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Journal articles on the topic 'Interdependence between markets'

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Published: 4 June 2025

Last updated: 1 August 2025

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1

Dengjun, Zhang. "Interdependence between Nordic stock markets and financial cooperation." Review of Accounting and Finance 14, no. 2 (2015): 172–88. http://dx.doi.org/10.1108/raf-03-2013-0036.

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Purpose – This study aims to link the financial cooperation in the Nordic region and the interdependence between the stock markets in this area. The main emphasis is placed on the evolution of this interdependence as the financial integration was proceeding. Design/methodology/approach – Johansen’s cointegration technique and the exponential generalized autoregressive conditionally heteroskedastic model are applied to test the long-run and short-run interdependences, respectively, among Nordic stock markets. In particular, the recursive estimation approach is used to reveal the evolution of th

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Ilyas, Raja Muhammad Ahsan, Sehrish Kayani, and Akhlaq Fazil. "Volatility between Conventional and Islamic Stock Market." Journal of Accounting and Finance in Emerging Economies 8, no. 2 (2022): 387–98. http://dx.doi.org/10.26710/jafee.v8i2.2359.

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Purpose: This study investigates the degree and extent of volatility interdependence between the Islamic and conventional stock markets represented by using the Dow Jones indices for the period spanning from Dec 1, 2008, to Dec 31, 2016. Over the last two decades, the stock market has developed rapidly as a new investment instrument and these investments haven't solely extended within the money market and conventional market but also in the developing Islamic markets. Design/Methodology/Approach: GARCH(1,1) conditional volatility series are generated and then further used the Quant

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Collins, Alan R., and Frederick H. Obermiller. "Interdependence between Public and Private Forage Markets." Journal of Range Management 45, no. 2 (1992): 183. http://dx.doi.org/10.2307/4002781.

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Kuzman, Boris. "Revealing Multiscale Interdependence between Ethanol and Corn." Economic Insights – Trends and Challenges 2023, no. 4 (2023): 107–14. http://dx.doi.org/10.51865/eitc.2023.04.09.

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One of the key issues nowadays is global warming, while biofuels have been seen as potential solution for this problem. In the recent years, corn is used as a rimary raw material for ethanol production, which means that these two commodities could be highly interconnected. In this regard, this paper investigates time and frequency interdependence between corn and ethanol markets, using the wavelet coherence methodology. As a preliminary result, wavelet power spectrum reveals that increased volatility in the corn and ethanol markets is present up to 16 days and around the two major crisis. The

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De Oliveira Neto, Odilon José, Reginaldo Santana Figueiredo, and Alcido Elenor Wander. "PRICE INTERDEPENDENCE IN THE INTERNATIONAL AND BRAZILIAN BEEF CATTLE MARKET." Revista Econômica do Nordeste 53, no. 2 (2022): 73–89. http://dx.doi.org/10.61673/ren.2022.1202.

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The objective of this study is to verify the interdependence and asymmetry in price transmission between the main Brazilian and international slaughter beef cattle markets. We used for causality and cointegration tests, and the application of the multiple regression model to analyse the asymmetry in price transmission between the main Brazilian and international markets. The results showed that there is an interdependent relationship between the prices of live cattle in the Brazilian market and the prices of beef cattle in international markets. However, the direction of transmission between t

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De Oliveira Neto, Odilon José, Josilene da Silva Barbosa, and Simone Oliveira Rezende. "Don’t mess with my mom, or else! A regional representation of price transmission from finished cattle prices to calf prices." OBSERVATÓRIO DE LA ECONOMÍA LATINOAMERICANA 22, no. 2 (2024): e3308. http://dx.doi.org/10.55905/oelv22n2-143.

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This study aims to assess both price transmission and interdependence between finished cattle arroba prices and calf prices in major Brazilian beef cattle markets. It used causality tests and regression models based on Houck to analyze interdependence and the price transmission from finished cattle arroba to calf prices from 2014 to 2022. Findings pointed to interdependent relationship between finished cattle arroba prices and calf prices. They also showed that price transmission from finished cattle arroba prices to calf prices was symmetric for current transmission and asymmetric for forecas

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Lim, Lee K. "Convergence and interdependence between ASEAN-5 stock markets." Mathematics and Computers in Simulation 79, no. 9 (2009): 2957–66. http://dx.doi.org/10.1016/j.matcom.2008.12.004.

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Fazio, Giorgio. "Extreme interdependence and extreme contagion between emerging markets." Journal of International Money and Finance 26, no. 8 (2007): 1261–91. http://dx.doi.org/10.1016/j.jimonfin.2007.06.006.

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9

Alqaralleh, Huthaifa, and Alessandra Canepa. "Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach." Journal of Risk and Financial Management 14, no. 7 (2021): 329. http://dx.doi.org/10.3390/jrfm14070329.

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In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure contagion, and associate changes in the correlation between stock market returns at higher frequencies with contagion, whereas changes at lower frequencies are associated with interdependence that relates to spillovers of shocks resulting from the normal interdependence between markets. An empirical analysis undertaken on six major stock markets reveals evidence o

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10

Enow, Samuel Tabot. "Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market." International Journal of Business Ecosystem & Strategy (2687-2293) 7, no. 2 (2025): 270–75. https://doi.org/10.36096/ijbes.v7i2.788.

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Financial markets are a system of complex price dynamics that are often influenced by various nonlinear factors. Traditional linear models often do not capture the inherent nonlinearities that exist between them. The aim of this study was to examine the interconnectedness of global financial markets using a multivariate Granger causality framework, focusing the United States, Europe, Asia, and emerging markets. Daily closing share prices spanning 13 years were utilised (January 2010 to December 2023) to analyze the shock transmission dynamics. The findings revealed unidirectional causality fro

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Moolman, Elna, and Suzanne McCoskey. "On the long-run interdependence of stock markets: A tale of correlations, autoregressions and decompositions." South African Journal of Economic and Management Sciences 5, no. 3 (2002): 526–48. http://dx.doi.org/10.4102/sajems.v5i3.2740.

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It seems as if national stock markets within certain groups of countries, for example within Europe and Asia, are interdependent. But to what extent are stock markets between these groups interdependent? Is it still possible to diversify among these groups, or have globalization tied world markets together to such an extent that diversification is no longer feasible? In this study we use time series techniques to analyze the interdependence among four of the most important groups of economies, namely Europe, Latin America, Asia and the US. This will show whether it is still possible to diversi

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Hồng Hạnh Thị Huỳnh, Hồng Hạnh Thị Huỳnh, Hoàng Long Phan Hoàng Long Phan, Syed Z. Ali Syed Z. Ali, and Ratna Derina Ratna Derina. "Interdependence or Contagion? Examining the Correlation between Australia and New Zealand Equity Markets." GLOBAL BUSINESS FINANCE REVIEW 30, no. 5 (2025): 90–99. https://doi.org/10.17549/gbfr.2025.30.5.90.

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Alexandre, Paulo, Rui Dias, and Paula Heliodoro. "EUROPEAN FINANCIAL MARKET INTEGRATION: A CLOSER LOOK AT GOVERNMENT BONDS IN EUROZONE COUNTRIES." Balkans Journal of Emerging Trends in Social Sciences 3, no. 1 (2020): 78–86. http://dx.doi.org/10.31410/balkans.jetss.2020.3.1.78-86.

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This research aims to test the interdependencies between the Eurozone, US and Japanese debt markets, through the yields of 10-year sovereign bonds. The sample covers the period from 2002:01 to 2019:07. The analysis aims to provide answers to two questions: Has the global financial crisis accentuated the interdependencies in the Eurozone debt markets? If yes, how did it influence the movements in sovereign bond yields? The results suggest that the global financial crisis did not accentuate the levels of interdependence between the main Euro zone debt markets. In addition, the results suggest th

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Reboredo, Juan C., Andrea Ugolini, and Yifei Chen. "Interdependence Between Renewable-Energy and Low-Carbon Stock Prices." Energies 12, no. 23 (2019): 4461. http://dx.doi.org/10.3390/en12234461.

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In the transition to a low-carbon economy, climate-resilient investors may be inclined to buy renewable-energy or other low-carbon assets. As the diversification benefits of investment positions in those assets depend on interdependence between their market prices, we explore that interdependence in the European and USA stock markets. We model the dependence structure using bivariate copula functions and evaluate price spillovers between those markets using a conditional quantile dependence approach that accounts for the reciprocal effects of price movements in those markets under normal and e

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Samitas, Aristeidis, Elias Kampouris, Stathis Polyzos, and Anastasia Ef. Spyridou. "Spillover effects between Greece and Cyprus: a DCC model on the interdependence of small economies." Investment Management and Financial Innovations 17, no. 4 (2020): 121–35. http://dx.doi.org/10.21511/imfi.17(4).2020.12.

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This paper discusses the volatility spillovers between the Greek debt crisis and the Cypriot financial crisis. Cyprus was in the spotlight of financial markets due to significant problems stemming from the banking sector, which were dealt with by EU regulators with a bail-in on bank deposits. The current analysis aims to shed light on the reasons behind implementing this novel approach to bank distress. The study uses a Dynamic Conditional Correlation model on the returns of the stock markets of the two countries, which shows strong spillover effects during the period leading up to the 2013 Cy

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Wong, Wing-Keung, Jack Penm, Richard Deane Terrell, and Karen Yann Ching Lim. "The relationship between stock markets of major developed countries and Asian emerging markets." Journal of Applied Mathematics and Decision Sciences 8, no. 4 (2004): 201–18. http://dx.doi.org/10.1155/s1173912604000136.

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With the emergence of new capital markets and liberalization of stock markets in recent years, there has been an increase in investors' interest in international diversification. This is so because international diversification allows investors to have a larger basket of foreign securities to choose from as part of their portfolio assets, so as to enhance the reward-to-volatility ratio. This benefit would be limited if national equity markets tend to move together in the long run. This paper thus studies the issue of co-movement between stock markets in major developed countries and those in A

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17

Santos, Carolina Macagnani dos, Luiz Eduardo Gaio, Tabajara Pimenta Junior, and Eduardo Garbes Cicconi. "Interdependence and contagion in the period of crisis." International Journal of Emerging Markets 14, no. 5 (2019): 1013–31. http://dx.doi.org/10.1108/ijoem-05-2018-0216.

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Purpose The purpose of this paper is to investigate whether the relationship of interdependence and contagion between BRICS countries and emerging non-BRICS countries is similar to that observed between developed countries and emerging BRICS countries. Design/methodology/approach The authors analyzed 15 markets: 5 BRICS, 5 developed (USA, Japan, Germany, England and France) and 5 emerging markets (Mexico, Indonesia, Turkey, Iran and Poland). Based on the time series of returns of the main stock indexes of each country, referring to the period from 2008 to 2018, the authors applied Granger caus

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Wang, Tao, Joohan Ryoo, and Wei Ding. "Exploring the Transmission of Market Volatility between the US and Mainland China Stock Markets." Frontiers in Business, Economics and Management 11, no. 2 (2023): 65–74. http://dx.doi.org/10.54097/fbem.v11i2.12560.

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This study investigates the transmission of market volatility between the United States and Mainland China stock markets, particularly in the context of extreme events like the 2007 subprime mortgage crisis and the 2020 COVID-19 pandemic. It underscores the increasing interdependence between these markets and the role of government intervention and regulation in shaping their development. This research offers valuable insights for stakeholders, including regulators, policymakers, and investors, as they navigate the complex landscape of systemic financial risks arising from the interconnectedne

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Bohdalová, Mária, and Michal Greguš. "The Impacts of Brexit on European Equity Markets." Financial Assets and Investing 8, no. 2 (2017): 5–18. http://dx.doi.org/10.5817/fai2017-2-1.

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The aim of this paper is to give a comprehensive description of the risk dependence and interdependence between selected European stock markets and Brexit equity in the period spanning from January, 7, 2000 to February, 3, 2017. We have studied behavior of extreme quantiles using quantile regression approach. This approach is robust because it is based on the use of various measures of central tendency and dispersion statistics for a detailed analysis of the relationship between variables. We have found evidence of significant interdependence /independence between financial markets and Brexit

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20

Bodnar, Olga, Julia Galchynska, and Mariusz Maciejczak. "PRICE INTERDEPENDENCE OF AGRICULTURAL COMMODITIES FROM UKRAINE AND WORLD MARKETS." Acta Scientiarum Polonorum. Oeconomia 19, no. 4 (2021): 15–22. http://dx.doi.org/10.22630/aspe.2020.19.4.36.

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The objective of the paper is to present the price interdependencies between agricultural commodity products from Ukraine (both export and non-export oriented) and other commodities whose prices are shaped on world markets, with a special focus on the role of their volatility. The research demonstrates a tight connection between the global prices of crude oil and prices of Ukrainian corn and wheat. Additionally, the volatility of world prices of agricultural commodities influenced the Ukrainian national market and had significant impact on domestic price declines. At the same time, the mechani

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Dhanaraj, Sowmya, Arun Kumar Gopalaswamy, and Suresh Babu M. "Dynamic interdependence between US and Asian markets: an empirical study." Journal of Financial Economic Policy 5, no. 2 (2013): 220–37. http://dx.doi.org/10.1108/17576381311329670.

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22

Becker, Kent G., Joseph E. Finnerty, and Alan L. Tucker. "THE INTRADAY INTERDEPENDENCE STRUCTURE BETWEEN U.S. AND JAPANESE EQUITY MARKETS." Journal of Financial Research 15, no. 1 (1992): 27–37. http://dx.doi.org/10.1111/j.1475-6803.1992.tb00784.x.

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23

Gartzke, Erik, Quan Li, and Charles Boehmer. "Investing in the Peace: Economic Interdependence and International Conflict." International Organization 55, no. 2 (2001): 391–438. http://dx.doi.org/10.1162/00208180151140612.

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Research appears to substantiate the liberal conviction that trade fosters global peace. Still, existing understanding of linkages between conflict and international economics is limited in at least two ways. First, cross-border economic relationships are far broader than just trade. Global capital markets dwarf the exchange of goods and services, and states engage in varying degrees of monetary policy coordination. Second, the manner in which economics is said to inhibit conflict behavior is implausible in light of new analytical insights about the causes of war. We discuss, and then demonstr

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SINHA, KANCHAN, SANJEEV PANWAR, WASI ALAM, et al. "Price volatility spillover of Indian onion markets: A comparative study." Indian Journal of Agricultural Sciences 88, no. 1 (2023): 114–20. http://dx.doi.org/10.56093/ijas.v88i1.79636.

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To investigate the interdependence between Indian onion markets in terms of price volatility, the present study was conducted in four different vital onion markets in India, viz. Mumbai, Nashik, Delhi and Bengaluru. The long term monthly data, from March, 2003 to September, 2015 was collected from the website of agmarknet.nic.in. We have employed the VEC-MGARCH model to estimate mean and volatility spillover simultaneously among the different markets and also examined the nature of dynamic correlation using the DCC model. The presence of mean and volatility spillover was found between the mark

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Carneiro, Luana, Luís Gomes, Cristina Lopes, and Cláudia Pereira. "Spillovers Between Euronext Stock Indices: The COVID-19 Effect." International Journal of Financial Studies 13, no. 2 (2025): 66. https://doi.org/10.3390/ijfs13020066.

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The financial markets are highly influential and any change in the economy can be reflected in stock prices and thus have an impact on stock indices. The relationship between stock indices and the way they are affected by extreme phenomena is important for defining diversification strategies and analyzing market maturity. The purpose of this study is to examine the interdependence relationships between the main Euronext stock indices and any changes caused by an extreme event—the COVID-19 pandemic. Copula models are used to estimate the dependence relationships between stock indices pairs afte

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Živković, Aleksandra. "Interdependence of stock exchange indicators and GDP in selected Balkan countries." Ekonomija: teorija i praksa 14, no. 3 (2021): 44–63. http://dx.doi.org/10.5937/etp2103044q.

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Stock markets and the level of their development have a great impact on economic growth. The purpose of this research is to empirically determine if there is interdependence between gross domestic product and (1) total turnover and (2) market capitalization in analyzed stock markets. By analyzing the ratio between total turnover and market capitalization into gross domestic product, the level of liquidity and activity of these stock markets can be determined, which enables the comparison of analyzed stock markets based on the mentioned financial indicators. This research included Zagreb, Ljubl

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Marjanović, Milena, Ivan Mihailović, and Ognjen Dimitrijević. "Interdependence of stock exchange indices from leading capital markets: USA, Germany and Japan Stock Market." Bizinfo Blace 12, no. 1 (2021): 15–28. http://dx.doi.org/10.5937/bizinfo2101015m.

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In the context of globalization, due to the accelerated process of economic integration of countries and financial markets, the interdependence of the world's leading financial markets is more than obvious. This paper investigates the interdependence of stock exchange indices from leading capital markets in the world: USA, European Union and Asia. Our intention is to determine the direction of causality between the observed capital markets, as well as whether and in what way shocks in one market are transmitted to other markets. Research methodology includes stationarity testing, the existence

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Kim, Tae Yoon, and Hee Soo Lee. "The contagion versus interdependence controversy between hedge funds and equity markets." European Financial Management 24, no. 3 (2017): 309–30. http://dx.doi.org/10.1111/eufm.12125.

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Choudhry, Taufiq, and Bashir Nur Osoble. "Nonlinear Interdependence Between the US and Emerging Markets' Industrial Stock Sectors." International Journal of Finance & Economics 20, no. 1 (2014): 61–79. http://dx.doi.org/10.1002/ijfe.1494.

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Badr, Osama M., and Wajih Khallouli. "Testing for Shift-Contagion Vulnerability Among MENA Stock Markets During the Turkish Financial Crisis." Applied Economics and Finance 6, no. 1 (2018): 53. http://dx.doi.org/10.11114/aef.v6i1.3704.

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This paper is an empirical study that seeks to determine whether any of the Middle East and North Africa (MENA) stock markets are vulnerable to financial contagion in the wake of the 2001 Turkish crisis. We test the nonlinearity of the mechanisms spreading shocks, estimated with a model of long-term interdependence. Our results provide evidence of a high level of interdependence between MENA stock markets. However, we find that, with the exception of the contamination of Israel’s stock market, there is no longer evidence of shift-contagion in the transmission of financial shocks across MENA st

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Popescu, Andrei-Dragos, and Cristi Spulbar. "DYNAMIC INTERDEPENDENCE BETWEEN ASSET CLASSES: A SPECTRAL CO-CLUSTERING AND VAR ANALYSIS." Social Sciences and Education Research Review 10, no. 1 (2023): 269–83. https://doi.org/10.5281/zenodo.8241412.

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This article proposes a new approach for identifying groups of assets that exhibit similar behavior under various market conditions using Spectral Co-Clustering with VAR modeling. Our approach uses VAR models to capture the dynamic interdependence between different asset classes and applies Spectral Co-Clustering to identify groups of assets that exhibit similar patterns of behavior. The method is evaluated on a dataset of asset prices, and its performance is compared to existing methods using various metrics. Results show that our proposed method outperforms other existing methods. The propos

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Zhang, Hao, Yeung-Kurn Park, and Xueting Zhang. "The Antecedent Factors Influencing Long-term Relationship Orientation in Overseas B2B Markets." Korea International Trade Research Institute 18, no. 6 (2022): 63–79. http://dx.doi.org/10.16980/jitc.18.6.202212.63.

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Purpose – Based on the past overseas business experiences of China Business to Business (B2B) enterprises, this study focuses on the influence of relationship marketing factors on the long-term relationship orientation of trading partners. First, this study discusses whether the relationship marketing factors in B2B environment-information sharing, customer orientation and interdependence will lead to the relationship satisfaction of enterprise customers. Then, it discusses whether relationship satisfaction leads to long-term relationship orientation of corporate customers. Finally, the mediat

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Arfaoui, Mongi, and Aymen Ben Rejeb. "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?" International Journal of Management and Economics 46, no. 1 (2015): 72–100. http://dx.doi.org/10.1515/ijme-2015-0022.

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Abstract This article investigates the interdependence of stock-forex markets in MENA (Middle East and North Africa) countries for the February 26, 1999 to June 30, 2014 period. The analysis has been performed through three competing models: the VAR-CCC-GARCH model of Bollerslev [1990]; the VAR-BEKK-GARCH model of Engle and Kroner [1995]; and the VAR-DCC-GARCH model of Engle [2002]. Our findings confirm that both markets are interdependent and corroborate the stock and flow oriented approaches. We also find that, comparing to optimal weights, hedge ratios are typically low, denoting that hedgi

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Kumar, Rakesh, and Raj S. Dhankar. "Asymmetric Volatility and Cross Correlations in Stock Returns under Risk and Uncertainty." Vikalpa: The Journal for Decision Makers 34, no. 4 (2009): 25–36. http://dx.doi.org/10.1177/0256090920090403.

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Capital market efficiency is a matter of great interest for policy makers and investors in designing investment strategy. If efficient market hypothesis (EMH) holds true, it will prevent the investors to realize extra return by utilizing the inherent information of stocks. They will realize extra returns only by incorporating the extra risky stocks in their portfolios. While empirical tests of EMH and risk-return relationship are plentiful for developed stock markets, the focus on emerging stock markets like India, Pakistan, Sri Lanka, etc., began with the liberalization of financial systems i

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Sharma, Preeti. "ASIAN EMERGING ECONOMIES AND UNITED STATES OF AMERICA: DO THEY OFFER A DIVERSIFICATION BENEFIT?" Australian Journal of Business and Management Research 01, no. 04 (2011): 85–92. http://dx.doi.org/10.52283/nswrca.ajbmr.20110104a09.

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With the emergence of new capital markets and liberalization of stock markets in recent years, there has been an increase in investors' interest in international diversification. This is so because international diversification allows investors to have a larger basket of foreign securities to choose from as part of their portfolio assets, so as to enhance the reward-to-volatility ratio. This paper, thus, studies the issue of co-movement between Asian emerging stock markets and developed economies using the concept of co-integration. Furthermore, it has been observed that there has been increas

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Živkov, Dejan, Boris Kuzman, and Jonel Subić. "Multi-frequency downside risk interconnectedness between soft agricultural commodities." Agricultural Economics (Zemědělská ekonomika) 69, no. 8 (2023): 332–42. https://doi.org/10.17221/125/2023-AGRICECON.

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In this article, we explore multiscale extreme risk interdependence between four soft agricultural markets – coffee, cocoa, cotton and orange juice. Wavelet correlation and cross-correlation are used to investigate this interlink, and dynamic conditional Value at Risk is used to measure extreme risk. Wavelet correlation results suggest a very weak connection between the markets in the short-term and midterm horizons, which means that investors who operate in the short term or midterm do not have to apply hedging measures against

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Datta, Ahana. "Towards a Framework for Analysing Complex Interdependence in Digital Espionage Markets." European Conference on Cyber Warfare and Security 23, no. 1 (2024): 679–86. http://dx.doi.org/10.34190/eccws.23.1.2231.

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Cyber power indices have dominated discourse in recent years as measuring the relative power of nation-states in cyberspace to exercise their cyber capabilities for offensive and defensive purposes. These indices adapt a variety of methodologies, but their effectiveness in mobilising cyber power remains limited. Indices based on dynamic systems frameworks explain power consolidation arising from network-effects, but are too broad to implement due to complexity. In this article, we analyse cyber power through access to digital espionage capabilities, using the theory that states weaponise compl

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(Pal), Suparna Nandy, and Arup Kr Chattopadhyay. "‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects." Journal of Emerging Market Finance 18, no. 2_suppl (2019): S183—S212. http://dx.doi.org/10.1177/0972652719846321.

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The article attempts to examine interdependence between Indian stock market and other domestic financial markets, namely, foreign exchange market, bullion market, money market, and also Foreign Institutional Investor (FII) trade and foreign stock markets comprising one regional stock market represented by Nikkei of Japan and other stock market for the rest of the world represented by Standard & Poor’s (S&P) 500 of the USA. Attempts are also made to examine asymmetric volatility spillover, first, between the Indian stock market and other domestic financial markets and second, between th

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Dajčman, Silvo. "Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis." Prague Economic Papers 22, no. 1 (2013): 28–49. http://dx.doi.org/10.18267/j.pep.439.

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Olofsson, Malin, Mirjam Ros-Tonen, Joyeeta Gupta, Bart de Steenhuijsen Piters, and Yves Van Leynseele. "Rethinking the divide: Exploring the interdependence between global and nested local markets." Journal of Rural Studies 83 (April 2021): 60–70. http://dx.doi.org/10.1016/j.jrurstud.2021.02.018.

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Narayan, Paresh, Russell Smyth, and Mohan Nandha. "Interdependence and dynamic linkages between the emerging stock markets of South Asia." Accounting and Finance 44, no. 3 (2004): 419–39. http://dx.doi.org/10.1111/j.1467-629x.2004.00113.x.

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Dajčman, Silvo, and Mejra Festić. "Interdependence between the Slovenian and European Stock Markets – A DCC-Garch Analysis." Economic Research-Ekonomska Istraživanja 25, no. 2 (2012): 379–95. http://dx.doi.org/10.1080/1331677x.2012.11517513.

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Égert, Balázs, and Evžen Kočenda. "Interdependence between Eastern and Western European stock markets: Evidence from intraday data." Economic Systems 31, no. 2 (2007): 184–203. http://dx.doi.org/10.1016/j.ecosys.2006.12.004.

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Nekhili, Ramzi, Salem Adel Ziadat, and Walid Mensi. "Frequency interdependence and portfolio management between gold, oil and sustainability stock markets." International Economics 176 (December 2023): 100461. http://dx.doi.org/10.1016/j.inteco.2023.100461.

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Gao, Yang, Yueyi Zhou, and Longfeng Zhao. "Quantile interdependence and network connectedness between China's green financial and energy markets." Economic Analysis and Policy 81 (March 2024): 1148–77. http://dx.doi.org/10.1016/j.eap.2024.02.011.

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Shepel, O. "INTERDEPENDENCE BETWEEN OFFICIAL DEVELOPMENT AID AND MACROECONOMIC INDICATORSOF COUNTRIES WITH EMERGING MARKETS." Bulletin of Taras Shevchenko National University of Kyiv. International relations, no. 1 (53) (2021): 47–53. http://dx.doi.org/10.17721/1728-2292.2022/1-53/47-53.

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International development aid is the voluntary transfer of funds in the form of goods, skills, grants, credits and loans, training, exchange of experience from donor countries to recipients of these funds. Alongside with the aid in the traditional sense, other factors are also important, such as trade, migration, investment, environment, security, technology, i.e., everything that constitutes the development strategy and has a significant impact on it. Official development aid is aimed at rebuilding infrastructure, institutions and promoting the economic development of countries, which is a ke

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Qian, Lingling, Yuexiang Jiang, and Huaigang Long. "What drives the dependence between the Chinese and global stock markets?" Modern Finance 1, no. 1 (2023): 12–16. http://dx.doi.org/10.61351/mf.v1i1.5.

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By applying time-varying copulas and panel regression analysis, this study investigates the dependence between the Chinese and eleven international stock markets, as well as its determinants during the period 2002-2018. Our results indicate that the dependence magnitude between the Chinese stock market and major international markets varies with region. Furthermore, the dependence is negatively driven by both economic policy uncertainty differentials and interest rate differentials while positively affected by the global financial crisis and trade interdependence. Our findings are of great imp

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Kumar, John Pradeep, and N. Mukund Sharma. "The interdependence and cointegration of stock markets: Evidence from Japan, India and USA." Statistical Journal of the IAOS 40, no. 2 (2024): 435–47. http://dx.doi.org/10.3233/sji-240011.

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In a rapidly globalizing world, understanding the relationships between major stock markets is of paramount importance for investors and financial analysts. This study explores the interdependence and cointegration of stock markets in Japan, India, and the USA, and explores the dynamics of global financial markets as well as the survival of a long-term and short-term link between these three indices. These leading stock markets were selected because of the researchers’ desire to learn more about the connections between them. From April 2012 through March 2022, we used monthly data from three m

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Champagne, Claudia, Frank Coggins, and Amos Sodjahin. "Corporate bond market interdependence: Credit spread correlation between and within U.S. and Canadian corporate bond markets." North American Journal of Economics and Finance 41 (July 2017): 1–17. http://dx.doi.org/10.1016/j.najef.2017.03.004.

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LIU, XIAO FAN, and CHI K. TSE. "A COMPLEX NETWORK PERSPECTIVE OF WORLD STOCK MARKETS: SYNCHRONIZATION AND VOLATILITY." International Journal of Bifurcation and Chaos 22, no. 06 (2012): 1250142. http://dx.doi.org/10.1142/s0218127412501428.

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This paper studies the cross-correlations of 67 stock market indices in the past 5 years. In order to capture the interaction of the stock markets, we propose to take a complex network approach to analyzing the interdependence of the individual stock markets. Specifically, stock markets are considered as network nodes, and the network links (weights of links) are defined by the cross-correlations between market indices over a period of time (time window). Thus, the resulting network provides information about the interdependence of individual markets, with the network links representing the ex

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