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The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control.. (1989). Tonks, Ian ; Taylor, Mark.
In: The Review of Economics and Statistics.
RePEc:tpr:restat:v:71:y:1989:i:2:p:332-36.

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  2. The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Muller, Aline ; Hubner, Georges ; Babaei, Hamid.
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  13. Chinas “New normal”: Will Chinas growth slowdown derail the BRICS stock markets?. (2019). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal.
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  19. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
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  20. Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated. (2017). Wong, Tat Wing ; Chiu, Mei Choi.
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  21. WHO DRIVES WHOM? INVESTIGATING THE RELATIONSHIP BETWEEN THE MAJOR STOCK MARKETS. (2016). Cagli, Efe ; Mandaci, Pinar Evrim .
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  22. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
    In: Working Papers.
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  23. Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach. (2016). Matsuki, Takashi.
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  24. Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets. (2016). Paramati, Sudharshan Reddy ; Tandon, Kishore ; Gupta, Rakesh.
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  25. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
    In: Working Papers.
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  26. The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?. (2016). SAITI, BUERHAN ; Masih, Abul.
    In: International Journal of Economics and Financial Issues.
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  27. On the Market-Neutrality of Optimal Pairs-Trading Strategies. (2016). Angoshtari, Bahman.
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    In: Global Business Review.
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  29. Do Markets Cointegrate after Financial Crises? Evidence from G-20 Stock Markets. (2015). Shamsub, Hannarong ; Haque, Mahfuzul.
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  30. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
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  31. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
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  33. The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?. (2014). SAITI, BUERHAN ; Masih, Abul.
    In: MPRA Paper.
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  34. Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches. (2014). Tiwari, Aviral ; Arouri, Mohamed ; Uddin, Gazi Salah.
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  35. The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Yoshida, Yushi ; Sugimoto, Kimiko ; Matsuki, Takashi .
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  36. FINANCIAL MARKET LINKAGE IN EAST ASIAN COUNTRIES. (2013). Shiotani, Kyosuke ; Matsubayashi, Yoichi.
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  37. Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian. (2013). Trofimov, Ivan D..
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  38. The global financial crisis: An analysis of the spillover effects on African stock markets. (2013). Yoshida, Yushi ; Matsuki, Takashi ; Sugimoto, Kimiko .
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  39. Stock Market Linkages in Emerging Asia-Pacific Markets. (2013). P, Srinivasan ; M., Kalaivani, ; P., Srinivasan, .
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  40. Optimal investment for an insurer with cointegrated assets: CRRA utility. (2013). Wong, Hoi Ying ; Chiu, Mei Choi.
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  41. International portfolio diversification opportunities between Turkey and other emerging markets. (2012). Bank, Semra .
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  42. Mean–variance asset–liability management: Cointegrated assets and insurance liability. (2012). Wong, Hoi Ying ; Chiu, Mei Choi.
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  43. Are the Major South Asian Equity Markets Co-Integrated?. (2011). Subhani, Muhammad ; Osman, Amber ; Hasan, Syed ; Subhani, Dr. Muhammad Imtiaz, ; Hasan, Dr. Syed Akif, ; Mehar, Ayub .
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  44. Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis. (2011). Swanson, Peggy ; Phengpis, Chanwit.
    In: Review of Quantitative Finance and Accounting.
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  45. Mean-variance portfolio selection of cointegrated assets. (2011). Wong, Hoi Ying ; Chiu, Mei Choi.
    In: Journal of Economic Dynamics and Control.
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  46. Correlations and spillovers among three euro rates: evidence using realised variance. (2010). Ruiz, Isabel ; Speight, Alan ; McMillan, David.
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  47. Does trade matter for stock market integration?. (2010). Abd. Majid, M. Shabri ; Karim, Bakri Abdul .
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  49. How does European Integration affect the European Stock Markets?. (2009). Erdogan, Burcu .
    In: Center for European, Governance and Economic Development Research Discussion Papers.
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  51. Financial Integration between Indonesia and Its Major Trading Partners. (2009). Abdul Karim, Bakri ; Abd. Majid, M. Shabri ; Abdul Karim, Samsul Ariffin, ; Abdul Majid, M. Shabri, .
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  52. Are stock exchanges integrated in the world? - A critical Analysis. (2009). Varadi, Vijay ; Nagarjuna, Boppana ; BOPPANA, Nagarjuna .
    In: MPRA Paper.
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  53. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2009). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
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  54. Are the Central European Stock Markets Still Different? A Cointegration Analysis. (2009). Fache Rousová, Linda ; Rousova, Linda .
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  55. Financial co-movement and correlation: evidence from 33 international stock market indices. (2009). McMillan, David G. ; Twm Evans, ; Twm Evans, .
    In: International Journal of Banking, Accounting and Finance.
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  56. Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality. (2009). Ruiz, Isabel ; McMillan, David G..
    In: International Journal of Financial Markets and Derivatives.
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  57. How does European Integration affect the European Stock Markets?. (2009). Erdogan, Burcu .
    In: Center for European, Governance and Economic Development Research (cege) Discussion Papers.
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  58. International financial integration in Asian bond markets. (2009). Vo, Xuan Vinh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:1:p:90-106.

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  59. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
    In: Global Finance Journal.
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  60. Is There Any International Diversification Benefits in ASEAN Stock Markets?. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
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  61. How Does European Integration Affect the European Stock Markets?. (2009). Erdogan, Burcu .
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  62. The Turkish Stock Market Integration with Developed and Emerging Countries Stock Markets: Evidence from Cointegration Tests with and without Regime Shifts. (2009). Kasman, Adnan ; Vardar, Gulin ; Aksoy, Goke ; Okan, Berna .
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  63. A century of global equity market correlations. (2008). Voth, Hans-Joachim ; Quinn, Dennis .
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  64. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2008). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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  65. Cointegration and dynamic linkages of international stock markets: an emerging market perspective. (2008). Ahmed, Walid.
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  66. A common factor analysis for the US and the German stock markets during overlapping trading hours. (2008). Jung, Robert ; Flad, Michael .
    In: Journal of International Financial Markets, Institutions and Money.
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  68. COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE. (2008). Kouretas, Georgios ; Constantinou, Eleni ; Kazandjian, Avo ; Tahmazian, Vera.
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  72. Interdependence of Nordic and Baltic Stock Markets. (2007). Nielsson, Ulf.
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  74. International correlations across stock markets and industries: trends and patterns 1988-2002. (2006). Tapon, Francis ; Sun, Yiguo ; Yang, Li.
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  75. Business-cycle fluctuations and international equity correlations. (2006). Pierdzioch, Christian ; Kizys, Renatas.
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  77. A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market. (2006). Chang, Tsangyao ; Caudill, Steven B.
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  78. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsangyao ; Lu, Yang-Cheng.
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  79. Do frontier equity markets exhibit common trends and still provide diversification opportunities?. (2005). Miles, William.
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  80. Free trade agreements and equity market integration: the case of the US and Jordan. (2005). Al-Zoubi, Haitham ; Al-Zuobi, Hiatham ; Maghyereh, Aktham.
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  81. European public real estate market integration. (2005). Zhu, Guozhong ; Yang, Jian ; Kolari, James W..
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  82. Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin.
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  83. Price Linkages Between the US, Japan and UK Stock Markets. (2005). Floros, Christos.
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  85. Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange. (2005). Kouretas, Georgios ; Kazandjian, Avo ; Tahmazian, Vera ; Constantinou, Eleni.
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  90. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. (2004). Smyth, Russell ; Narayan, Paresh.
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  91. The linkage between the US and Korean stock markets: the case of NASDAQ, KOSDAQ, and the semiconductor stocks. (2004). Jeon, Bang ; Jang, Beom-Sik.
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