This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
International equity market integration in a small open economy: Ireland January 1990-December 2000 Author info | Abstract | Publisher info | Download info | Related research | Statistics Cotter, John
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal International Review of Financial Analysis .
Volume (Year): 13 (2004)
Issue (Month): 5 ()
Pages: 669-685
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:finana:v:13:y:2004:i:5:p:669-685Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620166
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Johansen, Soren & Juselius, Katarina, 1990.
"Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
Andrew Ang & Geert Bekaert, 2002.
"International Asset Allocation With Regime Shifts ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 15(4), pages 1137-1187.
Tim Bollerslev & Jeffrey Wooldridge, 1992.
"Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 11(2), pages 143-172.
[Downloadable!] (restricted)
Bae, Kee-Hong & Andrew Karolyi, G., 1994.
"Good news, bad news and international spillovers of stock return volatility between Japan and the U.S ,"
Pacific-Basin Finance Journal ,
Elsevier, vol. 2(4), pages 405-438, December.
[Downloadable!] (restricted)
Other versions: Eun, Cheol S. & Shim, Sangdal, 1989.
"International Transmission of Stock Market Movements ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 24(02), pages 241-256, June.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008.
"Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience ,"
Working papers
2008-49, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions:
Access and
download statistics Did you know? You can use convenient plug-ins to search directly IDEAS from your browser.
This page was last updated on 2009-12-3.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .