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International bond market linkages: a structural VAR analysis. (2005). Yang, Jian.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:15:y:2005:i:1:p:39-54.

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  2. Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping.
    In: International Review of Financial Analysis.
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  3. Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States. (2023). Shimizu, Shohei ; Jiang, YI.
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  4. ?uk?k or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model. (2022). Ludeen, Abdullah ; Alonazi, Wadi B ; Rehman, Mohd Ziaur ; Khan, Uzair Abdullah ; Bhutto, Niaz Ahmed.
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  5. Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan.
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  7. Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel.
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  8. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif.
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  9. Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution. (2019). Santillan-Salgado, Roberto J ; Lopez-Herrera, Francisco ; Cabello, Alejandra.
    In: Global Finance Journal.
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  10. Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan.
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  11. Who drives whom ? sukuk or bond? A new evidence from granger causality and wavelet approach. (2018). Masih, Abul ; Haque, Md. Mahmudul ; Chowdhury, Mohammad Ashraful Ferdous ; Bacha, Obiyathulla ; Buriev, Abdul Aziz.
    In: Review of Financial Economics.
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  12. On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya.
    In: Working Papers.
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  13. The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, Kabir M ; Sclip, Alex ; Miani, Stefano ; Dreassi, Alberto ; Paltrinieri, Andrea.
    In: The Quarterly Review of Economics and Finance.
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  14. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej .
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  15. Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja.
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  16. Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal .
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  17. Modelling interactions among the housing market and key US sectors. (2016). Yunus, Nafeesa.
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  18. Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna.
    In: Emerging Markets Review.
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  19. Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis. (2014). Najeeb, Syed ; Masih, Abul ; Bacha, Obiyathulla.
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  20. Modelling the sovereign linkages of key Latin American economies. (2013). Thuraisamy, Kannan ; Gannon, Gerard.
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  21. Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets. (2013). Piljak, Vanja.
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  22. Government bond market linkages within EMU: evidence from a multivariate Granger causality analysis. (2013). Matei, Iuliana.
    In: Economics Bulletin.
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  23. International linkages of Japanese bond markets: an empirical analysis. (2012). Jeon, Bang ; Zhang, Hongfang ; Ji, Philip .
    In: MPRA Paper.
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  24. Global Bonding; Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?. (2012). Bayoumi, Tamim ; Bui, Trung T.
    In: IMF Working Papers.
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  25. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events. (2010). lucey, brian ; Aggarwal, Raj.
    In: Journal of Common Market Studies.
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  26. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events. (2010). lucey, brian ; Aggarwal, Raj ; Muckley, Cal.
    In: Journal of Common Market Studies.
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  27. The dynamics among G7 government bond and equity markets and the implications for international capital market diversification. (2008). Smith, Kenneth L. ; Swanson, Peggy E..
    In: Research in International Business and Finance.
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  28. The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing. (2008). Diks, Cees ; Bekiros, Stelios.
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  29. Dynamic linkages between international bond markets. (2007). Ciner, Cetin .
    In: Journal of Multinational Financial Management.
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  30. Measuring and assessing the effects and extent of international bond market integration. (2006). Steeley, James ; lucey, brian.
    In: Journal of International Financial Markets, Institutions and Money.
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    RePEc:eee:jbfina:v:26:y:2002:i:1:p:51-78.

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  42. International linkage of interest rates: Evidence from the emerging economies of Asia. (2002). Anoruo, Emmanuel ; Thiewes, Harold F. ; Ramchander, Sanjay.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235.

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  43. Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91.

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  44. Economic determinants of emerging stock market interdependence. (2002). Pretorius, Elna.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:1:p:84-105.

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  45. International portfolio diversification: US and Central European equity markets. (2002). Gilmore, Claire G. ; McManus, Ginette M..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:1:p:69-83.

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  46. Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets. (2001). Smith, Kenneth L..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:1:p:69-87.

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  47. Long and short term dynamic causal transmission amongst international stock markets. (2001). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:4:p:563-587.

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  48. 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.

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  49. Co-movements of U.S. and Latin American equity markets before and after the 1987 crash. (2001). Meric, Gulser ; Ratner, Mitchell ; Leal, Ricardo P. C., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:3:p:219-235.

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  50. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. (1999). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:251-282.

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  51. Money Growth Variability and Stock Returns: An Innovations Accounting Analysis. (1998). Abdullah, Dewan.
    In: International Economic Journal.
    RePEc:taf:intecj:v:12:y:1998:i:4:p:89-104.

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  52. An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173.

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  53. Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204.

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  54. 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.

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  55. Common volatility in the industrial structure of global capital markets. (1997). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:2:p:189-209.

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  56. The benefits from international diversification for Nordic investors. (1997). Loflund, Anders ; Liljeblom, Eva ; Krokfors, Svante.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:4:p:469-490.

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  57. Common factors in international stock prices: Evidence from a cointegration study. (1996). Jeon, Bang ; Bachman, Daniel ; Choi, Jongmoo Jay ; Kopecky, Kenneth J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:5:y:1996:i:1:p:39-53.

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  58. Pre and post-October 1987 stock market linkages between U.S. and Asian markets. (1995). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:3:y:1995:i:1:p:57-73.

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  59. Comovements in national stock market returns: Evidence of predictability, but not cointegration. (1995). Richards, Anthony.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:36:y:1995:i:3:p:631-654.

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  60. Integrating Money Into Regional Models Of Leading Indicators. (1991). Kozlowski, Paul J..
    In: The Review of Regional Studies.
    RePEc:rre:publsh:v21:y:1991:i:3:p:235-248.

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