Local and global price memory of international stock markets
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Volume (Year): 9 (1999)
Issue (Month): 2 (April)
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- 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.
- Knif, Johan & Pynnonen, Seppo & Luoma, Martti, 1995. "An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets," European Journal of Operational Research, Elsevier, vol. 81(2), pages 259-270, March.
- Mathur, Ike & Subrahmanyam, Vijaya, 1990. " Interdependencies among the Nordic and U.S. Stock Markets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 92(4), pages 587-597.
- Robert F. Engle & Takatoshi Ito & Wen-Ling Lin, 1988.
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- Karolyi, G Andrew, 1995. "A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 11-25, January.
- Grubel, Herbert G & Fadner, Kenneth, 1971. "The Interdependence of International Equity Markets," Journal of Finance, American Finance Association, vol. 26(1), pages 89-94, March.
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