References

• 2009Global market integration: An alternative measure and its application☆621 cited
• 2005Stock market integration in ASEAN after the Asian financial crisis294 cited
• 2004International equity market integration: Theory, evidence and implications252 cited
• 1993The Integration of World Capital Markets107 cited
• 2009Impact of the 2007 US financial crisis on the emerging equity markets94 cited
• 2011Stock market integration in Africa73 cited
• 1997An Examination of ASEAN Stock Markets: A Cointegration Approach62 cited
• 1998Are the ASEAN Equity Markets Interdependent?58 cited
• 2001A Primer on the Orthogonal GARCH Model56 cited
• 2005Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets45 cited
• 2014Measuring stock market contagion: Local or common currency returns?43 cited
• 2012INTEGRATION OF ASEAN-5 STOCK MARKETS: A REVISIT33 cited
• 2009Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea*32 cited

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