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Intervalling Effect on Intertemporal Stability among Asian Emerging Markets and Developed Markets


  • Tang, Gordon Y. N.


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  • Tang, Gordon Y. N., 1996. "Intervalling Effect on Intertemporal Stability among Asian Emerging Markets and Developed Markets," Journal of Business Research, Elsevier, vol. 36(3), pages 257-265, July.
  • Handle: RePEc:eee:jbrese:v:36:y:1996:i:3:p:257-265

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    References listed on IDEAS

    1. Kaplanis, Evi C., 1988. "Stability and forecasting of the comovement measures of international stock market returns," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 63-75, March.
    2. Hilliard, Jimmy E, 1979. "The Relationship between Equity Indices on World Exchanges," Journal of Finance, American Finance Association, vol. 34(1), pages 103-114, March.
    3. Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice, 1976. "Comovement of International Equity Markets: A Taxonomic Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(03), pages 415-432, September.
    4. Wahab, Mahmoud & Lashgari, Malek, 1993. "Covariance Stationarity of International Equity Markets Returns: Recent Evidence," The Financial Review, Eastern Finance Association, vol. 28(2), pages 239-260, May.
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