1. The share of European economies in the process of convergence of long-term interest rates in the EU in the period of 2006–2016. (2016). Gorna, Karolina ; Szulc, Elbieta ; Wleklinska, Dagna .
   In: Dynamic Econometric Models.
   RePEc:cpn:umkdem:v:16:y:2016:p:165-187.

   Full description at Econpapers || Download paper

1. Arbia, G. (2006), Spatial Econometrics. Statistical Foundations and Applications to Regional Convergence, Springer-Verlag, Berlin Heidelberg, DOI: http://dx.doi.org/10.1007/3-540-32305-8.
   Paper not yet in RePEc: Add citation now
   

2. Asgharian, H., Hess, W., Liu, L. (2013), A spatial analysis of international stock market linkages, Journal of Banking & Finance, 37(12), 4738–4754, DOI: http://dx.doi.org/10.1016/j.jbankfin.2013.08.015.

3. Aspergis, N., Christou, C., Miller, S. M. (2014), Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering, The North American Journal of Economics and Finance, 29(C), 36–58.

4. Łuniewska, M., Tarczyński, W. (2006), Metody wielowymiarowej analizy porównawczej na rynku kapitałowym (Methods of Multidimensional Comparative Analysis in the Capital Market), PWN, Warszawa.
   Paper not yet in RePEc: Add citation now
   
5. Badanie obejmuje 46 największych parkietów, analizowanych w okresie 2004–2012. Dane empiryczne odnoszą się do 6 zmiennych diagnostycznych, uznanych jako ważne determinanty rozwoju rynków giełdowych. S ł o w a k l u c z o w e: giełda papierów wartościowych, konwergencja, odległość fizyczna, odległość ekonomiczna, macierz sąsiedztwa, przestrzenne modele panelowe.
   Paper not yet in RePEc: Add citation now
   

6. Baltagi, B. H., Song, S. H., Koch, W. (2003), Testing Panel Data Regression Models with Spatial Error Correlation, Journal of Econometrics, 117(1), 123–150, DOI: http://dx.doi.org/10.1016/S0304-4076(03)00120-9.

7. Caporale, G. M., Erdogan, B., Kuzin, V. (2009), Testing for Convergence in Stock Markets: a Non-Linear Factor Approach, CESifo Working Paper Series No. 2845, DOI: http://dx.doi.org/10.2139/ssrn.1496819.

8. Elżbieta Szulc, Dagna Wleklińska, Karolina Górna, Joanna Górna DYNAMIC ECONOMETRIC MODELS 14 (2014) 125–144 Wiśniewski, T. (2003), Do Unii Europejskiej – giełdy krajów kandydackich, (For the European Union – Stock Exchanges of Candidate Countries), Nasz Rynek Kapitałowy (Our Capital Market), 6, 22–25.
   Paper not yet in RePEc: Add citation now
   
9. Fraser, P., Helliar, C. V., Power, D. M. (1994), An Empirical Investigation of Convergence Among European Equity Markets, Applied Financial Economics, 4(2), 149–57, DOI: http://dx.doi.org/10.1080/758523959.
   Paper not yet in RePEc: Add citation now
   
10. Haining R. (2005), Spatial Data Analysis. Theory and Practice, Cambridge University Press, 3th ed., Cambridge.
    Paper not yet in RePEc: Add citation now
    
11. Hellwig, Z. (1968), Zastosowanie metody taksonomicznej do typologicznego podziału krajów ze względu na poziom ich rozwoju oraz zasoby i strukturę wykwalifikowanych kadr (The Application of the Taxonomic Method to the Typological Division of a Countries due to Their Level of Development, Resources and Structure of Qualified Personnel), Przegląd Statystyczny (Statistical Survey), 4, 307–327.
    Paper not yet in RePEc: Add citation now
    
12. Koralun-Bereźnicka, J. (2008), Zjawisko konwergencji rynków kapitałowych na rynkach europejskich (The Convergence of the Capital Markets in the European Markets), Studia i Prace Kolegium Zarządzania i Finansów (Working Papers of Collegium of Finance and Management), Szkoła Główna Handlowa w Warszawie, Dom Wydawniczy Elipsa, 87, 87–98.
    Paper not yet in RePEc: Add citation now
    

13. Millo, G., Piras, G. (2012), splm: Spatial Panel Data Models in R, Journal of Statistical Software, 47(1), 238.

14. Mutl, J., Pfaffermayr, M. (2011), The Hausman Test in a Cliff and Ord Panel Model, Econometrics Journal, 14(1), 48–76, DOI: http://dx.doi.org/10.1111/j.1368-423X.2010.00325.x. Suchecka, J., Łaszkiewicz, E. (2011), The Influence of Spatial and Economic Distance on Changes in the Relationships between European Stock Markets During the Crisis of 2007–2009, Acta Universitatis Lodziensis, Folia Oeconomica, 252, Wydawnictwo Uniwersytetu Łódzkiego, 69–84.

15. Suchecki, B. (ed.) (2012), Ekonometria przestrzenna II. Modele zaawansowane (Spatial Econometrics II. Advanced Models), Wydawnictwo C.H.Beck, Warszawa.
    Paper not yet in RePEc: Add citation now
    
16. Wójcik, D. (2009), The Role of Proximity in Secondary Equity Markets, in Clark, G. L., Dixon, A. D., and Monk, A. H. B. (eds.), Managing Financial Risk. From Global to Local, Oxford University Press, Oxford, 140–162, DOI: http://dx.doi.org/10.1093/acprof:oso/9780199557431.003.
    Paper not yet in RePEc: Add citation now
    
17. Znaczenie odległości między giełdami papierów wartościowych w procesie ich konwergencji. Analiza wybranych giełd światowych w okresie 2004–2012 Z a r y s t r e ś c i. Artykuł dotyczy analizy konwergencji wybranych giełd światowych z punktu widzenia poziomu ich rozwoju, w kontekście geograficznej i ekonomicznej odległości między nimi. Przedstawia podejście, które wskazuje na potrzebę uwzględniania przestrzennych i ekonomicznych powiązań między rynkami giełdowymi w analizach ich konwergencji.
    Paper not yet in RePEc: Add citation now
    

1. Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2023). Catania, Leopoldo ; Billé, Anna Gloria.
   In: Papers.
   RePEc:arx:papers:1602.02542.

   Full description at Econpapers || Download paper

2. Global equity market volatility forecasting: New evidence. (2022). Wei, YU ; Lei, Likun ; Ma, Feng ; Liang, Chao.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:594-609.

   Full description at Econpapers || Download paper

3. Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). , Thomas ; Prange, Philipp ; Peter, Franziska J.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

   Full description at Econpapers || Download paper

4. Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Zhang, Weiguo ; Mo, Guoli ; Tan, Chunzhi.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

   Full description at Econpapers || Download paper

5. Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Önder, A. Özlem ; Onder, Ozlem A ; Kosedali, Begum Yurteri.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

   Full description at Econpapers || Download paper

6. Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses.
   In: Working Papers.
   RePEc:tas:wpaper:37326.

   Full description at Econpapers || Download paper

7. Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09539-7.

   Full description at Econpapers || Download paper

8. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiao-Hua ; Li, Ziruo ; Huang, Jionghao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

   Full description at Econpapers || Download paper

9. Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Fuss, Roland ; Ruf, Daniel.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

   Full description at Econpapers || Download paper

10. Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization. (2021). Bessler, Wolfgang ; Taushanov, Georgi ; Wolff, Dominik.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000627.

    Full description at Econpapers || Download paper

11. The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346.

    Full description at Econpapers || Download paper

12. Does economic integration lead to financial market integration in the Asian region?. (2021). Paramati, Sudharshan Reddy ; Song, Yuegang ; Huang, Ruixian ; Zakari, Abdulrasheed.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:366-377.

    Full description at Econpapers || Download paper

13. COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. (2021). Patsoulis, Patroklos ; Eleftheriou, Konstantinos ; Alexakis, Christos.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303555.

    Full description at Econpapers || Download paper

14. Connected markets through global real estate investments. (2021). Lizieri, Colin ; Zhu, Bing.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:49:y:2021:i:s2:p:618-654.

    Full description at Econpapers || Download paper

15. COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach. (2020). Patsoulis, Patroklos ; Eleftheriou, Konstantinos.
    In: MPRA Paper.
    RePEc:pra:mprapa:100662.

    Full description at Econpapers || Download paper

16. The Pricing of Spatial Linkages in Companies’ Underlying Assets. (2020). Milcheva, Stanimira ; Zhu, Bing.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9666-z.

    Full description at Econpapers || Download paper

17. Spatial pricing with multiple risk transmission channels and specific factors. (2020). Yuan, Ying ; Jin, Xiu ; Zhuang, Xintian ; Chen, NA.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119321636.

    Full description at Econpapers || Download paper

18. Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. (2020). Scherer, Matthias ; Graler, Benedikt ; Huttner, Amelie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301631.

    Full description at Econpapers || Download paper

19. Oil price shocks, global financial markets and their connectedness. (2020). Shahzad, Syed Jawad Hussain ; Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

    Full description at Econpapers || Download paper

20. Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214.

    Full description at Econpapers || Download paper

21. Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

    Full description at Econpapers || Download paper

22. Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal ; Liu, Bing-Yue.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

    Full description at Econpapers || Download paper

23. Contagion risk in african sovereign debt markets: A spatial econometrics approach. (2020). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias.
    In: International Finance.
    RePEc:bla:intfin:v:23:y:2020:i:3:p:506-536.

    Full description at Econpapers || Download paper

24. The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Foglia, Matteo ; Angelini, Eliana.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

    Full description at Econpapers || Download paper

25. International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?. (2019). Zhang, Weiguo ; Mo, Guoli ; Liu, Fang ; Tan, Chunzhi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:168-183.

    Full description at Econpapers || Download paper

26. Asset pricing, spatial linkages and contagion in real estate stocks. (2018). Milcheva, Stanimira ; Zhu, Bing.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:35:y:2018:i:4:p:271-295.

    Full description at Econpapers || Download paper

27. Cultural similarities and housing market linkage: evidence from OECD countries. (2018). Kuang, Weida ; Wang, Qilin.
    In: Frontiers of Business Research in China.
    RePEc:spr:fobric:v:12:y:2018:i:1:d:10.1186_s11782-018-0030-1.

    Full description at Econpapers || Download paper

28. Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

    Full description at Econpapers || Download paper

29. Spatial analysis of sovereign risks: The case of emerging markets. (2018). Önder, A. Özlem ; Huyugüzel Kışla, Gül ; Onder, Ozlem A ; Kila, Gul Huyuguzel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

    Full description at Econpapers || Download paper

30. Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of U.S. Banks. (2018). Sickles, Robin ; Ding, Dong.
    In: Working Papers.
    RePEc:ecl:riceco:18-004.

    Full description at Econpapers || Download paper

31. ‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Glas, Alexander ; Conrad, Christian.
    In: Working Papers.
    RePEc:awi:wpaper:0655.

    Full description at Econpapers || Download paper

32. The impact of network connectivity on factor exposures, asset pricing and portfolio diversification. (2017). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto Calogero.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:166.

    Full description at Econpapers || Download paper

33. Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

    Full description at Econpapers || Download paper

34. Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia. (2016). Roca, Eduardo ; Paramati, Sudharshan Reddy ; Gupta, Rakesh.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:44:p:4210-4226.

    Full description at Econpapers || Download paper

35. Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:375.

    Full description at Econpapers || Download paper

36. Kriging of financial term-structures. (2016). Rulliere, Didier ; Cousin, Areski ; Maatouk, Hassan.
    In: Post-Print.
    RePEc:hal:journl:hal-01206388.

    Full description at Econpapers || Download paper

37. Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

    Full description at Econpapers || Download paper

38. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:255:y:2016:i:2:p:631-648.

    Full description at Econpapers || Download paper

39. Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:195:y:2016:i:2:p:211-223.

    Full description at Econpapers || Download paper

40. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski.
    In: Papers.
    RePEc:arx:papers:1604.02237.

    Full description at Econpapers || Download paper

41. Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU.
    In: Working Papers.
    RePEc:hhs:lunewp:2015_030.

    Full description at Econpapers || Download paper

42. Kriging of financial term-structures. (2015). Maatouk, Hassan ; Cousin, Areski.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01206388.

    Full description at Econpapers || Download paper

43. Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012. (2015). Szulc, Elzbieta ; Wleklinska, Dagna .
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:15:y:2015:p:5-26.

    Full description at Econpapers || Download paper

44. Power of Moran’s I Test for Spatial Dependence in Panel Data Models with Time Varying Spatial Weights Matrices. (2015). Xin, Zhao ; Mingxi, Wang ; Bianling, OU.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:3:y:2015:i:5:p:463-471:n:7.

    Full description at Econpapers || Download paper

45. Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100632.

    Full description at Econpapers || Download paper

46. Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140107.

    Full description at Econpapers || Download paper

47. Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach. (2014). Benlagha, Noureddine.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:31:p:3849-3860.

    Full description at Econpapers || Download paper

48. Why Can Weak Linkages Cause International Stock Market Synchronization? The Mode-Locking Effect. (2014). Selover, David ; Filer, Larry.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:5:y:2014:i:3:p:20-42.

    Full description at Econpapers || Download paper

49. A spatial–temporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:42:y:2014:i:2:p:304-327.

    Full description at Econpapers || Download paper

50. The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Gorna, Karolina ; Szulc, Elzbieta ; Wleklinska, Dagna .
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:14:y:2014:p:125-144.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:21:37 || Missing content? Let us know