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International Portfolio Diversification and the Inter-Temporal Stability of International Stock Market Relationships, 1957-78
0 references·16 citing·51 second hopsampled
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  • 1999Economic determinants of the correlation structure across international equity markets95 cited
  • 1996Short-run and long-run dynamic linkages among international stock markets83 cited
  • 2002Emerging Markets: When Are They Worth It?81 cited
  • 2006Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications72 cited
  • 1990High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations72 cited
  • 2001International Portfolio Investment: Theory, Evidence, and Institutional Framework69 cited
  • 1991The Intertemporal Stability of the Relationships Between the Asian Emerging Equity Markets and the Developed Equity Markets68 cited
  • 1997International portfolio diversification: a synthesis and an update64 cited
  • 2008International financial integration in Asian bond markets55 cited
  • 2001Co-movements of U.S. and Latin American equity markets before and after the 1987 crash53 cited
  • 1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods37 cited
  • 1999Stocks and currencies: are they related?36 cited
  • 1991International asset pricing and equity market risk33 cited

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2005
The Euro and European Financial Market Dependence
33 cited
  • 2006International correlations across stock markets and industries: trends and patterns 1988–200231 cited
  • 1995Linkages among European and world stock markets30 cited