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High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations

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References

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1981International Portfolio Diversification and the Inter-Temporal Stability of International Stock Market Relationships, 1957-78

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100 cited

1971Predictability of Stock Market Prices.92 cited

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2009Stock Markets Integration: Examining Linkages between Selected World Markets33 cited
2005The Euro and European Financial Market Dependence33 cited
2006International correlations across stock markets and industries: trends and patterns 1988–200231 cited
2001Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets30 cited
1997Correlation of Returns in Non-Contemporaneous Markets30 cited
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1994EVIDENCE ON ADJUSTMENTS IN MAJOR NATIONAL STOCK MARKET LINKAGES OVER THE 1980S28 cited
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