International transmission of monthly changes in equity values
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- Tom Doan, . "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
- Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
- Robichek, Alexander A & Cohn, Richard A & Pringle, John J, 1972. "Returns on Alternative Investment Media and Implications for Portfolio Construction," The Journal of Business, University of Chicago Press, vol. 45(3), pages 427-43, July.
- 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.
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