-
1
-
-
84944838161
-
International portfolio choice and corporation finance: A synthesis
-
Adler M., Dumas B. International portfolio choice and corporation finance: A synthesis. Journal of Finance. 1993, June;925-984.
-
(1993)
Journal of Finance
, pp. 925-984
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
84993868246
-
The relations among equity markets: A study of share price comovements in the United States, United Kingdom, Germany and Japan
-
Agmon T. The relations among equity markets: A study of share price comovements in the United States, United Kingdom, Germany and Japan. Journal of Finance. 27:1972;839-855.
-
(1972)
Journal of Finance
, vol.27
, pp. 839-855
-
-
Agmon, T.1
-
3
-
-
38249005415
-
International stock market linkages: Evidence from the pre- and post-October 1987 period
-
Arshanapalli B., Doukas J. International stock market linkages: Evidence from the pre- and post-October 1987 period. Journal of Banking and Finance. 1993;193-208.
-
(1993)
Journal of Banking and Finance
, pp. 193-208
-
-
Arshanapalli, B.1
Doukas, J.2
-
4
-
-
84977734114
-
The international relation between the U.S. and the Japanese stock markets
-
Becker K.G., Finnerty J.E., Gupta M. The international relation between the U.S. and the Japanese stock markets. Journal of Finance. 45:1990;1297-1306.
-
(1990)
Journal of Finance
, vol.45
, pp. 1297-1306
-
-
Becker, K.G.1
Finnerty, J.E.2
Gupta, M.3
-
6
-
-
84987492218
-
An empirical analysis of stock prices in major Asian markets and the United States
-
Chan K.C., Gup B.E., Pan M.S. An empirical analysis of stock prices in major Asian markets and the United States. The Financial Review. 27:1992;289-308.
-
(1992)
The Financial Review
, vol.27
, pp. 289-308
-
-
Chan, K.C.1
Gup, B.E.2
Pan, M.S.3
-
7
-
-
0000472488
-
Likelihood ratios statistics for autoregressive time series with a unit root
-
Dickey D.A., Fuller W.A. Likelihood ratios statistics for autoregressive time series with a unit root. Econometrica. 49:1981;1057-1072.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
8
-
-
0000013567
-
Co-integration and error correction: Representation, estimation and testing
-
Engle R.F., Granger C.W.J. Co-integration and error correction: Representation, estimation and testing. Econometrica. 55:1987;251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
10
-
-
84987481821
-
High road to a global marketplace: The international transmission of stock market fluctuations
-
Fischer K.P., Palasvirta A.P. High road to a global marketplace: The international transmission of stock market fluctuations. Financial Review. 25:1990;371-394.
-
(1990)
Financial Review
, vol.25
, pp. 371-394
-
-
Fischer, K.P.1
Palasvirta, A.P.2
-
12
-
-
84981566273
-
Developments in the study of cointegrated economic variables
-
Granger C.W.J. Developments in the study of cointegrated economic variables. Oxford Bulletin of Economics and Statistics. 48:(3):1986;213-228.
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.48
, Issue.3
, pp. 213-228
-
-
Granger, C.W.J.1
-
14
-
-
84993904981
-
The interdependence of international equity markets
-
Grubel H.G., Fadner K. The interdependence of international equity markets. Journal of Finance. 26:1971;89-94.
-
(1971)
Journal of Finance
, vol.26
, pp. 89-94
-
-
Grubel, H.G.1
Fadner, K.2
-
15
-
-
84977703701
-
Capital controls and international capital market segmentation: The evidence from the Japanese and American stock markets
-
Gultekin M., Gultekin B., Penati A. Capital controls and international capital market segmentation: The evidence from the Japanese and American stock markets. The Journal of Finance. 44:1989;849-869.
-
(1989)
The Journal of Finance
, vol.44
, pp. 849-869
-
-
Gultekin, M.1
Gultekin, B.2
Penati, A.3
-
17
-
-
0001698432
-
Correlation in price changes and volatility across international stock markets
-
Hamao Y., Masulis R.W., Ng V. Correlation in price changes and volatility across international stock markets. Review of Financial Studies. 3:1990;281-307.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 281-307
-
-
Hamao, Y.1
Masulis, R.W.2
Ng, V.3
-
18
-
-
84977341442
-
The relationship between equity indices on world exchange
-
Hilliard J.E. The relationship between equity indices on world exchange. Journal of Finance. 34:1979;103-114.
-
(1979)
Journal of Finance
, vol.34
, pp. 103-114
-
-
Hilliard, J.E.1
-
20
-
-
0000158117
-
Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models
-
Johansen S. Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models. Econometrica. 1991;1551-1580.
-
(1991)
Econometrica
, pp. 1551-1580
-
-
Johansen, S.1
-
21
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration-With application to the demand for money
-
Johansen S., Juselius K. Maximum likelihood estimation and inference on cointegration-With application to the demand for money. Oxford Bulletin of Economics and Statistics. 52:1990;169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
23
-
-
0002644611
-
World, country and industry relationships in equity returns
-
Lessard D. World, country and industry relationships in equity returns. Financial Analyst Journal. 32:1976;2-8.
-
(1976)
Financial Analyst Journal
, vol.32
, pp. 2-8
-
-
Lessard, D.1
-
24
-
-
0000867768
-
International diversification of investment portfolios
-
Levy H., Sarnat M. International diversification of investment portfolios. American Economic Review. 60:1970;668-675.
-
(1970)
American Economic Review
, vol.60
, pp. 668-675
-
-
Levy, H.1
Sarnat, M.2
-
25
-
-
0002014055
-
International portfolio diversification and the intertemporal stability of international stock market relationships (1957-1978)
-
Maldonado R., Saunders A. International portfolio diversification and the intertemporal stability of international stock market relationships (1957-1978). Financial Management. 1981, Autumn;54-63.
-
(1981)
Financial Management
, pp. 54-63
-
-
Maldonado, R.1
Saunders, A.2
-
27
-
-
0000824736
-
Potential gains from international portfolio diversification and inter-temporal stability and seasonality in international stock market relationships
-
Meric I., Meric. Potential gains from international portfolio diversification and inter-temporal stability and seasonality in international stock market relationships. Journal of Banking and Finance. 13:1989;627-640.
-
(1989)
Journal of Banking and Finance
, vol.13
, pp. 627-640
-
-
Meric, I.1
Meric2
-
29
-
-
0002610979
-
The inter-temporal stability of international stock market relationships: Another view
-
Philippatos G.C., Christofi A., Christofi P. The inter-temporal stability of international stock market relationships: Another view. Financial Management. 1983, Winter;63-69.
-
(1983)
Financial Management
, pp. 63-69
-
-
Philippatos, G.C.1
Christofi, A.2
Christofi, P.3
-
30
-
-
0000308535
-
Time series regression with unit roots
-
Phillips P.C.B. Time series regression with unit roots. Econometrica. 55:1987;277-302.
-
(1987)
Econometrica
, vol.55
, pp. 277-302
-
-
Phillips, P.C.B.1
-
31
-
-
0000880923
-
Optimal inference in cointegrated system
-
Phillips P.C.B. Optimal inference in cointegrated system. Econometrica. 59:(2):1991, March;283-306.
-
(1991)
Econometrica
, vol.59
, Issue.2
, pp. 283-306
-
-
Phillips, P.C.B.1
-
32
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P.C.B., Perron P. Testing for a unit root in time series regression. Biometrika. 75:1988;335-346.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
33
-
-
0001702484
-
Systematic elements in the relationships of national stock market indices
-
Ripley D.M. Systematic elements in the relationships of national stock market indices. Review of Economics and Statistics. 55:1973;356-361.
-
(1973)
Review of Economics and Statistics
, vol.55
, pp. 356-361
-
-
Ripley, D.M.1
-
34
-
-
0003147502
-
The international crash of October 1987
-
Roll R. The international crash of October 1987. Financial Analysts Journal. 44:1988;19-35.
-
(1988)
Financial Analysts Journal
, vol.44
, pp. 19-35
-
-
Roll, R.1
-
35
-
-
0001152297
-
Lead-lag relationships among national equity markets: An empirical investigation
-
S.J. Khoury, Ghosh A. Lexington, MA: Lexington Books
-
Schollhamer H., Sand O.C. Lead-lag relationships among national equity markets: An empirical investigation. Khoury S.J., Ghosh A. Recent developments in international banking and finance. vol. 1:1987;Lexington Books, Lexington, MA.
-
(1987)
Recent developments in international banking and finance
, vol.1
-
-
Schollhamer, H.1
Sand, O.C.2
-
36
-
-
0001347325
-
Tests of exchange market efficiency: Fragile evidence from cointegration tests
-
Sephton P.S., Larsen H.K. Tests of exchange market efficiency: Fragile evidence from cointegration tests. Journal of International Money and Finance. 10:1991;561-570.
-
(1991)
Journal of International Money and Finance
, vol.10
, pp. 561-570
-
-
Sephton, P.S.1
Larsen, H.K.2
-
37
-
-
1642309931
-
Investor behavior in the October, 1987 stock market crash: Survey evidence
-
Shiller R.J. Investor behavior in the October, 1987 stock market crash: Survey evidence. NBER, Working Paper no. 2446. 1987.
-
(1987)
NBER, Working Paper no. 2446.
-
-
Shiller, R.J.1
-
39
-
-
84978553340
-
The stationarity of inter-country correlation coefficients: A note
-
Watson J. The stationarity of inter-country correlation coefficients: A note. Journal of Business Finance and Accounting. 1980, Summer;297-303.
-
(1980)
Journal of Business Finance and Accounting
, pp. 297-303
-
-
Watson, J.1
|