메뉴 건너뛰기




Volumn 20, Issue 3, 1997, Pages 305-322

Co-movements in international equity markets

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0042516746     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1997.tb00251.x     Document Type: Article
Times cited : (42)

References (13)
  • 1
    • 0000209591 scopus 로고
    • Optimal tests when a nuisance parameter is present only under the alternative
    • Andrews, D. W. K. and W. Ploberger, 1994, Optimal tests when a nuisance parameter is present only under the alternative, Econometrica 62, 1383–1414.
    • (1994) Econometrica , vol.62 , pp. 1383-1414
    • Andrews, D.W.K.1    Ploberger, W.2
  • 2
    • 34848900983 scopus 로고
    • ARCH modeling in finance: A review of the theory and empirical evidence
    • Bollerslev, T., R. Y. Chou, and K. F. Kroner, 1992, ARCH modeling in finance: A review of the theory and empirical evidence, Journal of Econometrics 52, 5–59.
    • (1992) Journal of Econometrics , vol.52 , pp. 5-59
    • Bollerslev, T.1    Chou, R.Y.2    Kroner, K.F.3
  • 5
    • 84974122247 scopus 로고
    • Multivariate simultaneous generalized ARCH
    • Engle, R. F. and K. F. Kroner, 1995, Multivariate simultaneous generalized ARCH, Econometric Theory 11, 122–50.
    • (1995) Econometric Theory , vol.11 , pp. 122-150
    • Engle, R.F.1    Kroner, K.F.2
  • 7
    • 0001486314 scopus 로고
    • Evolution in dynamic linkages across daily national stock indexes
    • Koch, P. and R. Koch, 1991, Evolution in dynamic linkages across daily national stock indexes, Journal of International Money and Finance 10, 231–51.
    • (1991) Journal of International Money and Finance , vol.10 , pp. 231-251
    • Koch, P.1    Koch, R.2
  • 8
    • 84992529786 scopus 로고
    • Volatility and links between national stock markets
    • King, M., E. Sentana, and S. Wadhwani, 1994, Volatility and links between national stock markets, Econometrica 62, 901–33.
    • (1994) Econometrica , vol.62 , pp. 901-933
    • King, M.1    Sentana, E.2    Wadhwani, S.3
  • 9
    • 0000100957 scopus 로고
    • A Lagrange multiplier test for GARCH models
    • Lee, J. H. H., 1991, A Lagrange multiplier test for GARCH models, Economics Letters 37, 265–71.
    • (1991) Economics Letters , vol.37 , pp. 265-271
    • Lee, J.H.H.1
  • 10
    • 0000867768 scopus 로고
    • International diversification of investment portfolios
    • Levy, H. and M. Sarnat, 1970, International diversification of investment portfolios, American Economic Review 668–75.
    • (1970) American Economic Review , pp. 668-675
    • Levy, H.1    Sarnat, M.2
  • 11
    • 0002525307 scopus 로고
    • Is the correlation in international equity returns constant: 1960–1990?
    • Longin, F. and B. Solnik, 1995, Is the correlation in international equity returns constant: 1960–1990?, Journal of International Money and Finance 14, 3–26.
    • (1995) Journal of International Money and Finance , vol.14 , pp. 3-26
    • Longin, F.1    Solnik, B.2
  • 12
    • 0002610771 scopus 로고
    • Why not diversify internationally rather than domestically?
    • Solnik, B., 1974, Why not diversify internationally rather than domestically?, Financial Analysts Journal 30, 48–54.
    • (1974) Financial Analysts Journal , vol.30 , pp. 48-54
    • Solnik, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.