Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets-Reference-Cited by-同舟云学术

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Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets

Published:2015-04-01 Issue:1 Volume:7 Page:13-33
ISSN:1308-8793
Container-title:International Econometric Review
language:
Short-container-title:

Author:

Balcilar Mehmet,Cakan Esin,Ozdemir Zeynel Abidin

Publisher

International Econometric Review

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference38 articles.

1. Bai, J. and P. Perron (1998). Estimating and Testing Linear Models with Multiple Structural Changes. Econometrica 66, 47-78.

2. Bekaert, G. and C.R. Harvey (2000). Foreign speculators and emerging equity markets. Journal of Finance, 55, 565-613.

3. Bekaert, G., C.R. Harvey and R.L. Lumsdaine (2002a). Dating the integration of world equity markets. Journal of Financial Economics, 65, 203-247.

4. Bekaert, G., C.R. Harvey, R.L. Lumsdaine and L. Robin (2002b). The dynamics of emerging market equity flows. Journal of International Money and Finance, 21, 295-350.

5. Beran, J., R.J. Bhansali and D. Ocker (1998). On unified model selection for stationary and non-stationary short- and long-memory autoregressive processes. Biometrika, 85, 921- 934.

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