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Equity market linkage and multinational trade accords: The case of NAFTA

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1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited

2000Volatility spillover effects from Japan and the US to the Pacific–Basin670 cited

Cited by

2014Country and industry convergence of equity markets: International evidence from club convergence and clustering41 cited
2019Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods38 cited
2006A further look at linkages between NAFTA equity markets35 cited
2013The impact of NAFTA on North American stock market linkages31 cited
2006Information transmission and spillover in currency markets: A generalized variance decomposition analysis26 cited
2014A spatial–temporal analysis of East Asian equity market linkages25 cited
2010Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering24 cited
2014Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis23 cited
2009Financial progress and the stability of long‐run money demand: Implications for the conduct of monetary policy in emerging economies22 cited