Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners
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References listed on IDEAS
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- Bertoneche, Marc L., 1979. "Spectral analysis of stock market prices," Journal of Banking & Finance, Elsevier, vol. 3(2), pages 201-208, July.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- 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.
- 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.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Yochanan Shachmurove, "undated".
""Dynamic Daily Returns Among Latin Americans and Other Major World Stock Markets'',"
CARESS Working Papres
96-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Yochanan Shachmurove, "undated". "Dynamic Daily Returns Among Latin Americans and Other Major World Stock Markets," Penn CARESS Working Papers e5ba8f857b7ab5742bd6c3467, Penn Economics Department.
- Gerald P. Dwyer & R. W. Hafer, 1988. "Are national stock markets linked?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-14. Full references (including those not matched with items on IDEAS)
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