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Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets

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  • Chelley-Steeley, Patricia L.

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  • Chelley-Steeley, Patricia L., 2005. "Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 818-831, September.
  • Handle: RePEc:eee:jimfin:v:24:y:2005:i:5:p:818-831
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    14. Longin, Francois & Solnik, Bruno, 1995. "Is the correlation in international equity returns constant: 1960-1990?," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 3-26, February.
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