylor & Francis (Routledge). This is an Accepted Manuscript of an article published by Taylor & Francis in Applied Economics Letters on 19 Jul 2017, available online: http://www.tandfonline.com/10.1080/13504851.2017.1355534
gro.hasfulltextFull Text
gro.griffith.authorLi, Bin


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