Nothing Special   »   [go: up one dir, main page]
create a website
Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco .
In: MPRA Paper.
RePEc:pra:mprapa:44133.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 62

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. ARDL panel estimation of stock market indices and macroeconomic environment of CEE and SEE countries in the last decade of transition. (2017). Peša, Anita ; Bosna, Jurica ; Wroska-Bukalska, Elbieta ; Pea, Anita Radman.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0134-0.

    Full description at Econpapers || Download paper

  2. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ammer J. and J. Mei (1996). Measuring international linkages with stock market data. Journal of Finance, 51, 1743-1763

  2. Bartram, S.M., Bodnar, G.M. 2009. No place to hide: The global crisis in equity markets in 2008/2009. Journal of International Money and Finance 28, 1246-1292.

  3. Basu, R. (2002). Financial contagion and investor ‘learning’: an empirical investigation. IMF Working Paper No 02/218, 1-37

  4. Beirne J., Caporale G.M., Schulza-Gattle, M., Spagnolo, N. 2010. Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. Emerging Market Review 11(3): 250-260.

  5. Bekaert G., Harvey, C.R., 1995. Time-varying world market integration. Journal of Finance 50, 403-444.

  6. Burns, P., Engle, R., 1988. Correlations and volatilities of asynchronous data. Journal of Derivatives 5, 7-18.
    Paper not yet in RePEc: Add citation now

  7. Chelley-Steeley, P.L., 2004. Equity market integration in the Asia-Pacific region: A smooth transition analysis. International Review of Financial Analysis 12, 621-632.

  8. Chelley-Steeley, P.L., 2005. Modelling equity market integration using smooth transition analysis: A study of Eastern European stock markets. Journal of International Money and Finance 24, 818-831.

  9. Chiang, T.C., Jeon B.N., Li, H., 2007. Dynamic correlation analysis of financial contagion: Evidence from Asian markets. Journal of International Money and Finance 26, 1206-1228.

  10. Christie, A.A., 1982. The stochastic behaviour of common stock variances: value, leverage and interest rate effects. Journal of Financial Economics 10(4), 407-432.

  11. Chudik, A and M. Fratzscher (2011), Identifying the global transmission of the 2007-2009 financial crisis in A GVAR model, European Economic Review, 55, 325-339

  12. Collins, D., Biekpe, N., 2003. Contagion: a fear for African equity markets? Journal of Economics and Business 55, 285-297.

  13. Corsetti, G, Pericoli, M., Sbracia, M. (2005). Some contagion, some interdependence: more pitfalls in tests of financial contagion, Journal of International Money and Finance, 24, 8, 1177-1199.

  14. Damian C.V. (2011), Cointegration in Central and East European markets in light of EU accession, Journal of International Financial Markets, Institutions & Money, 21, 144-155

  15. Divecha, A.B., Drach, J., Stefek, D., 1992. Emerging markets: a quantitative perspective. Journal of Portfolio Management 18(1), 41-50.
    Paper not yet in RePEc: Add citation now

  16. Dvorak, T., Podpiera, R., 2006. European Union enlargement and equity markets in accession countries. Emerging Markets Review 7, 129-146.

  17. Eaker, M., Grant, D.M., Woodard, N. 2000. Realized rates of returns in emerging markets. Journal of Portfolio Management 26(3), 41-49.
    Paper not yet in RePEc: Add citation now

  18. Egert, B., Kocenda, E., 2007. Interdependence between Eastern and Western European stock markets: Evidence from intraday data. Economic Systems 31, 184-203.

  19. Engle, R.F., 2000. Dynamic Conditional Correlation – A simple Class of Multivariate GARCH models. UCSD Economics Discussion Paper, No 2000-09.

  20. Engle, R.F., 2002. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive-conditional heteroskedasticity models, Journal of Business and Economics Statistics 20, 339-350.

  21. Engle, R.F., Granger, C.W.J., Kraft, D., 1984. Combining competing forecasts of inflation using a bivariate ARCH Model. Journal of Economic Dynamics and Control 8, 151-165.

  22. Engle, R.F., Kroner, K.F., 1995. Multivariate simultaneous generalized ARCH. Econometric Theory 11, 122-150.

  23. Engle, R.F., Sheppard, K., 2001. Theoretical and empirical properties of Dynamic Conditional Correlation MVGARCH, Working paper No 15, University of California at San Diego
    Paper not yet in RePEc: Add citation now
  24. Erb, C.B., Harvey C.R. and Viskanta E. (1994), Forecasting international equity correlations, Financial Analysts Journal, 6, 32-45.
    Paper not yet in RePEc: Add citation now

  25. Fratzscher, M., 2001. Financial market integration in Europe: on the effects of EMU on stock markets, ECB Working Paper series, No 48, 1-44.

  26. Gardó S. and Martin R. (2010), The impact of the global economic and financial crisis on Central, Eastern and South-Eastern Europe: a stock-taking exercise, ECB, Occasional Paper Series, No 114, June, 1-67.

  27. Gilmore C.G., Lucey B.M., McManus G.M. 2008. The Dynamics of Central European equity market comovements. The Quarterly Review of Economics and Finance 48, 605-622.

  28. Gilmore, C.G., McManus, G.M., Tezel, A., 2005. Portfolio allocations and the emerging equity markets of Central Europe. Journal of Multinational Financial Management 15, 287-300.

  29. Gilmore, C.G., McManus, M.G., 2002. International portfolio diversification: US and Central European equity markets, Emerging Markets Review 3, 69-83.

  30. Goetzmann, W., Jorion, P. 1999. Re-emerging markets. Journal of Financial and Quantitative Analysis 34, 1-32.

  31. Huang, B.N., Yang, C.W., Hu, J.W.S., 2000. Causality and cointegration of stock markets among the United States, Japan, and the South China Growth Triangle. International Review of Financial Analysis 9(3), 281-297.

  32. Huygebaert, N. and Wang, L. (2010). The Co-Movement of Stock Markets in East Asia. Did the 1997-1998 Asian Financial Crisis really Strengthen Stock Market Integration? China Economic Review, 21(1), 98-112.

  33. Jang, H. and W. Sul (2002), The Asian financial crisis and the co-movement of Asian stock markets, Journal of Asian Economics, 13, 94-104

  34. Jo P.I., In F. (2010), The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads, Journal of International Financial Markets, Institutions & Money, 20, 575-589

  35. Johansen, S., 1988. Statistical Analysis of Cointegrating Vectors. Journal of Dynamic and Control 12, 231-254.

  36. Johansen, S., Juselius, K., (1990). Maximum Likelihood Estimation and Inference on Cointegration – with Application to the demand for Money. Oxford Bulletin of Economics and Statistics 52, 169-210.

  37. Johansen, S., Juselius, K., (1992). Testing the structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK, Journal of Econometrics, 53, 211-244

  38. Johansson, A, Ljungwall, C., 2009. Spillover Effects Among the Greater China Stock Markets. World Development 37(4), 839-851.

  39. Kasman, A., Kasman, S., Torun, E., 2009. Dual long memory property in returns and volatility: Evidence from the CEE countries’s stock markets. Emerging Markets Review 10, 122-139.

  40. King M., Sentana E. And Wadhwani S. (1994), Volatility and the link between national stock markets, Econometrica, 62, 901-933

  41. King, M., Wadhwani, S., 1990. Transmission of volatility between stock markets. Review of Financial Studies 3(1), 5-33.

  42. Kizys R. and C. Pierdzioch C. (2006), Business-cycle fluctuations and international equity correlations, Global Finance Journal, Elsevier, 17(2), 252-270

  43. Korczak, P., Bohl, M.T., 2005. Empirical evidence on cross-listed shocks of Central and Eastern European companies. Emerging Markets Review 6, 121-137.

  44. Li H., Majerowska, E., 2008. Testing stock market linkages for Poland and Hungary: a multivariate GARCH approach. Research in International Business and Finance 22, 247-266.

  45. Lo A., Mackinlay A.C. 1990. An econometric analysis of nonsynchronous trading. Journal of Econometrics 45, 181-211.

  46. Lucey, B.M., Voronkova, S., 2008. Russian equity market linkages before and after the 1998 crises: Evidence from stochastic and regime-switching cointegration tests. Journal of International Money and Finance 27, 1303-1224.

  47. MacKinnon, J.G., 1991. Critical Values for Cointegration Tests, in: Engle, R.F., Granger, C.W.J. (Eds), Long-Run Economic Relationships. Oxford, London, 267-276.
    Paper not yet in RePEc: Add citation now
  48. Matkowski, Z., Rapacki, R. and M. Prochniak, Transition countries: economic situation in 2008 and the progress of market reforms, Wordl Economy Research Institute, Working Paper series, No 299, 1-65
    Paper not yet in RePEc: Add citation now
  49. McAndrews, J., Sarkar, A., wang, Z., 2008. The effect of the term auction facility on the London inter-bank offered rate. Federal reserve Bank of New York Staff Report 335
    Paper not yet in RePEc: Add citation now

  50. Middleton, C.A.J., Fifield, S.G.M., Power, D.M., 2008. An investigation of the benefits of portfolio investment in Central and Eastern European stock markets. Research in International Business and Finance 22, 162-174.

  51. Morgan, J.P., 1996. RiskMetrics – A Technical Document. Reuters, New York.
    Paper not yet in RePEc: Add citation now

  52. Ng, A., 2000. Volatility spillover effects from Japan and US to the Pacific-Basin. Journal of International Money and Finance, 19, 207-233.

  53. Rigobon, R., 2003. On the measurement of the international propagation of shocks: is the transmission stable? Journal of International Economics 61, 261-283.

  54. Roh, T.H., 2007. Forecasting the volatility of stock price index. Expert Systems with Applications 33, 916-922.
    Paper not yet in RePEc: Add citation now

  55. Sheng, H.C., Tu, A.H., 2000. A study of cointegration and variance decomposition among national equity indices before and during the period of the financial crisis. Journal of Multinational Financial Management 10, 345-365.

  56. Sorsa. P., Bakker B.B., Duenwald C, Maechler A.M. and A. Tiffin (2007). Vulnerabilities in Emerging Southeastern Europe: How Much Cause for Concern? IMF Working Paper, 07/236, 1-46
    Paper not yet in RePEc: Add citation now
  57. Syllignakis M.N. and G.P Kouretas (2001). Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets, International Review of Economics and Finance, 20, 717-732
    Paper not yet in RePEc: Add citation now

  58. Syriopoulos T. 2011. Financial integration and portfolio investments to emerging Balkan equity markets, Journal of Multinational Financial Management, 21, 40-54

  59. Syriopoulos, T., 2007. Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? International Review of Financial Analysis 16, 41-60.

  60. Syriopoulos, T., Roumpis, E. 2009. Dynamic correlations and volatility effects in the Balkan equity markets. Journal of International Financial Markets, Institutions and Money 19(4), 565-587.

  61. Vinh V.X., Daly J. 2005. European equity markets integration – Implications for US investors. Research in International Business and Finance, 19,155-170.
    Paper not yet in RePEc: Add citation now

  62. Voronkova, S., 2004. Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. International Review of Financial Analysis 13, 633-647.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Measuring time-varying financial market integration: An unobserved components approach. (2013). Berger, Tino ; Pozzi, Lorenzo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:463-473.

    Full description at Econpapers || Download paper

  2. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2013). Pedersen, Thomas ; Engsted, Tom.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-04.

    Full description at Econpapers || Download paper

  3. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco .
    In: MPRA Paper.
    RePEc:pra:mprapa:44133.

    Full description at Econpapers || Download paper

  4. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Menezes, Rui ; Hassani, Hossein ; Dionisio, Andreia.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:4:p:369-384.

    Full description at Econpapers || Download paper

  5. Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:5:p:1255-1265.

    Full description at Econpapers || Download paper

  6. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/714.

    Full description at Econpapers || Download paper

  7. Transition to the Euro and its impact on country portfolio diversification. (2011). Smimou, K..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:25:y:2011:i:1:p:88-103.

    Full description at Econpapers || Download paper

  8. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:146:y:2010:i:3:p:573-589.

    Full description at Econpapers || Download paper

  9. Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Li, Dan ; Cai, Yijie .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035.

    Full description at Econpapers || Download paper

  10. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:2:p:289-305.

    Full description at Econpapers || Download paper

  11. The Role of Portfolio Constraints in the International Propagation of Shocks. (2008). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6647.

    Full description at Econpapers || Download paper

  12. A GARCH-based method for clustering of financial time series: International stock markets evidence. (2007). Crato, Nuno ; Caiado, Jorge.
    In: MPRA Paper.
    RePEc:pra:mprapa:2074.

    Full description at Econpapers || Download paper

  13. Is there an identity within international stock market volatilities?. (2007). Crato, Nuno ; Caiado, Jorge ; Pea, Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:2069.

    Full description at Econpapers || Download paper

  14. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

    Full description at Econpapers || Download paper

  15. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Canto, Bea ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200625.

    Full description at Econpapers || Download paper

  16. Can Fundamentals Explain Cross-Country Correlations of Asset Returns?. (2006). Rodriguez, Rosa ; Restoy, Fernando.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:142:y:2006:i:3:p:585-598.

    Full description at Econpapers || Download paper

  17. Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?. (2006). Napolitano, Oreste.
    In: Discussion Papers.
    RePEc:prt:dpaper:1_2006.

    Full description at Econpapers || Download paper

  18. Business-cycle fluctuations and international equity correlations. (2006). Pierdzioch, Christian ; Kizys, Renatas.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:252-270.

    Full description at Econpapers || Download paper

  19. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-5.

    Full description at Econpapers || Download paper

  20. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

  21. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5598.

    Full description at Econpapers || Download paper

  22. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:844.

    Full description at Econpapers || Download paper

  23. Wealth Transfers, Contagion and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5117.

    Full description at Econpapers || Download paper

  24. Can fundamentals explain cross-country correlations of asset returns?. (2005). Restoy, Fernando ; Rodriguez, Rosa.
    In: Working Papers.
    RePEc:bde:wpaper:0540.

    Full description at Econpapers || Download paper

  25. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1411004.

    Full description at Econpapers || Download paper

  26. Cash flows and discount rates, industry and country effects, and co-movement in stock returns. (2004). Wongswan, Jon ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:818.

    Full description at Econpapers || Download paper

  27. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1137-1158.

    Full description at Econpapers || Download paper

  28. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0803.

    Full description at Econpapers || Download paper

  29. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:12:p:1423-1434.

    Full description at Econpapers || Download paper

  30. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9817.

    Full description at Econpapers || Download paper

  31. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:6:p:777-811.

    Full description at Econpapers || Download paper

  32. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

    Full description at Econpapers || Download paper

  33. International market linkages. (2003). Choi, Jay J. ; Bailey, Warren .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:399-404.

    Full description at Econpapers || Download paper

  34. U.S. multinationals and the home bias puzzle: an empirical analysis. (2003). Salehizadeh, Mehdi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:3:p:303-318.

    Full description at Econpapers || Download paper

  35. The persistence of international diversification benefits before and during the Asian crisis. (2003). Rose, Lawrence ; Meyer, Thomas O..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:2:p:217-242.

    Full description at Econpapers || Download paper

  36. The empirical relationship between risk and return: evidence from the UK stock market. (2003). Howe, John S. ; Xing, Xuejing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:329-346.

    Full description at Econpapers || Download paper

  37. A Bayesian analysis of a variance decomposition for stock returns. (2003). Li, Kai ; Koop, Gary ; Hollifield, Burton.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:5:p:583-601.

    Full description at Econpapers || Download paper

  38. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:879-903.

    Full description at Econpapers || Download paper

  39. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:10:p:2047-2064.

    Full description at Econpapers || Download paper

  40. Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. (2002). Christodoulakis, George ; Satchell, Stephen E..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:139:y:2002:i:2:p:351-370.

    Full description at Econpapers || Download paper

  41. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:109:y:2002:i:2:p:195-237.

    Full description at Econpapers || Download paper

  42. Modelling evolving long-run relationships: the linkages between stock markets in Asia. (2001). Sosvilla-Rivero, Simon.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:13:y:2001:i:2:p:145-160.

    Full description at Econpapers || Download paper

  43. Global equity styles and industry effects: the pre-eminence of value relative to size. (2001). Satchell, Stephen E. ; Kuo, Weiyu .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:11:y:2001:i:1:p:1-28.

    Full description at Econpapers || Download paper

  44. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
    In: Working Papers.
    RePEc:szg:worpap:0006.

    Full description at Econpapers || Download paper

  45. Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:1:y:2000:i:2:p:127-151.

    Full description at Econpapers || Download paper

  46. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Working Papers.
    RePEc:ecl:upafin:00-2.

    Full description at Econpapers || Download paper

  47. An analysis of the relationship between international bond markets. (2000). Clare, Andrew ; Lekkos, Ilias .
    In: Bank of England working papers.
    RePEc:boe:boeewp:123.

    Full description at Econpapers || Download paper

  48. Competitiveness and the convergence of international business practice: North American evidence after NAFTA. (1999). Braun, Gary P. ; Traichal, Patrick A..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:1:p:107-122.

    Full description at Econpapers || Download paper

  49. Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

    Full description at Econpapers || Download paper

  50. The relationship between international bond markets and international stock markets. (1998). Lim, Edward S. ; Swanson, Peggy E. ; Gallo, John G..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:7:y:1998:i:2:p:181-190.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 07:35:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.