-
1
-
-
38249005415
-
International stock market linkages: Evidence from the pre-and post October 1987 period
-
Arshananpalli, B and J. Doukas (1993), "International Stock Market Linkages: Evidence from the Pre-and Post October 1987 Period," Journal of Banking and Finance, Vol. 17.
-
(1993)
Journal of Banking and Finance
, vol.17
-
-
Arshananpalli, B.1
Doukas, J.2
-
2
-
-
0042283659
-
Stochastic correlation across international stock markets
-
Ball, A. C. and W. N. Torous (2000), "Stochastic Correlation Across International Stock Markets," Journal of Empirical Finance, Vol. U7, Issues 3-4, PP: 373-388.
-
(2000)
Journal of Empirical Finance
, vol.U7
, Issue.3-4
, pp. 373-388
-
-
Ball, A.C.1
Torous, W.N.2
-
3
-
-
0002916401
-
Economic determinants of evolution in international stock market integration
-
Bracker, B.; Docking D. S.; and P. D. Koch, (1999), "Economic determinants of Evolution in International Stock Market Integration," Journal of Empirical Finance, Vol. 6, Issue 1, PP: 1-27.
-
(1999)
Journal of Empirical Finance
, vol.6
, Issue.1
, pp. 1-27
-
-
Bracker, B.1
Docking, D.S.2
Koch, P.D.3
-
4
-
-
0010925293
-
The Interrelationships between US and foreign equity market yields: Tests of granger causality
-
Fourth Quarter
-
Cochran, S. J. and I. Mansur (1991), "The Interrelationships Between US and Foreign Equity Market Yields: Tests of Granger Causality". Journal of International Business Studies, Fourth Quarter, PP: 723-736.
-
(1991)
Journal of International Business Studies
, pp. 723-736
-
-
Cochran, S.J.1
Mansur, I.2
-
5
-
-
0003197384
-
No contagion, only interdependence: Measuring stock market co-movements
-
JELNo. F30.F40, G15
-
Forbes, K. and Roberto Rigobon (1999), "No Contagion, Only Interdependence: Measuring Stock Market Co-Movements," NBER Working Paper No. 7267, JELNo. F30.F40, G15.
-
(1999)
NBER Working Paper No. 7267
-
-
Forbes, K.1
Rigobon, R.2
-
8
-
-
0000337625
-
An asymptotic chi-square test for the equity of two correlation matrices
-
Jennrich, R. (1970), "An Asymptotic Chi-Square Test for the Equity of Two Correlation Matrices," Journal of the American Statistical Association, Col. 65, Issue 330, PP: 904-912.
-
(1970)
Journal of the American Statistical Association
, vol.65
, Issue.330
, pp. 904-912
-
-
Jennrich, R.1
-
9
-
-
0010798257
-
Why do markets move together? An investigation of US Japan stock return co-movements
-
Karolyi, A. and R. M. Stulz (1996), "Why Do Markets Move Together? An Investigation of US Japan Stock Return Co-Movements," The Journal of Finance, Vol. LI, No. 3 PP: 951-986.
-
(1996)
The Journal of Finance
, vol.L1
, Issue.3
, pp. 951-986
-
-
Karolyi, A.1
Stulz, R.M.2
-
10
-
-
0002525307
-
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, Vol. 14, No. 1. PP: 3-26.
-
(1995)
Journal of International Money and Finance
, vol.14
, Issue.1
, pp. 3-26
-
-
Longin, F.1
Solnik, B.2
-
11
-
-
0006553967
-
-
3rd ed. Saint Paul: West Publishing Company
-
Madura, Jeff (1992), International Financial Management, 3rd ed. Saint Paul: West Publishing Company, pp. 489-490.
-
(1992)
International Financial Management
, pp. 489-490
-
-
Madura, J.1
-
13
-
-
0031446533
-
Dynamic linkages and propagation mechanism driving major international stock markets: An analysis of the pre- and post crash eras
-
Masih, A. M. M. and R. Masih (1997), "Dynamic Linkages and Propagation Mechanism Driving Major International Stock Markets: An Analysis of the Pre- and Post Crash Eras," Quarterly of Economics and Finance, PP: 859-885.
-
(1997)
Quarterly of Economics and Finance
, pp. 859-885
-
-
Masih, A.M.M.1
Masih, R.2
-
14
-
-
0005540086
-
Long and short term dynamic causal transmission amongst international stock markets
-
Masih R. and A. M. M. Masih (2001), "Long and Short Term Dynamic Causal Transmission Amongst International Stock Markets," Journal of International Money and Finance, Vol. 20, Issue 4, PP: 563-58.
-
(2001)
Journal of International Money and Finance
, vol.20
, Issue.4
, pp. 563-587
-
-
Masih, R.1
Masih, A.M.M.2
-
15
-
-
76549107892
-
Analysis of the linkage among daily movement of the US, The UK, and The Japanese stock markets
-
Portugal, Aug.
-
Rezayat, F. and P. A. Basseer (2001), "Analysis of the Linkage Among Daily Movement of the US, The UK, and The Japanese Stock Markets," Proceedings of The International Business Association Conference, Portugal, Aug. 15-21.
-
(2001)
Proceedings of The International Business Association Conference
, pp. 15-21
-
-
Rezayat, F.1
Basseer, P.A.2
-
16
-
-
76549108759
-
Analysis of linkage among the daily movement of the U.S., the U.K., and the japanese stock markets during 1999-2001
-
New York, U.S., Aug.
-
Rezayat, F. (2002), "Analysis of Linkage Among the Daily Movement of the U.S., the U.K., and the Japanese Stock Markets During 1999-2001," Proceedings of the American Statistical Meetings-Business and Economics Sections, New York, U.S., Aug. 11-15.
-
(2002)
Proceedings of the American Statistical Meetings-Business and Economics Sections
, pp. 11-15
-
-
Rezayat, F.1
-
17
-
-
76549134674
-
Short-term linkages among the US, UK, French, German and the Japanese stock markets during 1999-2001
-
Budapest, Hungary, July
-
Rezayat, F. and Yavas, B. (2003). "Short-Term Linkages Among the US, UK, French, German and the Japanese Stock Markets During 1999-2001," Proceedings of the Global Business and Technology Association, Budapest, Hungary, July 10-14.
-
(2003)
Proceedings of the Global Business and Technology Association
, pp. 10-14
-
-
Rezayat, F.1
Yavas, B.2
|