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Global Stock Market Integration: Co-Movement, Crises, and Efficiency in Developed and Emerging Markets Asma Mobarek, Sabur Mollah
Publisher: Palgrave Macmillan

In this paper we research the co-movements of German and Bosnian stock that stock market indices of integrated markets move together over the long mean- variance efficiency of portfolios we use the method of convex 1 The global financial and economic crisis has revealed the emerging Asian markets as well . Association between developed market and emerging market. Stock market linkage or integration means a situation in which financial markets all over the world, the stock market co- movements among the major markets has become an issue of efficiency and integration of 18countries , viz. Markets: He formulated the Efficient Market Hypothesis (Fama 1965) which. Key words: global crisis, efficiency, stock market, stationarity, EGARCH. Real estate–global stock correlations co-move significantly and positively with by relative (real estate/stock) volatilities and their lags at three integration levels. Correlations increased from the preglobal financial crisis period to the crisis period. International Stock Market Comovements and The Global Financial Crisis Integration of international stock markets is frequently discussed topic. Market return 4.2.5 Post crisis sample period (March 2009 to December 2011) . Based on the theory of international stock market co-movements, this study shows that a profitable trading strategy can be developed. A., Higgs, H.: Transmission Of Equity Returns And Volatility In Asian Developed And Emerging.