On the causality and co-movements of scandinavian stock market returns
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- Knif, Johan & Pynnonen, Seppo, 1999. "Local and global price memory of international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(2), pages 129-147, April.
- Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.
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- Ostermark, Ralf, 2001. "Multivariate cointegration analysis of the Finnish-Japanese stock markets," European Journal of Operational Research, Elsevier, vol. 134(3), pages 498-507, November.
- G. G. Booth & T. Martikainen, 1999. "Excess returns and international diversification: The Scandinavian view," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 181-185.
- Anil Sharma & Neha Seth, 2012. "Literature review of stock market integration: a global perspective," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 4(1), pages 84-122, April.
- Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010.
"Integrácia akciových trhov: DCC MV-GARCH model
[Stock Market Integration: DCC MV-GARCH Model]," Politická ekonomie, University of Economics, Prague, vol. 2010(4), pages 488-503.
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KeywordsFinance stock markets Scandinavia causality.;
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