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Short-run and long-run dynamic linkages among international stock markets

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Hassan, M. Kabir
Naka, Atsuyuki

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Article provided by Elsevier in its journal International Review of Economics & Finance.

Volume (Year): 5 (1996)
Issue (Month): 4 ()
Pages: 387-405
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Handle: RePEc:eee:reveco:v:5:y:1996:i:4:p:387-405

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Web page: http://www.elsevier.com/locate/inca/620165

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  1. Bank for International Settlements and Bank Negara Malaysia, 2008. "Regional financial integration in Asia: present and future," BIS Papers, Bank for International Settlements, number 42, Janvier-M. [Downloadable!]
  2. Chris Higson & Sean Holly & Ivan Petrella, 2009. "The Financial Integration of the European Union: Common and Idiosyncratic Drivers," Working Paper / FINESS 1.1d, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  3. Bank for International Settlements, 2008. "Integration of India's stock market with global and major regional markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 202-236 Bank for International Settlements. [Downloadable!]
  4. Varadi, Vijay Kumar & Boppana, Nagarjuna, 2009. "Are stock exchanges integrated in the world? - A critical Analysis," MPRA Paper 15902, University Library of Munich, Germany. [Downloadable!]
  5. Joseph Friedman & Yochanan Shachmurove, 2005. "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive 05-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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