메뉴 건너뛰기




Volumn 51, Issue 6, 1999, Pages 443-471

Economic determinants of the correlation structure across international equity markets

Author keywords

International market integration

Indexed keywords


EID: 0010050478     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(99)00021-1     Document Type: Article
Times cited : (54)

References (16)
  • 1
    • 38249005415 scopus 로고
    • International stock market linkages: Evidence from the pre-and post-October 1987 period
    • Arshanapalli, B., and Doukas, J. 1993. International stock market linkages: Evidence from the pre-and post-October 1987 period. Journal of Banking and Finance 17:193-208.
    • (1993) Journal of Banking and Finance , vol.17 , pp. 193-208
    • Arshanapalli, B.1    Doukas, J.2
  • 3
    • 0002656855 scopus 로고
    • Economic forces and the stock market: An international perspective
    • Bodurtha, J. N., Cho, D. C., and Senbet, L. W. 1989. Economic forces and the stock market: An international perspective. Global Finance Journal 1:21-46.
    • (1989) Global Finance Journal , vol.1 , pp. 21-46
    • Bodurtha, J.N.1    Cho, D.C.2    Senbet, L.W.3
  • 4
    • 0002916401 scopus 로고    scopus 로고
    • Economic determinants of international stock market integration
    • Bracker, K., Diane Scott Docking, and Paul D. Koch. 1999. Economic Determinants of International Stock Market Integration. Journal of Empirical Finance 6:1-28.
    • (1999) Journal of Empirical Finance , vol.6 , pp. 1-28
    • Bracker, K.1    Docking, D.S.2    Koch, P.D.3
  • 5
    • 84977709173 scopus 로고
    • Predictable stock returns in the United States and Japan: A study of long-term capital market integration
    • Campbell, J. Y., and Hamao, Y. 1992. Predictable stock returns in the United States and Japan: a study of long-term capital market integration. Journal of Finance 47:43-70.
    • (1992) Journal of Finance , vol.47 , pp. 43-70
    • Campbell, J.Y.1    Hamao, Y.2
  • 6
    • 0000496978 scopus 로고
    • Economic forces and the stock market
    • Chen, N., Roll, R., and Ross, S. 1986. Economic forces and the stock market. Journal of Business 59:383-403.
    • (1986) Journal of Business , vol.59 , pp. 383-403
    • Chen, N.1    Roll, R.2    Ross, S.3
  • 10
    • 0000706175 scopus 로고
    • Estimating the correlation structure of international share prices
    • Eun, C. S., and Resnick, B. G. 1984. Estimating the correlation structure of international share prices. Journal of Finance 39:1311-1324.
    • (1984) Journal of Finance , vol.39 , pp. 1311-1324
    • Eun, C.S.1    Resnick, B.G.2
  • 11
    • 49549135545 scopus 로고
    • The arbitrage pricing theory of capital asset pricing
    • Ross, S. 1976. The arbitrage pricing theory of capital asset pricing. Journal of Economic Theory.
    • (1976) Journal of Economic Theory
    • Ross, S.1
  • 12
    • 0001752951 scopus 로고
    • Mutual fund performance
    • Sharpe, W. 1966. Mutual fund performance. Journal of Business 39:119-138.
    • (1966) Journal of Business , vol.39 , pp. 119-138
    • Sharpe, W.1
  • 13
    • 84944833518 scopus 로고
    • The relation between stock prices and inflationary expectations: The international evidence
    • Solnik, B. 1983. The relation between stock prices and inflationary expectations: the international evidence. Journal of Finance 38:35-48.
    • (1983) Journal of Finance , vol.38 , pp. 35-48
    • Solnik, B.1
  • 15
    • 84987492872 scopus 로고
    • Covariance stationarity of international equity markets returns: Recent evidence
    • May 1993
    • Wahab, M., and Lashgari, M. 1993. Covariance stationarity of international equity markets returns: Recent evidence. Financial Review 28:239-260 (May 1993).
    • (1993) Financial Review , vol.28 , pp. 239-260
    • Wahab, M.1    Lashgari, M.2
  • 16
    • 84978553340 scopus 로고
    • The stationarity of inter-country correlation coefficients: A note
    • Watson, J. 1980. The stationarity of inter-country correlation coefficients: A note. Journal of Business Finance and Accounting 7:297-303.
    • (1980) Journal of Business Finance and Accounting , vol.7 , pp. 297-303
    • Watson, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.