Economic determinants of the correlation structure across international equity markets
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- Campbell, John Y & Hamao, Yasushi, 1992.
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- Arshanapalli, Bala & Doukas, John, 1993. "International stock market linkages: Evidence from the pre- and post-October 1987 period," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 193-208, February.
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