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Are National Stock Markets Linked?

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References

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2015Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis74 cited

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1999Short- and long-term links among European and US stock markets74 cited

2000Stock Prices and Exchange Rate Dynamics74 cited

1993Regularities in the data between major equity markets: evidence from Granger causality tests64 cited

1999Macroeconomic determinants of long-term stock market comovements among major EMS countries63 cited

1998Are the ASEAN Equity Markets Interdependent?58 cited

2010Cointegration in Central and East European markets in light of EU accession49 cited

1995International Integration of Equity Markets and Contagion Effects45 cited

1993INTRADAY MARKET BEHAVIOR AND THE EXTENT OF FEEDBACK BETWEEN S&P 500 FUTURES PRICES AND THE S&P 500 INDEX42 cited

1998Cointegration, forecasting and international stock prices41 cited

1997Equity market integration: The case of North America33 cited

2017Portfolio risk-return analysis: The case of the automotive industry in the Czech Republic23 cited