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Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets

  • Tai, Chu-Sheng
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    File URL: http://www.sciencedirect.com/science/article/pii/S1566-0141(07)00003-9
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    Article provided by Elsevier in its journal Emerging Markets Review.

    Volume (Year): 8 (2007)
    Issue (Month): 4 (December)
    Pages: 264-283

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    Handle: RePEc:eee:ememar:v:8:y:2007:i:4:p:264-283
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620356

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    22. De Santis, Giorgio & Gerard, Bruno, 1998. "How big is the premium for currency risk?," Journal of Financial Economics, Elsevier, vol. 49(3), pages 375-412, September.
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    24. Errunza, Vihang & Losq, Etienne & Padmanabhan, Prasad, 1992. "Tests of integration, mild segmentation and segmentation hypotheses," Journal of Banking & Finance, Elsevier, vol. 16(5), pages 949-972, September.
    25. Jorion, Philippe & Schwartz, Eduardo, 1986. " Integration vs. Segmentation in the Canadian Stock Market," Journal of Finance, American Finance Association, vol. 41(3), pages 603-14, July.
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