Integration and interdependence of stock and foreign exchange markets: an Australian perspective
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Volume (Year): 13 (2003)
Issue (Month): 3 (July)
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References listed on IDEAS
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- Kasa, Kenneth, 1992. "Common stochastic trends in international stock markets," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 95-124, February.
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- Bracker, Kevin & Docking, Diane Scott & Koch, Paul D., 1999. "Economic determinants of evolution in international stock market integration," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 1-27, January.
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- Cheung, Yin-Wong & Ng, Lilian K., 1998. "International evidence on the stock market and aggregate economic activity," Journal of Empirical Finance, Elsevier, vol. 5(3), pages 281-296, September.
- Abul F.M. Shamsuddin & Richard A. Holmes, 1997. "Cointegration test of the monetary theory of inflation and forecasting accuracy of the univariate and vector ARMA models of inflation," Journal of Economic Studies, Emerald Group Publishing, vol. 24(5), pages 294-306, October.
- Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
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