Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain
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- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
- Mario Reyes, 2001. "Asymmetric volatility spillover in the Tokyo stock exchange," Journal of Economics and Finance, Springer, vol. 25(2), pages 206-213, June.
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- Y. Liu & Ming-Shiun Pan & Joseph Shieh, 1998. "International transmission of stock price movements: Evidence from the U.S. and five Asian-Pacific markets," Journal of Economics and Finance, Springer, vol. 22(1), pages 59-69, March.
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