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Time-Varying World Market Integration.. (1995). Harvey, Campbell ; Bekaert, Geert.
In: Journal of Finance.
RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44.

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  89. International linkages of Indian equity market: evidence from panel co-integration approach. (2020). Singhal, Shelly ; Choudhary, Sangita.
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  90. Is Financial Globalization in Reverse After the 2008 Global Financial Crisis? Evidence from Corporate Valuations. (2020). Stulz, René ; Karolyi, G. ; Doidge, Craig.
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  91. Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants. (2020). Sehgal, Sanjay ; Gupta, Priyanshi.
    In: International Economics and Economic Policy.
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  92. The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C.
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  93. Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid.
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  94. Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang.
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  95. Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu.
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  96. Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A.
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  97. Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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  98. Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong .
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    RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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  99. Corruption and equity market performance: International comparative evidence. (2020). , Walid.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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  100. Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi.
    In: Pacific-Basin Finance Journal.
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  101. Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230.

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  102. Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. (2020). Schindler, Nilufer ; Hens, Thorsten.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:172:y:2020:i:c:p:161-179.

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  103. Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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  104. On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona.
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  105. Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei.
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  106. Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon.
    In: Emerging Markets Review.
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  107. Financial integration in Europe through the lens of composite indicators. (2020). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
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  108. Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli.
    In: The North American Journal of Economics and Finance.
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  109. Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong.
    In: The North American Journal of Economics and Finance.
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  110. Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE.
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    RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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  111. Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai.
    In: Economic Modelling.
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  112. The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach. (2020). Oroumieh, Kiana Baensaf ; Javad, Seyed Mohammad ; Bajgiran, Bahareh Ramezanian ; Razmi, Seyedeh Fatemeh.
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  113. Daily tracker of global economic activity: a close-up of the COVID-19 pandemic. (2020). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perezquiros, Gabriel .
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    RePEc:ecb:ecbwps:20202505.

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  114. Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic. (2020). Perez Quiros, Gabriel ; Perez-Quiros, Gabriel ; Diaz, Elena Maria.
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  115. The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul.
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  116. Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations. (2020). John, K C ; Liang, Samuel Xin.
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    RePEc:bla:irvfin:v:20:y:2020:i:4:p:923-959.

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  117. Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations. (2020). Schell, Andreas ; Guhr, Thomas.
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  118. Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan.
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  119. .

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  120. EXPLORING DIVERSIFICATION BENEFITS IN ASIAN EQUITY MARKETS. (2019). Mensah, Jones ; Premaratne, Gamini.
    In: The Singapore Economic Review (SER).
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  121. Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World. (2019). cotter, john ; Roll, Richard ; Gabriel, Stuart.
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  122. Computing stock price comovements with a three-regime panel smooth transition error correction model. (2019). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Chlibi, Souhir.
    In: Annals of Operations Research.
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  123. Hidden Power of Trading Activity: The FLB in Tennis Betting Exchanges. (2019). Muga, Luis ; Abinzano, Isabel.
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:20:y:2019:i:2:p:261-285.

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  124. Risk and Return: The Case of Securities Listed on the West African Economic and Monetary Union Regional Exchange of Securities (BRVM). (2019). Essingone, Herv Ndoume ; Diallo, Mouhamadou Saliou.
    In: Applied Economics and Finance.
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  125. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
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  126. Predicting Volatility and Dynamic Relation Between Stock Market, Exchange Rate and Select Commodities. (2019). Roy, Preeti ; Siddiqui, Saif.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
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  127. Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
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  128. The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona.
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  129. The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam.
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  130. Market Efficiency and News Dynamics: Evidence from International Equity Markets. (2019). Chiang, Thomas C.
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  131. Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets. (2019). Chiang, Thomas C.
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  132. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. (2019). Ftiti, Zied ; Hadhri, Sinda.
    In: Journal of International Money and Finance.
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  133. Bad bad contagion. (2019). Londono, Juan M..
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  134. Foreign competition for shares and the pricing of information asymmetry: Evidence from equity market liberalization. (2019). Verrecchia, Robert E ; Vashishtha, Rahul ; Balakrishnan, Karthik .
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  135. Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets. (2019). Chiang, Thomas C.
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  136. Global and regional stock market integration in Asia: A panel convergence approach. (2019). Caporale, Guglielmo Maria ; Chen, Lei ; You, Kefei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306665.

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  137. Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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  138. Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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  139. How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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  140. Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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  141. The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis. (2019). Maitra, Debasish ; Dash, Saumya Ranjan.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:22:y:2019:i:c:p:135-150.

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  142. Financial integration in Europe through the lens of composite indicators. (2019). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192319.

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  143. Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph.
    In: CESifo Working Paper Series.
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  144. Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David.
    In: European Financial Management.
    RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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  145. .

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  146. A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Roestel, Jan ; Herwartz, Helmut.
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  147. Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu.
    In: Journal of Economics and Financial Analysis.
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  148. Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets. (2018). Sobti, Neharika.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
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  149. A GARCH Modelling of Volatility and M-GARCH Approach of Stock Market Linkages of North America. (2018). .
    In: Global Business Review.
    RePEc:sae:globus:v:19:y:2018:i:6:p:1538-1553.

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  150. Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico. (2018). .
    In: Journal of Emerging Market Finance.
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  151. Cross-Section of Asset Returns: Emerging Markets and Market Integration. (2018). Ajrapetova, Tamara.
    In: European Financial and Accounting Journal.
    RePEc:prg:jnlefa:v:2018:y:2018:i:1:id:205:p:41-60.

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  152. Measuring Systemic Risk on Indonesia’s Banking System. (2018). Mansur, Alfan.
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  153. The effect of sub-prime crisis on select southeast Asian stock markets. (2018). Masih, Abul ; Azahar, Nurshuhaida.
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  154. Does the major market influence transfer? Alternative effect on Asian stock markets. (2018). Lin, Wen-Yuan.
    In: Review of Quantitative Finance and Accounting.
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  155. Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Glascock, John L.
    In: The Journal of Real Estate Finance and Economics.
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  156. When Kamay Met Hill: Organisational Ethics in Practice. (2018). Szilagyi, Peter ; Loncarski, Igor ; Batten, Jonathan ; Lonarski, Igor.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:147:y:2018:i:4:d:10.1007_s10551-017-3435-4.

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  157. Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test. (2018). Balcilar, Mehmet ; Loate, Tumisang B ; Babalos, Vassilios ; Chisoro, Shingie.
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  158. Analysis of International ETF Tracking Error in Country-Specific Funds. (2018). Saunders, Kent T.
    In: Atlantic Economic Journal.
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  159. An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data. (2018). Zhang, Yuanqing ; Chiang, Thomas C.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:2:p:35-:d:138061.

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  160. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Yang, Cheol-Won ; Cai, Jun ; Ahn, Hee-Joon.
    In: Economies.
    RePEc:gam:jecomi:v:6:y:2018:i:4:p:67-:d:189816.

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  161. Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L.
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  162. Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint.
    In: Research in International Business and Finance.
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  163. Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou.
    In: International Review of Economics & Finance.
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  164. Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng.
    In: International Review of Economics & Finance.
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  165. Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta.
    In: International Review of Economics & Finance.
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  166. Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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  167. Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. (2018). Yu, Honghai ; Sun, Wencong ; Fang, Libing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:931-940.

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  168. Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

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  169. Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics. (2018). Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:93:y:2018:i:c:p:21-32.

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  170. Organization capital, labor market flexibility, and stock returns around the world. (2018). Leung, Woon Sau ; Wood, Geoffrey ; Chen, Jie ; Mazouz, Khelifa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:89:y:2018:i:c:p:150-168.

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  171. Implied volatility linkages between the U.S. and emerging equity markets: A note. (2018). Dutta, Anupam.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:138-146.

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  172. Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea. (2018). Kim, Jinyong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:25:y:2018:i:c:p:137-144.

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  173. The impact of stringent insider trading laws and institutional quality on cost of capital. (2018). Kwabi, Frank O ; Adegbite, Emmanuel ; Boateng, Agyenim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:60:y:2018:i:c:p:127-137.

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  174. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej .
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  175. Addressing COP21 using a stock and oil market integration index. (2018). Szilagyi, Peter ; Batten, Jonathan ; Wagner, Niklas F ; Kinateder, Harald.
    In: Energy Policy.
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  176. Size, value, profitability, and investment: Evidence from emerging markets. (2018). Leite, Andre Luis ; da Silva, Aldo Ferreira ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus.
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  177. Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan.
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  178. Global and regional financial integration in East Asia and the ASEAN. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L.
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  179. News and expected returns in East Asian equity markets: The RV-GARCHM model. (2018). Yao, Wenying ; Tang, Chrismin ; Martin, Vance L.
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  180. The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled.
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  181. Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets. (2018). Ghulam, Abbas ; Shouyang, Wang ; Bhowmik, Roni.
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  185. Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets. (2017). Ruf, Daniel ; Füss, Roland.
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  186. Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2017). Psaradakis, Zacharias ; Sola, Martin.
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  187. Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2017). Sola, Martin ; Psaradakis, Zacharias.
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  188. Semiparametric Estimation of Risk–Return Relationships. (2017). Escanciano, Juan Carlos ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Pardo-Fernandez, Juan Carlos .
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  189. ASEAN Plus Three Stock Markets Integration. (2017). Guesmi, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
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  190. Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market. (2017). Butt, Hilal Anwar ; Sadaqat, Mohsin.
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  191. Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (2017). John (Fedorova), Elena ; Wallenius, Laura ; Collan, Mikael ; Ahmed, Sheraz .
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  192. The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
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  193. Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers. (2017). Masih, Abul ; Mustapha, Ishaq Muhammad.
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  194. Portable country governance and cross-border acquisitions. (2017). Ellis, Jesse A ; Stulz, Rene M ; Schlingemann, Frederik P ; Moeller, Sara B.
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  195. Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates. (2017). Lustig, Hanno ; Richmond, Robert J.
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  196. On the Global Financial Market Integration “Swoosh” and the Trilemma. (2017). Mehl, Arnaud ; Bekaert, Geert.
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  197. Earnings quality and the heterogeneous relation between earnings and stock returns. (2017). Dias, Jose G ; Isidro, Helena.
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  198. Can investors benefit from the performance of alternative UCITS funds?. (2017). Tille, Jan ; Drobetz, Wolfgang ; Busack, Michael .
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  199. Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach. (2017). Nguyen, Duc Khuong ; Bekiros, Stelios ; Hammoudeh, Shawkat ; Jammazi, Rania.
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  200. The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2017). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen.
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  201. Reversals in Global Market Integration and Funding Liquidity. (2017). Malkhozov, Aytek ; Carrieri, Francesca ; Akbari, Amir.
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  202. Cost of equity estimation for the Brazilian market: a test of the Goldman Sachs model. (2017). Sanvicente, Antonio ; Sheng, Hsia Hua ; Poli, Luiz Felipe .
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  203. Determinants of stock market development: a review of the literature. (2017). Ho, Sin-Yu.
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  204. Stock market and foreign exchange market integration in South Africa. (2017). Mitra, Rajarshi.
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  205. Ripple effects of the 2011 Japan earthquake on international stock markets. (2017). Karali, Berna ; Ferreira, Susana ; Valizadeh, Pourya .
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  206. Are investors really home-biased when investing at home?. (2017). Oehler, Andreas ; Horn, Matthias ; Wendt, Stefan .
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  207. The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai.
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  208. A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik.
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  209. Foreign bias in Australias international equity holdings. (2017). Mishra, Anil.
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  210. What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Lee, Hyunchul ; Mo, Seung.
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  211. Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul.
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  212. Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J.
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  213. Structural breaks in the relative importance of country and industry factors in African stock returns. (2017). Boamah, Nicholas Addai ; Watts, Edward J ; Loudon, Geoffrey .
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  214. Time varying international financial integration for GCC stock markets. (2017). Mishra, Anil ; Alotaibi, Abdullah R.
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  215. Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued.
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  216. Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista.
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  217. The joint role of the bonding mechanisms and the reduction in market segmentation in valuation of firms cross-listed as Global Depositary Receipts (GDRs). (2017). Kim, Oksana.
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  218. Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris.
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  219. Changing risk exposures of cross-listed firms and market integration. (2017). Lewis, Karen K.
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  220. Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward .
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  221. Stock returns and interest rates around the World: A panel data approach. (2017). Mollick, Andre ; Assefa, Tibebe A ; Esqueda, Omar A.
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  222. Cost of sovereign debt and foreign bias in bond allocations. (2017). Bhatta, Bibek ; Thapa, Chandra ; Marshall, Andrew.
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  223. Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem .
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  224. The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene .
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  225. International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma.
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  226. Flexible firm-level dividends in Latin America. (2017). Goyal, Abhinav ; von Eije, Henk ; Muckley, Cal B.
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  227. Time-varying investment barriers and closed-end country fund pricing. (2017). Davies, Richard ; Marshall, Andrew ; Fletcher, Mary .
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  228. The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun .
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  229. Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
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  230. The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A.
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  231. Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar.
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  232. Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk.
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  233. Borrowing beyond borders: Foreign assets, lender choice, and loan pricing in the syndicated bank loan market. (2017). Houston, Joel F ; Naranjo, Andy ; Itzkowitz, Jennifer .
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  234. Equity Market Globalization and Portfolio Rebalancing. (2017). Lee, Dongwon ; Kim, Kyungkeun.
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  235. Estimating standard errors in spatial panel models with time varying spatial correlation. (2017). Davenport, Frank.
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  236. Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan.
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  237. Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao .
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  238. Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar.
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  239. Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo.
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  240. The pricing of sentiment risk in European stock markets. (2016). Keiber, Karl Ludwig ; Samyschew, Helene .
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  241. Nowhere to run, nowhere to hide: asset diversification in a flat world. (2016). cotter, john ; Roll, Richard ; Gabriel, Stuart .
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  242. Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia. (2016). Roca, Eduardo ; Paramati, Sudharshan Reddy ; Gupta, Rakesh.
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  243. Spatial dependence in stock returns: local normalization and VaR forecasts. (2016). Wied, Dominik ; Schafer, Rudi ; Schmitt, Thilo A ; Guhr, Thomas.
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  244. Emerging Stock Market Integration in the Post Financial Crises Era: An Empirical Analysis of the Short-term and Long-term Linkages. (2016). Rani, Poonam ; Verma, Rajneesh Prakash.
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  245. Buy and sell signals on Bucharest Stock Exchange. (2016). Stefanescu, Rzvan ; Dumitriu, Ramona.
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  246. Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets. (2016). Paramati, Sudharshan Reddy ; Tandon, Kishore ; Gupta, Rakesh.
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  247. Les déterminants institutionnels et macroéconomiques du développement du marché boursier dans les pays de la région MENA. (2016). ELKHALDI, Abderrazek ; Ben Rejeb, Jaleleddine ; Missaoui, Ibtissem.
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  248. International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna.
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  249. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
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  250. Exchange rate risk exposure in asset pricing theory. (2016). , Kuchin.
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  251. Rethinking Performance Evaluation. (2016). Harvey, Campbell ; Liu, Yan.
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  252. Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets. (2016). Yoon, Seong-Min ; McIver, Ron ; Kang, Sanghoon .
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  253. Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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  254. Internationalization of Blue-Chip versus Mid-Cap Stock Indices: an Empirical Analysis for France, Germany, and the UK. (2016). Horn, Matthias ; Wendt, Stefan ; Oehler, Andreas.
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  255. Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets. (2016). Stevenson, Simon.
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  256. Changing Times for Frontier Markets; A Perspective from Portfolio Investment Flows and Financial Integration. (2016). HACIBEDEL, BURCU ; Nkusu, Mwanza ; Abidi, Nordine.
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  257. Euro area stock markets performance comparison and its dependence on macroeconomic variables. (2016). Soares da Fonseca, José.
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  258. Bad Bad Contagion. (2016). Londono, Juan M.
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  259. Systematic risk behavior in cyclical industries: The case of shipping. (2016). Drobetz, Wolfgang ; Schroder, Henning ; Menzel, Christina .
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  260. MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008. (2016). Assaf, Ata.
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  261. Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng .
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  262. Integration of emerging stock markets with global stock markets. (2016). al Nasser, Omar M ; Hajilee, Massomeh.
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  263. Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar.
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  264. Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
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  265. BRIC or CBRI: It just doesn’t sound as sexy, does it?. (2016). Delcoure, Natalya ; Singh, Harmeet .
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  266. Chinese stock market volatility and the role of U.S. economic variables. (2016). Jiang, Fuwei ; Xu, Weidong ; Li, Hongyi ; Chen, Jian.
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  267. Foreign bias in Australian-domiciled mutual fund holdings. (2016). Mishra, Anil.
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  268. Less is more: Testing financial integration using identification-robust asset pricing models. (2016). Beaulieu, Marie-Claude ; Khalaf, Lynda ; Gagnon, Marie-Helene .
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  269. Bubble thy neighbour: Portfolio effects and externalities from capital controls. (2016). Straub, Roland ; Kostka, Thomas ; Fratzscher, Marcel ; Forbes, Kristin.
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  270. The impact of home-country institutions and competition on firm profitability. (2016). Cherchye, Laurens ; Verriest, Arnt .
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  271. Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mollah, Sabur ; Mobarek, Asma ; Jun, AI.
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  272. On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Nagayev, Ruslan ; Inghelbrecht, Koen ; Disli, Mustafa.
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  273. Effects of financial turmoil on financial integration and risk premia in emerging markets. (2016). COUHARDE, Cécile ; Boubakri, Salem ; Raymond, Helene.
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  274. Time-varying integration of the sovereign bond markets in European post-transition economies. (2016). Vizek, Maruška ; Tkalec, Marina ; Lee, Junsoo ; Imovi, Petra Posedel .
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  275. Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models. (2016). Bejaoui, Azza ; Karaa, Adel .
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  276. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar.
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  277. Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven.
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  278. Measure and Evaluation of Financial Openness in China. (2016). Dou, Xiangsheng .
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  279. Financial Integration and Japanese Stock market Performance. (2016). Kablan, Akassi ; Guesmi, Khaled.
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  280. Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes.
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  281. Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes.
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  282. Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan .
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  284. Finanzmarktintegration in Mittelosteuropa: Eine empirische Analyse der integrativen Wirkung des Euro. (2015). Wohlmann, Monika.
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  285. TIME VARYING ASIAN STOCK MARKET INTEGRATION. (2015). Szilagyi, Peter ; Morgan, Peter ; Batten, Jonathan.
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  286. FINANCIAL INTEGRATION IN THE EURO AREA AND SMES’ ACCESS TO FINANCE: EVIDENCE BASED ON AGGREGATE SURVEY DATA. (2015). Moscalu, Maricica.
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  287. Slow-burn spillover and fast and furious contagion: a study of international stock markets. (2015). Xu, Kuan ; Meng, Qingbin ; Wu, Lei.
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  288. The European sovereign debt market: from integration to segmentation. (2015). Coakley, Jerry ; cipollini, andrea ; Lee, Hyunchul.
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  289. Should emerging market investors buy commodities?. (2015). Szilagyi, Peter ; Batten, Jonathan.
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  290. The role of sentiment in global risk premia. (2015). Keiber, Karl Ludwig ; Samyschew, Helene .
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  291. Time-Varying Bond Market Integration in EMU. (2015). Deisting, Florent ; Sehgal, Sanjay ; Gupta, Priyanshi .
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  292. Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach. (2015). Wohar, Mark ; Nguyen, Duc Khuong ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  293. The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2015). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen.
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  294. Financial integration and Japanese stock market. (2015). Kablan, Akassi ; Guesmi, Khaled.
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  295. Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring. (2015). Diebold, Francis X ; Yilmaz, Kamil.
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  296. Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W.
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  297. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Getmansky, Mila ; Lee, Peter A.
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  298. The implied growth rates and country risk premium: evidence from Chinese stock markets. (2015). Huang, Wei ; Wang, Pengguo.
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  299. Testing stock market convergence: a non-linear factor approach. (2015). Caporale, Guglielmo Maria ; Kuzin, Vladimir ; Erdogan, Burcu .
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  300. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis. (2015). Tiwari, Aviral ; Guesmi, Khaled ; Ftiti, Zied ; Belanes, Amel.
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  301. INTERNATIONAL EARNINGS TO PRICE RATIO CONVERGENCE: EVIDENCE FROM THE EUROPEAN UNION. (2015). Apergis, Nicholas ; Johnson, Steve ; Christou, Christina ; Hassapis, Christis.
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  302. The Chinese Correction of February 2007: How financial hierarchies change in a market crash. (2015). Teh, Boon Kin ; Goo, Yik Wen ; Choi, Wen Ting ; Ong, Wei Guang ; Lian, Tong Wei ; Cheong, Siew Ann ; Damodaran, Mridula .
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  303. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets. (2015). Masih, Abul ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
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  304. Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions. (2015). Assaf, Ata.
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  305. Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem.
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  306. European financial market dependence: An industry analysis. (2015). Bartram, Söhnke ; Wang, Yaw-Huei.
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  307. How firms use corporate bond markets under financial globalization. (2015). Schmukler, Sergio ; Martinez Peria, Maria ; Levine, Ross ; Gozzi, Juan Carlos.
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  308. Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming .
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  309. The transmission of market shocks and bilateral linkages: Evidence from emerging economies. (2015). Balli, Hatice ; Vo, Tuan Kiet ; Louis, Rosmy Jean.
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  310. Do capital controls affect stock market efficiency? Lessons from Iceland. (2015). Graham, Michael ; Sturludottir, Hildur ; Peltomaki, Jarkko.
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  311. Corporate international diversification and risk. (2015). Krapl, Alain A..
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  312. Measures of equity home bias puzzle. (2015). Mishra, Anil.
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  313. Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
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  314. Pricing, dynamics, and determinants of illiquidity risks: International evidence. (2015). Saad, Mohsen ; Samet, Anis.
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  315. Exchange risk premia and firm characteristics. (2015). Majerbi, Basma ; Rizeanu, Sorin ; Chung, Hyunchul.
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  316. International swap market contagion and volatility. (2015). Wickramanayake, Jayasinghe ; Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Fang, Victor.
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  317. Industry co-movements of American depository receipts: Evidences from the copula approaches. (2015). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping.
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  318. Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
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  319. IMPACT OF THE SHOCKS FROM NYSE ON THE ROMANIAN CAPITAL MARKETS. (2015). Stefanescu, Razvan ; DUMITRIU, Ramona.
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  320. Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds. (2015). Ramadorai, Tarun ; Babina, Tania ; Lundblad, Christian T ; Jotikasthira, Chotibhak .
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  321. Has the Pricing of Stocks Become More Global?. (2015). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F.
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  322. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Schumacher, David ; Massa, Massimo.
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  323. Financial integration in emerging market economies: Effects on volatility transmission and contagion. (2015). Ben Rejeb, Aymen ; Boughrara, Adel .
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  324. CENTRAL AND EAST EUROPEAN NON-EURO ZONE CAPITAL MARKETS: ARE THEY WORTH THE RISK?. (2015). Ion-Iulian, MARINESCU .
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  325. Asymptotic distribution-free tests for semiparametric regressions. (2015). Pardo-Fernandez, Juan Carlos ; Escanciano, Juan Carlos ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
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  326. Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand. (2015). Prukumpai, Suthawan .
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  327. Can housing risk be diversified? A cautionary tale from the housing boom and bust. (2014). Gabriel, Stuart ; cotter, john ; Roll, Richard.
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  328. The rise of global stock market crash probabilities. (2014). Markwat, Thijs .
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  329. Time-varying financial spillovers from the US to frontier markets. (2014). Todorov, Galin ; Bidarkota, Prasad .
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  330. Local and global illiquidity effects in the Balkans frontier markets. (2014). Milunovich, George ; Jelena Minović, .
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  331. Euro conversion and return dynamics of European financial markets: a frequency domain approach. (2014). Grossmann, Axel ; Simpson, Marc ; Giudici, Emiliano.
    In: Journal of Economics and Finance.
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  332. Macroeconomic Spillover and Single Currency Adoption: An Inter-regional Analysis. (2014). Agyapong, Daniel.
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  333. The dynamics of European financial market integration. (2014). Everaert, Gerdie ; Pozzi, L..
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  334. Financial integration in emerging market economies: effects on volatility transmission and contagion. (2014). Ben Rejeb, Aymen ; Boughrara, Adel .
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  335. An empirical examination of stock market integration in EMU. (2014). Matei, Florin .
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  336. Exploring Diversification Benefits in Asia-Pacific Equity Markets. (2014). Premaratne, Gamini ; Mensah, Jones.
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  337. Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia. (2014). Masih, Abul ; Kabir, Sarkar Humayun .
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  338. Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices. (2014). Masih, Abul ; Bacha, Obiyathulla ; Alaoui, AbdelKader ; Dewandaru, Ginanjar.
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  339. Macroeconomic Forces and Stock Prices: Some Empirical Evidence from Saudi Arabia. (2014). Al Tuwajri, Basmah ; Kalyanaraman, Lakshmi .
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  340. Cyclicity in the French PropertyLiability Insurance Industry - New Findings over the Recent Period. (2014). Bruneau, Catherine ; Sghaier, Nadia .
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  341. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Ftiti, Zied ; Belanes, Amel .
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  342. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied.
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  343. Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
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  344. Greece’s Stock Market Integration with Southeast Europe. (2014). GUESMI, Khaled ; Abid, Ilyes ; Ftiti, Zied.
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  345. Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong.
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  346. Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries. (2014). Nguyen, Duc Khuong ; Chkili, Walid.
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  347. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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  348. Equity Risk Premium and Regional Integration. (2014). Teulon, Frédéric ; AROURI, Mohamed ; Rault, Christophe.
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  349. The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled.
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  350. Market Structure and the Cost of. (2014). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
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  351. Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets. (2014). Nguyen, Duc Khuong ; AROURI, Mohamed ; Pukthuanthong, Kuntara.
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  352. Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled.
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  353. Time-scale comovement between the Indian and world stock markets. (2014). Nguyen, Duc Khuong ; Deora, Rahul .
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  354. The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach. (2014). Teulon, Frédéric ; Guesmi, Khaled.
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  355. Australia’s integration into the ASEAN- 5 Region. (2014). Teulon, Frédéric ; Guesmi, Khaled ; Lahiani, Amine.
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  356. Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia. (2014). GUESMI, Khaled ; Teulon, Frederic.
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  357. Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel .
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  358. The Global Preference for Dividends in Declining Markets. (2014). Goldstein, Michael ; Goyal, Abhinav ; Muckley, Carl B. ; Lucey, Brian M..
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  359. THE RISK-RETURN TRADE-OFF OF INVESTING IN LATIN AMERICAN EMERGING STOCK MARKETS. (2014). Vedd, Rishma ; Lazarony, Paul .
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  360. Financial integration, financial turmoil and risk premia in emerging markets. (2014). Raymond, Helene ; Couharde, Cecile ; Boubakri, Salem.
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  361. Linkages and Performance Comparison among Eastern Europe Stock Markets. (2014). Soares da Fonseca, José.
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  362. The Eurozone crisis and its contagion effects on the European stock markets. (2014). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:31:y:2014:i:3:p:325-352.

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  363. ESTIMATION OF VECTOR ERROR CORRECTION MODEL WITH GARCH ERRORS: MONTE CARLO SIMULATION AND APPLICATIONS. (2014). Setiawan, Kusdhianto ; Maekawa, Koichi .
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  364. Foreign Portfolio Investment Flows to India: Determinants and Analysis. (2014). GARG, REETIKA ; Dua, Pami.
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  365. Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries. (2014). Nguyen, Duc Khuong ; Chkili, Walid.
    In: Research in International Business and Finance.
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  366. Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty. (2014). Donadelli, Michael ; Persha, Lauren .
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    RePEc:eee:riibaf:v:30:y:2014:i:c:p:284-309.

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  367. Pricing of the currency risk in the Canadian equity market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid.
    In: Research in International Business and Finance.
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  368. Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?. (2014). Hueng, C..
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  369. A dark side of international capital market integration: Domestic investors view. (2014). In Joon Kim, ; Yoon, Sun-Joong .
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    RePEc:eee:reveco:v:33:y:2014:i:c:p:238-256.

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  370. Country risk and the cost of equity in emerging markets. (2014). Warnes, Ignacio .
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  371. Cross-asset contagion in times of stress. (2014). Papavassiliou, Vassilios.
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  372. Modelling long run comovements in equity markets: A flexible approach. (2014). Martins, Luis ; Gabriel, Vasco.
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    RePEc:eee:jbfina:v:47:y:2014:i:c:p:288-295.

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  373. Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns. (2014). Nitschka, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:76-82.

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  374. Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled.
    In: Journal of International Financial Markets, Institutions and Money.
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  375. International capital flows, returns and world financial integration. (2014). Hnatkovska, Viktoria ; Evans, Martin ; Evans, Martin D. D., .
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  376. Financial integration, globalization, and real activity. (2014). Juvenal, Luciana ; de Nicolo, Gianni.
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  377. Risk-return trade-off and serial correlation: Do volume and volatility matter?. (2014). Kinnunen, Jyri.
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  378. The evolution of risk premium as a measure for intra-regional equity market integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled.
    In: International Review of Financial Analysis.
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  379. Spillover of fear: Evidence from the stock markets of five developed countries. (2014). Tsai, I-C., .
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    RePEc:eee:finana:v:33:y:2014:i:c:p:281-288.

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  380. Timescale-dependent stock market comovement: BRICs vs. developed markets. (2014). Lehkonen, Heikki ; Heimonen, Kari.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:90-103.

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  381. Identifying risks in emerging market sovereign and corporate bond spreads. (2014). Zinna, Gabriele.
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  382. Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier.
    In: European Journal of Operational Research.
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  383. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Alhabshi, Syed Othman ; Dewandaru, Ginanjar ; Rizvi, Syed Aun R., .
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  384. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
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  385. Regional stock market integration in Singapore: A multivariate analysis. (2014). Teulon, Frédéric ; Guesmi, Khaled ; Mankai, Selim .
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  386. Stock market integration of emerging Asian economies: Patterns and causes. (2014). Narayan, Seema ; Islam, S. Z. ; Sriananthakumar, S..
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  387. Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia. (2014). Guesmi, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
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  388. A multiscale approach to emerging market pricing. (2014). Milani, Bruno ; Ceretta, Paulo Sergio.
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  389. Volatility Transmission between Bond and Stock Markets: Case of Emerging Financial Markets. (2014). SAADAOUI, Amir ; Boujelbene, Younes.
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  390. Financial integration, financial turmoil and risk premia in emerging markets. (2014). RAYMOND, Helene ; COUHARDE, Cécile ; Boubakri, Salem.
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  391. The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
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  392. “Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets. (2014). Xu, Kuan ; Meng, Qingbin ; Wu, Lei.
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  393. LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE. (2014). Petria, Nicolae ; Dezsi, Eva ; Eva, Dezsi ; Ioan, Trenca ; Nicolae, Petria.
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  394. The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Journal of Finance.
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  395. The Co†movement Dynamics of European Frontier Stock Markets. (2014). Piljak, Vanja ; Rothovius, Timo ; Nikkinen, Jussi ; Kiviaho, Jarno .
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  396. Time†varying Integration in European Government Bond Markets. (2014). Chuliá, Helena ; Puig, Marta Gmeza ; Abad, Pilar.
    In: European Financial Management.
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  397. Zooming into market states. (2014). CHETALOVA, DESISLAVA ; Guhr, Thomas ; Schafer, Rudi .
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  398. Portfolio return distributions: Sample statistics with non-stationary correlations. (2014). CHETALOVA, DESISLAVA ; Guhr, Thomas ; Schmitt, Thilo A. ; Schafer, Rudi .
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  399. Extreme negative coexceedances in South Eastern European stock markets. (2014). Tevdovski, Dragan.
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  406. Financial regulation, financial globalization, and the synchronization of economic activity. (2013). Peydro, Jose-Luis ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem.
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  407. Capital Flows, Real Exchange Rates, and Capital Controls: What Is the Scope of Liberalization for Tunisia?. (2013). CHARFI, Fatma.
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  408. Stock and Foreign Exchange Market Linkages in Emerging Economies. (2013). Savvides, Andreas ; Matsi, Maria ; Andreou, Elena.
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  409. Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi.
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  410. Global integration and emerging stock market excess returns. (2013). Donadelli, Michael.
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  411. International portfolio diversification: an ICAPM approach with currency risk. (2013). Simos, Theodore ; Dimitriou, Dimitrios.
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  412. On international stock market co-movements and macroeconomic risks. (2013). Chen, Peng ; Wu, Shu.
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  413. South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics.. (2013). Katzke, Nico.
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  414. Cross-listing in the home market after going public in the U.S.. (2013). Alhaj-Yaseen, Yaseen .
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  415. Economic Integration and Mature Portfolios. (2013). Haliassos, Michael ; Christelis, Dimitris ; Georgarakos, Dimitris.
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  416. An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano . (2013). Sarmiento-Sabogal, Julio ; Hatemi-J, Abdulnasser ; Hatemi-J , Abdulnasser, ; Hatemi-J, Abdulnasser, .
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  417. Size and liquidity effects in Nigeria: an industrial sector study. (2013). Hearn, Bruce.
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  418. Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion. (2013). Panageas, Stavros ; Yu, Jianfeng ; Garleanu, Nicolae.
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  419. Spillover and Cojumps Between the U.S. and Chinese Stock Markets. (2013). Zhang, Bing ; Li, Xindan.
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  420. Further evidence on the determinants of regional stock market integration in Latin America. (2013). Teulon, Frédéric ; Nguyen, Duc Khuong ; Guesmi, Khaled.
    In: European Journal of Comparative Economics.
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  421. Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan. (2013). Lee, Cheng Few ; Chiou, Paul.
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  422. Innovations in return transmission and performance comparison between the five biggest Euro area stock markets. (2013). Soares da Fonseca, José.
    In: International Economics and Economic Policy.
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  423. Regional Equity Risk Premium Convergence: The case of Japan. (2013). , FredericTeulon ; Teulon, Frederic.
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  424. Regional Equity Risk Premium Convergence: The case of Japan. (2013). Teulon, Frédéric ; Guesmi, Khaled.
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  425. Regional integration of stock markets in Southeast Europe. (2013). Nguyen, Duc Khuong ; Guesmi, Khaled.
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  426. Regional integration of stock markets in Southeast Europe. (2013). GUESMI, Khaled.
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  427. Regional Equity Risk Premium Convergence: The case of Japan. (2013). GUESMI, Khaled.
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  428. SEMI PARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS. (2013). Escanciano, Juan Carlos ; IngridVanKeilegomAuthor-X-Name-First: IngridAuthor, ; JuanCarlosPardo-FernandezAuthor-X-Name-First: Juan, ; Juan Carlos Escanciano Author-X-Name-First: Juan C, .
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  429. A spatial analysis of international stock market linkages. (2013). Liu, Lu ; Hess, Wolfgang ; Asgharian, Hossein.
    In: Knut Wicksell Working Paper Series.
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  430. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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  431. Equity Risk Premium and Regional Integration. (2013). Teulon, Frédéric ; Rault, Christophe ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
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  432. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
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  433. Market Structure and the Cost of Capital. (2013). , FredericTeulon ; Sova, Robert ; Rault, Christophe ; el Hedi, Mohamed ; Teulon, Frederic.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  434. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
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  435. Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis. (2013). Loh, Lixia .
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  436. Can habit formation under complete market integration explain the cross-section of international equity risk premia?. (2013). Auer, Benjamin R..
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  437. Risk and return in the Tehran stock exchange. (2013). Mohammadi, Hassan ; Jahan-Parvar, Mohammad.
    In: The Quarterly Review of Economics and Finance.
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  438. Can US economic variables predict the Chinese stock market?. (2013). Tu, Jun ; Jiang, Fuwei ; Wang, Yuchen ; Goh, Jeremy C..
    In: Pacific-Basin Finance Journal.
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  439. The European Union, the Euro, and equity market integration. (2013). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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  440. The cross section of conditional mutual fund performance in European stock markets. (2013). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: Journal of Financial Economics.
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  441. Return sign forecasts based on conditional risk: Evidence from the UK stock market index. (2013). Chevapatrakul, Thanaset.
    In: Journal of Banking & Finance.
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  442. The world price of jump and volatility risk. (2013). Driessen, Joost ; Maenhout, Pascal .
    In: Journal of Banking & Finance.
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  443. Measuring time-varying financial market integration: An unobserved components approach. (2013). Berger, Tino ; Pozzi, Lorenzo.
    In: Journal of Banking & Finance.
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  444. How do sovereign credit rating changes affect private investment?. (2013). Chen, Hsien-Yi ; Chang, Chong-Chuo ; Yang, Shu-Ling .
    In: Journal of Banking & Finance.
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  445. A spatial analysis of international stock market linkages. (2013). Liu, Lu ; Hess, Wolfgang ; Asgharian, Hossein.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4738-4754.

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  446. Stock and foreign exchange market linkages in emerging economies. (2013). Savvides, Andreas ; Matsi, Maria ; Andreou, Elena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:248-268.

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  447. Integration versus segmentation in Chinas stock market: An analysis of time-varying beta risks. (2013). Li, Hong.
    In: Journal of International Financial Markets, Institutions and Money.
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  448. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
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  449. Modelling the sovereign linkages of key Latin American economies. (2013). Thuraisamy, Kannan ; Gannon, Gerard.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:222-239.

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  450. Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
    In: International Review of Financial Analysis.
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  451. Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa. (2013). Hearn, Bruce ; Piesse, Jenifer.
    In: International Review of Financial Analysis.
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  452. Equity risk premium and regional integration. (2013). Teulon, Frédéric ; Rault, Christophe ; Arouri, Mohamed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:79-85.

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  453. Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market. (2013). Pierdzioch, Christian ; Floros, Christos ; Kizys, Renatas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:166-173.

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  454. Size, value, and momentum in emerging market stock returns. (2013). Fabozzi, Frank ; Tan, Sinan ; Cakici, Nusret.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:46-65.

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  455. International stock market integration: Central and South Eastern Europe compared. (2013). Horvath, Roman ; Petrovski, Dragan .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:81-91.

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  456. A core–periphery framework in stock markets of the euro zone. (2013). Ramos, Sofia ; Dias, Jose G..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:320-329.

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  457. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:209-225.

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  458. Market structure and the cost of capital. (2013). Sova, Anamaria ; Teulon, Frederic ; El Hedi Arouri, Mohamed, ; Rault, Christophe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:664-671.

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  459. The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Akbar, Farhan ; Wagan, Hakimzadi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116.

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  460. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131548.

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  461. On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?. (2013). Teulon, Frédéric ; Guesmi, Khaled ; Abid, Ilyes .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00921.

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  462. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4097.

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  463. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2013). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
    In: Review of International Economics.
    RePEc:bla:reviec:v:21:y:2013:i:5:p:1060-1075.

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  464. Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity. (2013). Peydro, Jose-Luis ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:68:y:2013:i:3:p:1179-1228.

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  465. Time†Varying World and Regional Integration in Emerging European Equity Markets. (2013). Wang, Minga Chieh ; Shih, Fenga Ming.
    In: European Financial Management.
    RePEc:bla:eufman:v:19:y:2013:i:4:p:703-729.

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  466. An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange. (2013). Bucevska, Vesna.
    In: Business Systems Research.
    RePEc:bit:bsrysr:v:4:y:2013:i:1:p:49-64.

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  467. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1346.

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  468. The cross-section of conditional mutual fund performance in European stock markets. (2012). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0903r.

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  469. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1028.

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  470. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1028.

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  471. How firms use domestic and international corporate bond markets. (2012). Schmukler, Sergio ; Levine, Ross ; Gozzi, Juan Carlos ; Peria, Maria Soledad Martinez, .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6209.

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  472. Emerging Stock Premia: Do Industries Matter?. (2012). Lucchetta, Marcella ; Donadelli, Michael.
    In: Working Papers.
    RePEc:ven:wpaper:2012_22.

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  473. Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures. (2012). Merener, Nicolas.
    In: Business School Working Papers.
    RePEc:udt:wpbsdt:2012-01.

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  474. The predictability of excess returns in the emerging bond markets. (2012). Gau, Yin-Feng ; Liao, Wen-Ju .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:17:p:1429-1451.

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  475. Measuring Financial Contagion with Extreme Coexceedances. (2012). Thomadakis, Apostolos.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:1112.

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  476. A wavelet-based assessment of market risk: The emerging markets case. (2012). Nunes, Luis.
    In: Working Papers.
    RePEc:ptu:wpaper:w201203.

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  477. Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries. (2012). Kouretas, Georgios ; Syllignakis, Manolis .
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:4:y:2012:i:2:p:65-93.

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  478. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco .
    In: MPRA Paper.
    RePEc:pra:mprapa:44133.

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  479. International portfolio diversification: An ICAPM approach with currency risk. (2012). Simos, Theodore ; Dimitriou, Dimitrios.
    In: MPRA Paper.
    RePEc:pra:mprapa:42825.

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  480. Government quality determinants of stock market performance in African countries. (2012). Asongu, Simplice ; Simplice, Asongu .
    In: MPRA Paper.
    RePEc:pra:mprapa:39631.

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  481. Democracy and Stock Market Performance in African Countries. (2012). Asongu, Simplice ; Simplice, Asongu .
    In: MPRA Paper.
    RePEc:pra:mprapa:38168.

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  482. Evolvement of Uniformity and Volatility in the Stressed Global Financial Village. (2012). Raddant, Matthias ; Ben-Jacob, Eshel ; Lux, Thomas ; Kenett, Dror Y.
    In: PLOS ONE.
    RePEc:plo:pone00:0031144.

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  483. The World Price of Credit Risk. (2012). Avramov, Doron ; Philipov, Alexander ; Jostova, Gergana ; Chordia, Tarun .
    In: Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:2:y:2012:i:2:p:112-152..

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  484. International Stock Market Integration : Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: Working Papers.
    RePEc:ost:wpaper:317.

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  485. A FEW REGRESSIONS ONBUSINESS CYCLE SYNCHRONIZATION BETWEEN THENEW MEMBER STATES AND THE EURO AREA. (2012). Todorov, Ivan ; Patonov, Nikolay.
    In: Economics and Management.
    RePEc:neo:journl:v:8:y:2012:i:2:p:9-22.

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  486. Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks. (2012). Lewis, Karen K. ; Lai, Sandy .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18627.

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  487. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18465.

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  488. The Equity Risk Premium: Empirical Evidence from Emerging Markets. (2012). Prosperi, Lorenzo ; Donadelli, Michael.
    In: Working Papers CASMEF.
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  489. Convergence of EMU Equity Portfolios. (2012). Giofre', Maela.
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:2:p:381-419.

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  490. Information Environment and Equity Risk Premium Volatility Around the World. (2012). Zhang, Bohui ; Lau, Sie Ting.
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:7:p:1322-1340.

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  491. How Do the Asian and the Asia-Pacific Equity Markets Covariate? The Linkage with Japan. (2012). Tsuji, Chikashi.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:2:y:2012:i:2:p:32-37.

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  492. A note on US institutional equity flows to Brazil. (2012). French, Joseph ; Li, Wei-Xuan .
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:11:y:2012:i:3:p:298-315.

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  493. Literature review of stock market integration: a global perspective. (2012). Sharma, Anil ; Seth, Neha .
    In: Qualitative Research in Financial Markets.
    RePEc:eme:qrfmpp:v:4:y:2012:i:1:p:84-122.

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  494. Corporate Borrower Nationality and Global Presence: Cross-Country Evidence on the Pricing of Syndicated Bank Loans. (2012). Naranjo, Andy ; Houston, Joel ; Itzkowitz, Jennifer .
    In: Chapters.
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  495. On the role of liquidity in emerging markets stock prices. (2012). Prosperi, Lorenzo ; Donadelli, Michael.
    In: Research in Economics.
    RePEc:eee:reecon:v:66:y:2012:i:4:p:320-348.

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  496. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Menezes, Rui ; Hassani, Hossein ; Dionisio, Andreia.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:4:p:369-384.

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  497. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:84-92.

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  498. A wavelet based investigation of long memory in stock returns. (2012). Tan, Pei Pei ; Maharaj, Elizabeth ; Galagedera, Don ; Galagedera, Don U. A., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341.

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  499. Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; Sandoval, Leonidas.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208.

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  500. Volatility spillovers between the Chinese and world equity markets. (2012). Zhou, Xiangyi ; Zhang, Jie.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270.

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  501. Stock price synchronicities and speculative trading in emerging markets. (2012). Hsin, Chin-Wen ; Tseng, Po-Wen .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:22:y:2012:i:3:p:82-109.

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  502. International diversification with securitized real estate and the veiling glare from currency risk. (2012). Schindler, Felix ; Kroencke, Tim.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:7:p:1851-1866.

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  503. International portfolio diversification: Currency, industry and country effects revisited. (2012). Gerard, Bruno ; Hillion, Pierre ; de Roon, Frans A. ; Eiling, Esther .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1249-1278.

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  504. Country-specific equity market characteristics and foreign equity portfolio allocation. (2012). Thapa, Chandra ; Poshakwale, Sunil S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:2:p:189-211.

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  505. An international CAPM for partially integrated markets: Theory and empirical evidence. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Pukthuanthong, Kuntara.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2473-2493.

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  506. International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885.

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  507. Political crises and the stock market integration of emerging markets. (2012). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:644-653.

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  508. Capital flows, push versus pull factors and the global financial crisis. (2012). Fratzscher, Marcel.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:341-356.

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  509. Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47.

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  510. The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818.

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  511. Theory and practice of corporate finance: Evidence and distinctive features in Latin America. (2012). Maquieira, Carlos P. ; Sarria-Allende, Virginia ; Preve, Lorenzo A..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:2:p:118-148.

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  512. The time-varying integration of euro area government bond markets. (2012). Wolswijk, Guido ; Pozzi, Lorenzo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:1:p:36-53.

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  513. Financial market integration: Theory and empirical results. (2012). Arouri, Mohamed El Hedi, ; Foulquier, Philippe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:382-394.

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  514. Dynamic risk exposures in hedge funds. (2012). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3517-3532.

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  515. Is currency risk priced for emerging stock markets?. (2012). Chkili, Walid.
    In: Economics Bulletin.
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  516. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
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  517. Financial Integration, Globalization, and Real Activity. (2012). Juvenal, Luciana ; de Nicolo, Gianni.
    In: CESifo Working Paper Series.
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  518. Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, .
    In: The Financial Review.
    RePEc:bla:finrev:v:47:y:2012:i:3:p:589-616.

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  519. REEXAMINATION OF DYNAMIC BETAINTERNATIONAL CAPM: A SUR WITH GARCH APPROACH. (2012). Setiawan, Kusdhianto.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2012:i:10:setiawank.

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  520. International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk. (2011). Schindler, Felix ; Kroencke, Tim ; Kroncke, Tim-Alexander .
    In: Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
    RePEc:zbw:vfsc11:48705.

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  521. Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region. (2011). Tudor, Cristiana.
    In: Panoeconomicus.
    RePEc:voj:journl:v:58:y:2011:i:3:p:525-543.

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  522. Integration and Contagion in US Housing Markets. (2011). Gabriel, Stuart ; cotter, john ; Roll, Richard.
    In: Working Papers.
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  523. Liberalisation and stock market co-movement between emerging economies. (2011). Candelon, Bertrand ; Beine, Michel.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:2:p:299-312.

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  524. The Progress of Financial Market Integration in East Asia. (2011). Ibrahim, Saifuzzaman.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:18:y:2011:i:2:p:458-470.

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  525. Time-varying synchronization of European stock markets. (2011). Kočenda, Evžen ; Égert, Balázs ; Koenda, Even.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:2:p:393-407.

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  526. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/714.

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  527. The European Union, the Euro, and Equity Market Integration. (2011). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: 2011 Meeting Papers.
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  528. The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach. (2011). Simos, Theodore ; Dimitriou, Dimitrios.
    In: MPRA Paper.
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  529. Monetary Union effects on European stock market integration: An international CAPM approach with currency risk. (2011). Simos, Theodore ; Dimitriou, Dimitrios.
    In: MPRA Paper.
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  530. Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis. (2011). Simos, Theodore ; Dimitriou, Dimitrios ; Mpitsios, Petros .
    In: MPRA Paper.
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  531. Integration and contagion in US housing markets. (2011). Gabriel, Stuart ; cotter, john ; Roll, Richard.
    In: MPRA Paper.
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  532. Integrarea pietei bursiere europene in contextul UEM. (2011). Avadanei, Andreea .
    In: MPRA Paper.
    RePEc:pra:mprapa:31086.

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  533. Indicatori de măsurare a integrării financiare europene. Literature review. (2011). Avadanei, Andreea .
    In: MPRA Paper.
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  534. Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers. (2011). Kurach, Radosław.
    In: Business and Economic Horizons (BEH).
    RePEc:pdc:jrnbeh:v:5:y:2011:i:2:p:1-12.

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  535. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17691.

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  536. Capital Flows, Push versus Pull Factors and the Global Financial Crisis. (2011). Fratzscher, Marcel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17357.

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  537. Global Asset Pricing. (2011). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17261.

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  538. Globalization, Governance, and the Returns to Cross-Border Acquisitions. (2011). Stulz, René ; Schlingemann, Frederik ; Moeller, Sara B. ; Ellis, Jesse .
    In: NBER Working Papers.
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  539. Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure. (2011). Payne, James ; Apergis, Nicholas.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:39:y:2011:i:1:p:7-18.

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  540. How strong is the global integration of emerging market regions? An empirical assessment. (2011). Nguyen, Duc Khuong ; Guesmi, Khaled.
    In: Working Papers.
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  541. Global asset pricing. (2011). Lewis, Karen K..
    In: Globalization Institute Working Papers.
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  542. Testing Multi-Factor Asset Pricing Models in the Visegrad Countries. (2011). Morgese Borys, Magdalena ; Borys, Magdalena Morgese Borys, .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:2:p:118-139.

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  543. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:717-732.

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  544. Exchange rate exposure in the Asian emerging markets. (2011). Lin, Chien-Hsiu.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:21:y:2011:i:4:p:224-238.

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  545. Size and liquidity effects in Japanese regional stock markets. (2011). Hearn, Bruce.
    In: Journal of the Japanese and International Economies.
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  546. U.S. and Latin American stock market linkages. (2011). Lahrech, Abdelmounaim ; Sylwester, Kevin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1341-1357.

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  547. An alternative measure of the world market portfolio: Determinants, efficiency, and information content. (2011). Clark, Ephraim ; Kassimatis, Konstantinos .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:5:p:724-748.

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  548. Risk contagion among international stock markets. (2011). Asgharian, Hossein ; Nossman, Marcus .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:1:p:22-38.

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  549. The world price of liquidity risk. (2011). Lee, Kuan-Hui .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:136-161.

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  550. Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas. (2011). Fisher, Adlai ; Boguth, Oliver ; Carlson, Murray ; Simutin, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:2:p:363-389.

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  551. International diversification with frontier markets. (2011). Berger, Dave ; Pukthuanthong, Kuntara ; Yang, Jimmy J..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:227-242.

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  552. Convergent synergies in the global market for corporate control. (2011). Viale, Ariel ; Ngo, Thanh ; Madura, Jeff.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2468-2478.

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  553. Consumption-based CAPM models: International evidence. (2011). Darrat, Ali F. ; Park, Jung Chul ; Li, Bin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:2148-2157.

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  554. International diversification: A copula approach. (2011). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Loran .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:403-417.

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  555. Regime-switching analysis of ADR home market pass-through. (2011). Yang, Jiawen ; He, Hui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:204-214.

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  556. Conditional beta: Evidence from Asian emerging markets. (2011). Ng, Andrew ; Lan, Yihui ; Durand, Robert B..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:22:y:2011:i:2:p:130-153.

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  557. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM. (2011). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:460-484.

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  558. Modelling size and liquidity in North African industrial sectors. (2011). Hearn, Bruce.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:1:p:21-46.

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  559. How strong is the global integration of emerging market regions? An empirical assessment. (2011). Nguyen, Duc Khuong ; Guesmi, Khaled.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2517-2527.

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  560. Globalization, Governance, and the Returns to Cross-Border Acquisitions. (2011). Stulz, René ; Schlingemann, Frederick P. ; Moeller, Sara B. ; Ellis, Jesse .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-1.

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  561. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111381.

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  562. Capital flows, push versus pull factors and the global financial crisis. (2011). Fratzscher, Marcel.
    In: Working Paper Series.
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  563. What Drives the Regional Integration of Emerging Stock Markets?. (2011). Guesmi, Khaled.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00318.

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  564. Time varying regional integration in emerging stock market. (2011). Guesmi, Khaled.
    In: Economics Bulletin.
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  565. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El hédi Arouri, .
    In: Economics Bulletin.
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  566. Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets. (2011). Li, Donghui ; Wei, Steven X. ; Nguyen, Quang N. ; Pham, Peter K..
    In: Journal of Financial and Quantitative Analysis.
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  567. Capital Flows, Push versus Pull Factors and the Global Financial Crisis. (2011). Fratzscher, Marcel.
    In: CEPR Discussion Papers.
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  568. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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  569. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2011). Basak, Suleyman ; Chabakauri, Georgy .
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  570. Trade Credit and International Return Comovement. (2011). Watugala, Sumudu ; Ramadorai, Tarun ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
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  571. THE SEASONALITY OF MARKET INTEGRATION: CASE OF INDONESIAN STOCK MARKETS. (2011). Herwany, Aldrin ; Brahmana, Rayenda.
    In: 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding.
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  572. Identifying risks in emerging market sovereign and corporate bond spreads. (2011). Zinna, Gabriele.
    In: Bank of England working papers.
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  573. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Kobor, Adam ; Rustaman, Vidhya ; Brennan, Myles .
    In: BIS Papers chapters.
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  574. Integration and Contagion in US Housing Markets. (2011). Gabriel, Stuart ; cotter, john ; Roll, Richard.
    In: Papers.
    RePEc:arx:papers:1110.4119.

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  575. Shocks in financial markets, price expectation, and damped harmonic oscillators. (2011). Italo De Paula Franca, ; Junior, Leonidas Sandoval .
    In: Papers.
    RePEc:arx:papers:1103.1992.

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  576. Correlation of financial markets in times of crisis. (2011). Italo De Paula Franca, ; Junior, Leonidas Sandoval .
    In: Papers.
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  577. Democracy and Stock Market Performance in African Countries. (2011). Asongu, Simplice ; Simplice, Asongu .
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:11/021.

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  578. Government Quality Determinants of Stock Market Performance in African Countries. (2011). Asongu, Simplice.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:11/019.

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  579. Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration. (2010). Schindler, Felix ; Voronkova, Svitlana .
    In: ZEW Discussion Papers.
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  580. An empirical analysis of the relationship between US monetary policy and international asset prices. (2010). Herwartz, Helmut ; Morales-Arias, Leonardo .
    In: Kiel Working Papers.
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  581. Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities. (2010). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Department of Economics Working Papers.
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  582. Common risk factors in the returns of shipping stocks. (2010). Schilling, Dirk ; Drobetz, Wolfgang ; Tegtmeier, Lars .
    In: Maritime Policy & Management.
    RePEc:taf:marpmg:v:37:y:2010:i:2:p:93-120.

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  583. Chinas financial market integration with the world. (2010). Johansson, Anders.
    In: Journal of Chinese Economic and Business Studies.
    RePEc:taf:jocebs:v:8:y:2010:i:3:p:293-314.

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  584. Stock market integration in Mexico and Argentina: are short- and long-term considerations different?. (2010). Nguyen, Duc Khuong ; JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:15:p:1503-1507.

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  585. The strength and source of asymmetric international diversification. (2010). Daigler, Robert ; You, Leyuan .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:3:p:349-364.

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  586. Stock market integration between new EU member states and the Euro-zone. (2010). Savva, Christos ; Aslanidis, Nektarios.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:337-351.

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  587. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

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  588. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

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  589. Transmisión de Shocks y Acoplamiento con Mercados Accionarios Externos: Efectos Asimétricos y Quiebre Estructural. (2010). Morales, Marco ; Yaez, Guillermo ; Melendez, Maria Jose .
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  590. La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux. (2010). Nguyen, Duc Khuong.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2010_num_192_1_8022.

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  591. Testing the international capital asset pricing model with Markov switching model in emerging markets. (2010). Çevik, Emrah ; Korkmaz, Turhan ; GURKAN, Serhan .
    In: MPRA Paper.
    RePEc:pra:mprapa:71481.

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  592. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
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  593. Value versus Growth: Time-Varying Expected Stock Returns. (2010). Zhang, Lu ; Xing, Yuhang ; Gulen, Huseyin .
    In: NBER Working Papers.
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  594. Modeling Financial Contagion Using Mutually Exciting Jump Processes. (2010). Laeven, Roger ; Ait-Sahalia, Yacine ; Cacho-Diaz, Julio ; Roger J. A. Laeven, .
    In: NBER Working Papers.
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  595. Free Flows, Limited Diversification: Openness and the Fall and Rise of Stock Market Correlations, 1890-2001. (2010). Quinn, Dennis ; Voth, Hans-Joachim.
    In: NBER Chapters.
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  596. German, US and Central and Eastern European Stock Market Integration. (2010). Kouretas, Georgios ; Syllignakis, Manolis .
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:4:p:607-628.

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  597. Global Property Market Diversification. (2010). Zhang, Ying ; Gallo, John.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:4:p:458-485.

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  598. Stock-bond co-movements and cross-country linkages. (2010). Baur, Dirk.
    In: International Journal of Banking, Accounting and Finance.
    RePEc:ids:injbaf:v:2:y:2010:i:2:p:111-129.

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  599. DID FINANCIAL PERFORMANCE OF EUROPEAN FIRMS IMPROVE AND CONVERGE AFTER INTRODUCTION OF THE EURO?. (2010). Rakhmayil, Sergiy .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:4:y:2010:i:2:p:27-41.

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  600. Stock and Bond Relationships in Asia. (2010). Johansson, Anders.
    In: Working Paper Series.
    RePEc:hhs:hacerc:2010-014.

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  601. Financial Markets in East Asia and Europe during the Global Financial Crisis. (2010). Johansson, Anders.
    In: Working Paper Series.
    RePEc:hhs:hacerc:2010-013.

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  602. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01069440.

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  603. Equity Interconnections in Major European Markets. (2010). Vasila, Anna ; Alexakis, Panayiotis .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiii:y:2010:i:3:p:109-132.

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  604. Country risk and financial integration--A case study of South Africa. (2010). Goldberg, Cathy S. ; Veitch, John M..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:2:p:138-145.

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  605. Time-varying global and local sources of market and currency risks in Russian stock market. (2010). Vaihekoski, Mika ; Saleem, Kashif.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:686-697.

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  606. Investment barriers and premiums on closed-end country funds. (2010). Kim, Jang-Chul ; Song, Kyojik Roy .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:615-626.

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  607. Stock return, risk, and legal environment around the world. (2010). Lee, Alice C. ; Wan- Jiun Paul Chiou, .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:1:p:95-105.

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  608. The role of exchange rates in intertemporal risk-return relations. (2010). Wu, Liuren ; Bali, Turan G..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1670-1686.

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  609. Risk factor and industry effects in the cross-country comovement of momentum returns. (2010). Naranjo, Andy ; Porter, Burt .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:2:p:275-299.

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  610. The world price of home bias. (2010). Zhang, Bohui ; Lau, Sie Ting.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:2:p:191-217.

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  611. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:53-80.

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  612. World market risk, country-specific risk and expected returns in international stock markets. (2010). Cakici, Nusret ; Bali, Turan G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1152-1165.

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  613. The degree of financial liberalization and aggregated stock-return volatility in emerging markets. (2010). Umutlu, Mehmet ; Altay-Salih, Aslihan ; Akdeniz, Levent.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:509-521.

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  614. EMU and European government bond market integration. (2010). Gómez-Puig, Marta ; Chuliá, Helena ; Abad, Pilar ; Chulia, Helena ; Gomez-Puig, Marta.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860.

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  615. Time varying size and liquidity effects in South Asian equity markets: A study of blue-chip industry stocks. (2010). Hearn, Bruce.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:242-257.

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  616. How does the removal of the United States short-sale rules impact three Latin American markets?. (2010). Tseng, Hsiou-Ying .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:127-133.

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  617. The plausibility of risk estimates and implied costs to international equity investments. (2010). De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:623-644.

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  618. An empirical investigation of stock market behavior in the Middle East and North Africa. (2010). Rothman, Philip ; Jahan-Parvar, Mohammad ; Cheng, Ai-Ru .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:413-427.

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  619. Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:3:p:250-260.

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  620. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2010). lucey, brian.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:1:p:62-78.

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  621. Equity price bubbles in the Middle Eastern and North African Financial markets. (2010). Waters, George ; Jahan-Parvar, Mohammad.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:1:p:39-48.

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  622. The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?. (2010). Wang, Lihong ; Huyghebaert, Nancy.
    In: China Economic Review.
    RePEc:eee:chieco:v:21:y:2010:i:1:p:98-112.

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  623. How Important Are Foreign Ownership Linkages for International Stock Returns?. (2010). Bartram, Söhnke ; Ng, David ; Griffin, John .
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  624. Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks. (2010). Chua, Choong Tze ; Lai, Sandy ; Lewis, Karen K..
    In: Working Papers.
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  625. What Segments Equity Markets?. (2010). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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  626. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events. (2010). lucey, brian ; Aggarwal, Raj.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:48:y:2010:i::p:641-660.

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  627. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events. (2010). lucey, brian ; Aggarwal, Raj ; Muckley, Cal.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:48:y:2010:i:3:p:641-660.

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  628. International Dynamic Asset Allocation and Return Predictability. (2010). Oomen, Roel ; Basu, Devraj ; Stremme, Alexander .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010:i:7-8:p:1008-1025.

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  629. International Dynamic Asset Allocation and Return Predictability. (2010). Stremme, Alexander ; Oomen, Roel ; Basu, Devraj .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-07:i:7-8:p:1008-1025.

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  630. Is there Evidence of Shift-Contagion in International Housing Markets?. (2010). malik, Sachin ; DE BANDT, OLIVIER.
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  631. Crises and Hedge Fund Risk. (2009). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila.
    In: Yale School of Management Working Papers.
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  632. Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
    In: FIW Working Paper series.
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  633. Short-Horizon Return Predictability in International Equity Markets. (2009). Kim, Jae ; Shamsuddin, Abul.
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  634. The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets. (2009). Salih, A A ; Akdeniz, L ; Umutlu, M.
    In: Other publications TiSEM.
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  635. The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets. (2009). Umutlu, Mehmet ; Salih, A. A. ; Akdeniz, L..
    In: Discussion Paper.
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  636. International Equity Market Integration. (2009). Bhaduri, Saumitra.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:8:y:2009:i:1:p:45-66.

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  637. Stock market integration: Malaysia and its major trading partners. (2009). Abdul Karim, Zulkefly.
    In: MPRA Paper.
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  638. Equity Price Bubbles in the Middle Eastern and North African Financial Markets. (2009). Waters, George ; Jahan-Parvar, Mohammad.
    In: MPRA Paper.
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  639. Are stock exchanges integrated in the world? - A critical Analysis. (2009). Varadi, Vijay ; Nagarjuna, Boppana ; BOPPANA, Nagarjuna .
    In: MPRA Paper.
    RePEc:pra:mprapa:15902.

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  640. Financial Integration of North Africa Stock Markets. (2009). Onour, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:14938.

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  641. An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa. (2009). Rothman, Philip ; Jahan-Parvar, Mohammad ; Cheng, Ai-Ru .
    In: MPRA Paper.
    RePEc:pra:mprapa:13437.

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  642. Tracking errors of exchange traded funds. (2009). Johnson, William F.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.10.

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  643. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2009). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
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  644. Global Yield Curves and Sovereign Bond Market Integration. (2009). RAHMAN, Shahidur ; Xiaoneng, ZHU .
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:0902.

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  645. Emerging Markets Capital Structure and Financial Integration. (2009). lucey, brian ; Brian M. Lucey, QiYu Zhang* School of Business, Tr, .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp305.

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  646. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2009). lucey, brian ; Brian M. Lucey, QiYu Zhang* School of Business, Tr, .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp304.

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  647. Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets. (2009). Funke, Michael ; Colavecchio, Roberta .
    In: Working Papers.
    RePEc:hkm:wpaper:112009.

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  648. International Diversification: A Copula Approach. (2009). Lu, Ching-Chih ; de la Pena, Victor ; Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2009_027.

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  649. International Diversification: An Extreme Value Approach. (2009). Lu, Ching-Chih ; de la Pena, Victor ; Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2009_026.

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  650. CHINAS FINANCIAL MARKET INTEGRATION WITH THE WORLD. (2009). Johansson, Anders.
    In: Working Paper Series.
    RePEc:hhs:hacerc:2009-010.

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  651. Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière. (2009). Boubakri, Salem.
    In: Working Papers.
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  652. Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI. (2009). Guesmi, Khaled.
    In: Working Papers.
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  653. Structural Breaks in the Mexicos Integration into the World Stock Market. (2009). AROURI, Mohamed ; Jouini, Jamel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00387114.

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  654. Stock market integration in the Latin American markets: further evidence from nonlinear modeling. (2009). Million, Nicolas ; JAWADI, Fredj ; AROURI, Mohamed.
    In: Post-Print.
    RePEc:hal:journl:hal-00387110.

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  655. Time Variation in Asset Return Dependence: Strength or Structure?. (2009). van Dijk, Dick ; Kole, Erik ; Kole, H. J. W. G., ; van Dijk, D. J. C., ; Markwat, T. D..
    In: ERIM Report Series Research in Management.
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  656. Macroeconomic uncertainty and conditional stock-price volatility in frontier African markets: Evidence from Ghana. (2009). Adjasi, Charles ; Charles K. D. Adjasi, .
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:10:y:2009:i:4:p:333-349.

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  657. Do investors still benefit from international diversification with investment constraints?. (2009). Lee, Alice C. ; Wan- Jiun Paul Chiou, ; Chang, Chiu-Chi A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:448-483.

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  658. Benefits of international diversification with investment constraints: An over-time perspective. (2009). Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:19:y:2009:i:2:p:93-110.

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  659. Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective. (2009). Gupta, Rakesh ; Donleavy, G. D..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:19:y:2009:i:2:p:160-177.

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  660. A model of asset pricing under country risk. (2009). Andrade, Sandro C..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:4:p:671-695.

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  661. Market liberalizations at the firm level: Spillovers fromADRs and implications for local markets. (2009). Fernandes, Nuno.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:2:p:293-321.

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  662. Portfolio flows, volatility and growth. (2009). Ferreira, Miguel ; Laux, Paul A..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:2:p:271-292.

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  663. International financial integration through the law of one price: The role of liquidity and capital controls. (2009). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:3:p:432-463.

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  664. Global market integration: An alternative measure and its application. (2009). Pukthuanthong, Kuntara ; Roll, Richard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:2:p:214-232.

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  665. Time-varying market integration and stock and bond return concordance in emerging markets. (2009). Wu, Eliza ; Panchenko, Valentyn.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:6:p:1014-1021.

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  666. European stock market integration: Fact or fiction?. (2009). Bley, Jorg.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:759-776.

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  667. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:2:p:289-305.

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  668. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

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  669. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:368-387.

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  670. The transmission of emerging market shocks to global equity markets. (2009). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Cuadro-Saez, Lucia .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:2-17.

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  671. Governance and stock market performance. (2009). Ah Boon Sim, ; Hooper, Vince ; Uppal, Asfandyar .
    In: Economic Systems.
    RePEc:eee:ecosys:v:33:y:2009:i:2:p:93-116.

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  672. EMU and European government bond market integration. (2009). Gómez-Puig, Marta ; Chuliá, Helena ; Abad, Pilar ; Chulia, Helena ; Gomez-Puig, Marta.
    In: Working Paper Series.
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  673. Analysis of structural breaks in the stock market integration of mexico into world. (2009). JOUINI, Jamel ; AROURI, Mohamed ; el hdi, Arouri Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00159.

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  674. Stock market integration in the Latin American markets: further evidence from nonlinear modeling. (2009). Million, Nicolas ; JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El hédi Arouri, .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c20075.

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  675. Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière. (2009). Boubakri, Salem.
    In: EconomiX Working Papers.
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  676. How Does European Integration Affect the European Stock Markets?. (2009). Erdogan, Burcu .
    In: Working Paper / FINESS.
    RePEc:diw:diwfin:diwfin1.1a.

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  677. The Determinants of Terrorist Shocks Cross-Market Transmission. (2009). Drakos, Konstantinos.
    In: Economics of Security Working Paper Series.
    RePEc:diw:diweos:diweos17.

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  678. Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception. (2009). Drakos, Konstantinos.
    In: Economics of Security Working Paper Series.
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  679. Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
    In: CeRP Working Papers.
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  680. Testing for Convergence in Stock Markets: A Non-Linear Factor Approach. (2009). Caporale, Guglielmo Maria ; Erdogan, Burcu ; Kuzin, Vladimir .
    In: CESifo Working Paper Series.
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  681. Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
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  682. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
    In: CESifo Working Paper Series.
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  683. Benchmark bonds interactions under regime shifts. (2009). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Working Papers.
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  684. Why do risk premia vary over time? A theoretical investigation under habit formation. (2009). Zabczyk, Pawel ; De Paoli, Bianca.
    In: Bank of England working papers.
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  685. LIQUIDITY AND VALUATION IN EAST AFRICAN SECURITIES MARKETS. (2009). Hearn, Bruce.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:4:p:553-576.

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  686. Global Financial Transmission of Monetary Policy Shocks. (2009). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:71:y:2009:i:6:p:739-759.

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  687. Systemic and Idiosyncratic Risk in EU†15 Sovereign Yield Spreads after Seven Years of Monetary Union. (2009). Puig, Marta Gmeza.
    In: European Financial Management.
    RePEc:bla:eufman:v:15:y:2009:i:5:p:971-1000.

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  688. The Dark Side of International Cross-Listing: Effects on Rival Firms at Home. (2009). Melvin, Michael ; Valero, Magali.
    In: European Financial Management.
    RePEc:bla:eufman:v:15:y:2009:i:1:p:66-91.

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  689. Stock market integration in the Latin American markets: further evidence from nonlinear modeling. (2009). Million, Nicolas ; JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Papers.
    RePEc:arx:papers:0905.3874.

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  690. Financial Integration of North Africa Stock Markets. (2009). Onour, Ibrahim.
    In: API-Working Paper Series.
    RePEc:api:apiwps:0908.

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  691. North Africa Stock Markets: Analysis of Unit Root and Long Memory Process. (2009). Onour, Ibrahim.
    In: API-Working Paper Series.
    RePEc:api:apiwps:0906.

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  692. Economic integration and mature portfolios. (2008). Haliassos, Michael ; Georgarakos, Dimitris ; Christelis, Dimitris.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200805.

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  693. Sovereign bond market integration: the euro, trading platforms and globalization. (2008). Wolff, Guntram ; Schulz, Alexander.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7339.

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  694. Long-Term Global Market Correlations. (2008). Rouwenhorst, K. ; Goetzmann, William ; Li, Lingfeng.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm237.

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  695. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:849.

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  696. The Co-integration of European Stock Markets after the Launch of the Euro. (2008). Soares da Fonseca, José.
    In: Panoeconomicus.
    RePEc:voj:journl:v:55:y:2008:i:3:p:309-324.

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  697. Stock market integration between new EU member states and the Euro-zone. (2008). Savva, Christos ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:urv:wpaper:2072/13263.

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  698. A century of global equity market correlations. (2008). Voth, Hans-Joachim ; Quinn, Dennis .
    In: Economics Working Papers.
    RePEc:upf:upfgen:1119.

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  699. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2008). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2008-49.

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  700. Beyond greed, fear and the iron curtain. (2008). Simon, Marta ; Durand, Robert .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:4:p:275-293.

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  701. Diversification prospects in Middle East and North Africa (MENA) equity markets: a synthesis and an update. (2008). Abdul-Majid, Haikal ; Olusi, Olasupo.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:18:p:1451-1463.

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  702. Risk and Return in the Next Frontier. (2008). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:7:y:2008:i:1:p:43-80.

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  703. Centre Rules the Markets. (2008). Ferreira, Miguel ; Alves, Paulo.
    In: MPRA Paper.
    RePEc:pra:mprapa:52779.

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  704. Convergence of EMU Equity Portfolios. (2008). Giofre', Maela ; Giofre, Maela/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:13927.

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  705. EMU Effects on Stock Markets: From Home Bias to Euro Bias. (2008). Giofre', Maela ; Giofre, Maela/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:13926.

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  706. Equity Market Price Interactions Between China and the Other Markets Within the Chinese States Equity Markets. (2008). Gang, Gary Tian .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:12:y:2008:i:1-2:p:105-126.

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  707. The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries. (2008). AROURI, Mohamed ; D.-K. NGUYEN, ; Bellalah, Makram.
    In: LEO Working Papers / DR LEO.
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  708. ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?. (2008). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed El Hédi Arouri, ; Mohamed El Hédi Arouri, .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:2:y:2008:i:2:p:107-116.

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  709. FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value. (2008). Valente, Giorgio ; Joseph K. W. Fung, ; Fong, Wai-Ming .
    In: Working Papers.
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  710. Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2008). Funke, Michael ; Colavecchio, Roberta .
    In: Quantitative Macroeconomics Working Papers.
    RePEc:ham:qmwops:20812.

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  711. Sovereign bond market integration: the euro, trading platforms and globalisation. (2008). Wolff, Guntram ; Schulz, Alexander.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0332.

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  712. Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets. (2008). Diamandis, Panayiotis F..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:362-377.

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  713. Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach. (2008). Majerowska, Ewa ; Li, Hong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:247-266.

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  714. Market integration: A risk-budgeting guide for pure alpha investors. (2008). Caicedo-llano, Juliana ; Dionysopoulos, Thomas .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:18:y:2008:i:4:p:313-327.

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  715. Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests. (2008). lucey, brian ; Voronkova, Svitlana .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1303-1324.

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  716. Cross-border listings, capital controls, and equity flows to emerging markets. (2008). Warnock, Francis ; Edison, Hali.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:6:p:1013-1027.

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  717. Credit, cronyism, and control: Evidence from the Americas. (2008). Pagano, Michael S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:3:p:387-410.

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  718. Non-linear growth effects of financial development: Does financial integration matter?. (2008). Masten, Igor ; coricelli, fabrizio ; Brezigar Masten, Arjana.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:2:p:295-313.

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  719. Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium. (2008). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:2:p:169-196.

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  720. Striking oil: Another puzzle?. (2008). Jacobsen, Ben ; Driesprong, Gerben ; Maat, Benjamin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:89:y:2008:i:2:p:307-327.

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  721. Financial market integration and the value of global diversification: Evidence for US acquirers in cross-border mergers and acquisitions. (2008). HASAN, IFTEKHAR ; Francis, Bill B. ; Sun, Xian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:8:p:1522-1540.

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  722. Who benefits more from international diversification?. (2008). Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:466-482.

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  723. Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45.

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  724. The anatomy of financial crises: Evidence from the emerging ADR market. (2008). Pasquariello, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:2:p:193-207.

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  725. Investing in European stock markets for high-technology firms. (2008). Schertler, Andrea ; Pierdzioch, Christian.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2008:i:3:p:400-415.

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  726. Melting pot or salad bowl: Some evidence from U.S. investments abroad. (2008). Bhattacharya, Utpal ; Groznik, Peter.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:3:p:228-258.

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  727. Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange. (2008). Swidler, Steve ; Lally, Martin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:5:p:805-819.

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  728. Chinas segmented stock market: An application of the conditional international capital asset pricing model. (2008). Liu, Xiaochun ; Jacobsen, Brian J..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:3:p:153-173.

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  729. Market integration in developed and emerging markets: Evidence from the CAPM. (2008). Li, Wei ; Kritzman, Mark ; Myrgren, Simon ; Page, Sbastien ; Bruner, Robert F..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:2:p:89-103.

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  730. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2008). Funke, Michael ; Colavecchio, Roberta .
    In: China Economic Review.
    RePEc:eee:chieco:v:19:y:2008:i:4:p:635-648.

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  731. International stock return comovements. (2008). Hodrick, Robert ; Bekaert, Geert ; Zhang, Xiaoyan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008931.

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  732. The impact of the euro on equity markets: a country and sector decomposition. (2008). Manganelli, Simone ; Kadareja, Arjan ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008906.

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  733. Assessing the benefits of international portfolio diversification in bonds and stocks.. (2008). Sarno, Lucio ; De Santis, Roberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008883.

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  734. Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001. (2008). Voth, Hans-Joachim ; Quinn, Dennis .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7013.

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  735. Does hedging tell the full story? : Reconciling differences in US aggregate and industry-level exchange rate risk premia. (2008). HASAN, IFTEKHAR ; Francis, Bill B ; Hunter, Delroy M.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2008_014.

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  736. The signalling hypothesis revisited : evidence from foreign IPOs. (2008). Lothian, James ; HASAN, IFTEKHAR ; Francis, Bill B ; Sun, Xian.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2008_010.

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  737. Global and local sources of risk in Eastern European emerging stock markets. (2008). Vaihekoski, Mika ; John (Fedorova), Elena.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2008_027.

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  738. Financial Openness and Growth: Short-run Gain, Long-run Pain?. (2008). Fratzscher, Marcel ; Bussiere, Matthieu.
    In: Review of International Economics.
    RePEc:bla:reviec:v:16:y:2008:i:1:p:69-95.

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  739. IS THE UK REAL ESTATE MARKET CONVERGING WITH THE REST OF EUROPE?. (2008). Lee, Stephen.
    In: ERES.
    RePEc:arz:wpaper:eres2008_192.

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  740. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Babecký, Jan ; Komarkova, Zlatuse ; Babecky, Jan.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269847.

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  741. GARCH modeling of robust market returns. (2007). Moreno, Manuel ; Cuadro Sáez, Lucía ; Cuadro-Saez, Lucia .
    In: Kiel Advanced Studies Working Papers.
    RePEc:zbw:ifwasw:440.

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  742. Fractional integration in the equity markets of MENA region. (2007). Assaf, A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:9:p:709-723.

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  743. Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies. (2007). Huang, Nai-Chuan ; Chen, Shyh-Wei.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:4:p:313-327.

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  744. Banking regulation, information asymmetries and industry growth: new evidence. (2007). Utrero-González, Natalia ; Utrero-Gonzalez, Natalia .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:1:p:63-76.

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  745. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
    In: MPRA Paper.
    RePEc:pra:mprapa:9681.

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  746. Time-varying global and local sources of risk in Russian stock market. (2007). Vaihekoski, Mika ; Saleem, Kashif.
    In: MPRA Paper.
    RePEc:pra:mprapa:5787.

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  747. Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets. (2007). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Don U A Galagedera, .
    In: MPRA Paper.
    RePEc:pra:mprapa:25349.

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  748. Testing Efficiency Performance of an Underdeveloped Stock Market. (2007). Onour, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:15020.

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  749. Capital Market Integration in the Middle East and North Africa. (2007). lucey, brian ; Lagoarde-Segot, Thomas.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:43:y:2007:i:3:p:34-57.

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  750. Co-movement and Integration among Developed Equity Markets. (2007). Tsiaplias, Sarantis.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2007n25.

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  751. Global Market and Currency Risk in Finnish Stock Market. (2007). Vaihekoski, Mika.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:20:y:2007:i:1:p:72-88.

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  752. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan ; Babetskii, Ian .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:7-8:p:341-362.

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  753. Market integration and currency risk in Asian emerging markets. (2007). Tai, Chu-Sheng .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:21:y:2007:i:1:p:98-117.

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  754. Mean and volatility linkages for closed-end country funds. (2007). Swanson, Peggy E. ; Sarkar, Salil K. ; Tsai, Pei-Jung .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:4:p:550-575.

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  755. Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York. (2007). Thorp, Susan ; Milunovich, George.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:17:y:2007:i:4:p:275-289.

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  756. Financial integration and the price of world covariance risk: Large- vs. small-cap stocks. (2007). Huang, Wei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1311-1337.

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  757. The impact of EMU on the equity cost of capital. (2007). priestley, richard ; Malliaropulos, Dimitrios ; HARDOUVELIS, GIKAS.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:2:p:305-327.

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  758. Investment restrictions and the cross-border flow of information: Some empirical evidence. (2007). Mao, Connie X. ; Bailey, Warren ; Sirodom, Kulpatra.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:1:p:1-25.

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  759. International asset pricing under segmentation and PPP deviations. (2007). Chaieb, Ines ; Errunza, Vihang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:2:p:543-578.

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  760. International asset pricing models and currency risk: Evidence from Finland 1970-2004. (2007). Vaihekoski, Mika ; Antell, Jan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2571-2590.

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  761. International portfolio diversification benefits: Cross-country evidence from a local perspective. (2007). Laeven, Luc ; Driessen, Joost.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:6:p:1693-1712.

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  762. The Euro and European financial market dependence. (2007). Bartram, Söhnke ; Taylor, Stephen J. ; Wang, Yaw-Huei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1461-1481.

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  763. Are the China-related stock markets segmented with both world and regional stock markets?. (2007). di Iorio, Amalia ; Wang, Yuenan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:3:p:277-290.

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  764. What are the risks when investing in thin emerging equity markets: Evidence from the Arab world. (2007). Girard, Eric ; Omran, Mohamed .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:1:p:102-123.

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  765. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:465-498.

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  766. International conditional asset allocation under specification uncertainty. (2007). .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:443-464.

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  767. On the premiums of iShares. (2007). Zhong, Maosen ; Delcoure, Natalya .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:2:p:168-195.

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  768. Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets. (2007). Tai, Chu-Sheng .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:4:p:264-283.

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  769. Global potential for carbon sequestration: Geographical distribution, country risk and policy implications. (2007). McCallum, Ian ; Yamagata, Yoshiki ; Benitez, Pablo C. ; Obersteiner, Michael.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:60:y:2007:i:3:p:572-583.

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  770. The financial integration of China: New evidence on temporally aggregated data for the A-share market. (2007). girardin, eric ; Liu, Zhenya.
    In: China Economic Review.
    RePEc:eee:chieco:v:18:y:2007:i:3:p:354-371.

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  771. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

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  772. The pricing of risk in European credit and corporate bond markets. (2007). Obreja, Iulian ; Berndt, Antje.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007805.

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  773. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007724.

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  774. The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries. (2007). Nguyen, Duc Khuong ; bellalah, mondher ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:dpc:wpaper:0507.

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  775. Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility. (2007). Nguyen, Duc Khuong ; bellalah, mondher.
    In: Working Papers.
    RePEc:dpc:wpaper:0207.

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  776. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/7.

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  777. The Dark Side of International Cross-Listing: Effects on Rival Firms at Home. (2007). Melvin, Michael ; Valero, Magali.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2174.

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  778. Testing Multi-Factor Asset Pricing Models in the Visegrad Countries. (2007). Morgese Borys, Magdalena.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp323.

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  779. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2007). Funke, Michael ; Colavecchio, Roberta .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2007_017.

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  780. Exchange Rates and the Conversion of Currency-Specific Risk Premia. (2007). Eisenberg, Astrid ; Rudolf, Markus.
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:4:p:672-701.

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  781. Time‐varying Cost of Equity Capital in Southeast Asian Countries. (2007). Ameer, Rashid.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:21:y:2007:i:2:p:207-238.

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  782. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro .
    In: Working Papers.
    RePEc:bde:wpaper:0727.

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  783. .

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  784. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Canto, Bea ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200625.

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  785. International financial integration through the law of one price. (2006). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3897.

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  786. Phase-Locking and Switching Volatility in Hedge Funds. (2006). Pelizzon, Loriana ; Billio, Monica ; Getmansky, Mila.
    In: Working Papers.
    RePEc:ven:wpaper:2006_54.

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  787. International Financial Integration through the Law of One Price. (2006). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Business School Working Papers.
    RePEc:udt:wpbsdt:2006-01.

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  788. The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets. (2006). Liow, Kim.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:24:y:2006:i:1:p:1-29.

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  789. Convergence of European spot market prices for natural gas? A real-time analysis of market integration using the Kalman Filter. (2006). Siliverstovs, Boriss ; Neumann, Anne ; Hirschhausen, Christian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:11:p:727-732.

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  790. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/413.

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  791. Stock market integration: a multivariate GARCH analysis on Poland and Hungary.. (2006). Majerowska, Ewa ; Li, Hong.
    In: Economics Discussion Papers.
    RePEc:ris:kngedp:2006_002.

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  792. International Capital Flows Returns and World Financial Integration. (2006). Hnatkovska, Viktoria ; Evans, Martin.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:60.

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  793. Regional and Global Financial Integration in East Asia. (2006). Shin, Kwanho ; Lee, Jong-Wha ; Kim, Soyoung.
    In: MPRA Paper.
    RePEc:pra:mprapa:695.

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  794. Discount Rates in Emerging Capital Markets. (2006). Ramirez, Didac ; Mongrut, Samuel.
    In: Working Papers.
    RePEc:pai:wpaper:06-03.

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  795. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12697.

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  796. Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets. (2006). Warnock, Francis ; Edison, Hali.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12589.

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  797. Financial Globalization, Governance, and the Evolution of the Home Bias. (2006). Warnock, Francis ; Stulz, René ; Kho, Bong-Chan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12389.

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  798. Does Total Risk Matter? The Case of Emerging Markets. (2006). Girard, Eric ; Sinha, Amit .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:10:y:2006:i:1-2:p:117-151.

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  799. The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

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  800. Shift versus traditional contagion in Asian markets. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp176.

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  801. The Euro and Financial Integration. (2006). Waelti, Sébastien ; Lane, Philip ; Walti, Sebastien .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp139.

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  802. Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis. (2006). lucey, brian ; Birg, Gregory.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp136.

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  803. Regional and Global Financial Integration in East Asia. (2006). Shin, Kwanho ; Lee, Jong-Wha ; Kim, Soyoung.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:0602.

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  804. Comovements in International Stock Markets. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: ICER Working Papers.
    RePEc:icr:wpicer:3-2006.

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  805. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.. (2006). AROURI, Mohamed.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00387109.

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  806. The Latin American and Spanish Stock markets. (2006). Aray, Henry.
    In: ThE Papers.
    RePEc:gra:wpaper:06/12.

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  807. L’intégration des marchés financiers. (2006). Soares da Fonseca, José.
    In: GEMF Working Papers.
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  808. The Integration of European Stock Markets and Market Timing. (2006). Soares da Fonseca, José.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2006-05.

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  809. International asset allocation under regime switching, skew and kurtosis preferences. (2006). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-034.

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  810. Common and country-specific components in national stock prices. (2006). Hu, OU.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:5:p:509-519.

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  811. Size matters: The impact of financial liberalization on individual firms. (2006). Christoffersen, Peter ; Chung, Hyunchul ; Errunza, Vihang.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:8:p:1296-1318.

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  812. The Copula-GARCH model of conditional dependencies: An international stock market application. (2006). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853.

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  813. The evolution of stock market integration in the post-liberalization period - A look at Latin America. (2006). Hunter, Delroy M..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:5:p:795-826.

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  814. Sources of firms industry and country effects in emerging markets. (2006). Phylaktis, Kate ; Xia, Lichuan .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:3:p:459-475.

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  815. Specification tests of international asset pricing models. (2006). zhang, xiaoyan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:2:p:275-307.

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  816. Evolution of international stock and bond market integration: Influence of the European Monetary Union. (2006). Wu, Eliza ; Kim, Suk-Joong ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:5:p:1507-1534.

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  817. Issue costs in the Eurobond market: The effects of market integration. (2006). Melnik, Arie ; Nissim, Doron .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:1:p:157-177.

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  818. The equity premium and market integration: Evidence from international data. (2006). Shackman, Joshua D..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:2:p:155-179.

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  819. Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56.

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  820. Detecting shift-contagion in currency and bond markets. (2006). Morley, James ; Gravelle, Toni ; Kichian, Maral.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:68:y:2006:i:2:p:409-423.

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  821. Business-cycle fluctuations and international equity correlations. (2006). Pierdzioch, Christian ; Kizys, Renatas.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:252-270.

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  822. Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251.

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  823. Modeling country risk in Latin America: A country beta approach. (2006). Verma, Rahul ; Soydemir, Gokce.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:2:p:192-213.

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  824. Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammed ; Nikkinen, Jussi .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104.

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  825. Non-synchronous trading and testing for market integration in Central European emerging markets. (2006). Zalewska, Anna ; Schotman, Peter C..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:462-494.

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  826. Local risk factors in emerging markets: Are they separately priced?. (2006). Majerbi, Basma ; Errunza, Vihang ; Carrieri, Francesca.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:444-461.

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  827. Coming to America: IPOs from emerging market issuers. (2006). Ramchand, Latha ; Chaplinsky, Susan ; Bruner, Robert .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:3:p:191-212.

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  828. European Union enlargement and equity markets in accession countries. (2006). Podpiera, Richard ; Dvorak, Tomas .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:2:p:129-146.

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  829. Measuring the cost of equity in African financial markets. (2006). Collins, Daryl ; Abrahamson, Mark.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:1:p:67-81.

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  830. Capital market governance: How do security laws affect market performance?. (2006). Ng, David ; Lee, Charles ; Daouk, Hazem .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:12:y:2006:i:3:p:560-593.

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  831. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
    In: Working Papers.
    RePEc:ecl:upafin:06-6.

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  832. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang.
    In: Working Papers.
    RePEc:ecl:upafin:06-4.

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  833. Mean-Variance Convergence around the World. (2006). Eun, Cheol S. ; Lee, Jinsoo.
    In: Working Papers.
    RePEc:ecl:upafin:06-1.

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  834. Financial Globalization, Governance, and the Evolution of the Home Bias. (2006). Warnock, Francis ; Stulz, René ; Kho, Bong-Chan.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-12.

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  835. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

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  836. Global financial transmission of monetary policy shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006616.

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  837. International Stock Return Comovements. (2006). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5955.

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  838. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

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  839. Global Financial Transmission of Monetary Policy Shocks. (2006). Fratzscher, Marcel ; Ehrmann, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1710.

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  840. Financial market integration and the value of global diversification : evidence for US acquirers in cross-border mergers and acquisitions. (2006). HASAN, IFTEKHAR ; Francis, Bill B ; Sun, Zian .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2006_024.

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  841. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2006). Funke, Michael ; Colavecchio, Roberta .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2006_016.

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  842. International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?. (2006). Leuz, Christian ; Hail, Luzi.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:44:y:2006:i:3:p:485-531.

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  843. In Americas thrall: the effects of the US market and US security characteristics on Australian stock returns. (2006). Smith, Gary ; Durand, Robert B. ; Limkriangkrai, Manapon.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:46:y:2006:i:4:p:577-604.

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  844. Convergence of European Spot Market Prices for Natural Gas? A Real-Time Analysis of Market Integration using the Kalman Filter. (2005). Siliverstovs, Boriss ; Neumann, Anne.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0505.

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  845. Investing in European Stock Markets for High-Technology Firms. (2005). Schertler, Andrea ; Pierdzioch, Christian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1265.

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  846. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
    In: International Finance.
    RePEc:wpa:wuwpif:0511005.

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  847. Discount Rates in Emerging Capital Markets. (2005). Mongrut Montalván, Samuel ; Sarrio, Didac Ramirez.
    In: Finance.
    RePEc:wpa:wuwpfi:0501013.

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  848. Dynamic Interdependence and Volatility Transmission in Turkish and European Equity Markets. (2005). Tastan, Huseyin.
    In: Working Papers.
    RePEc:tek:wpaper:2005/10.

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  849. Sources of volatility in stock returns in emerging markets. (2005). Caner, Seluk ; Zeynep Önder, .
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:8:p:929-941.

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  850. Free trade agreements and equity market integration: the case of the US and Jordan. (2005). Al-Zoubi, Haitham ; Al-Zuobi, Hiatham ; Maghyereh, Aktham.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:14:p:995-1005.

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  851. European public real estate market integration. (2005). Zhu, Guozhong ; Yang, Jian ; Kolari, James W..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:13:p:895-905.

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  852. International Capital Flows in a World of Greater Financial Integration. (2005). Hnatkovska, Viktoria ; Evans, Martin.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:419.

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  853. Intégration financière et diversification internationale des portefeuilles. (2005). Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2005_num_168_2_7423.

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  854. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11906.

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  855. International Capital Flows, Returns and World Financial Integration. (2005). Hnatkovska, Viktoria ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11701.

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  856. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

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  857. Capital Controls, Sudden Stops and Current Account Reversals. (2005). Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11170.

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  858. European Union Enlargement and Equity Markets in Accession Countries. (2005). Dvorak, Tomas ; Podpiera, Richard.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/182.

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  859. Dynamics of Bond Market Integration between Existing And Accession EU Countries. (2005). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp025.

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  860. International equity holdings and stock returns correlations: Does diversification matter at all for portfolio choice?. (2005). Guibaud, Stephane.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00590777.

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  861. International Capital Flows, Returns and World Financial Integration. (2005). Hnatkovska, Viktoria ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-17.

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  862. Supply matters for asset prices: evidence from IPOs in emerging markets. (2005). Larrain, Borja ; Braun, Matias.
    In: Working Papers.
    RePEc:fip:fedbwp:06-4.

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  863. The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?. (2005). van Dijk, Dick ; de Zwart, G. J. ; van Dijk, D. J. C., ; van der Hart, J..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:1922.

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  864. Portfolio allocations and the emerging equity markets of Central Europe. (2005). Tezel, Ahmet ; McManus, Ginette M. ; Gilmore, Claire G..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:3:p:287-300.

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  865. Estimating the expected marginal rate of substitution: A systematic exploitation of idiosyncratic risk. (2005). Rose, Andrew ; Flood, Robert.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:5:p:951-969.

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  866. Stock prices and exchange rate dynamics. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:7:p:1031-1053.

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  867. Financial development and stock returns: A cross-country analysis. (2005). Dellas, Harris ; Hess, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:6:p:891-912.

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  868. Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets. (2005). Chelley-Steeley, Patricia.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:5:p:818-831.

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  869. Equity market linkage and multinational trade accords: The case of NAFTA. (2005). Darrat, Ali F. ; Zhong, Maosen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:5:p:793-817.

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  870. Multiscale systematic risk. (2005). Selcuk, Faruk ; Gencay, Ramazan ; Whitcher, Brandon .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:1:p:55-70.

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  871. Time-varying market integration and expected returns in emerging markets. (2005). de Jong, Frank ; de Roon, Frans A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:3:p:583-613.

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  872. Liquidity of emerging markets. (2005). LESMOND, DAVID A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:77:y:2005:i:2:p:411-452.

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  873. Oil sensitivity and systematic risk in oil-sensitive stock indices. (2005). Hammoudeh, Shawkat ; Li, Huimin.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:57:y:2005:i:1:p:1-21.

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  874. Consumption habit and international stock returns. (2005). Zhong, Maosen ; Li, Yuming.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:3:p:579-601.

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  875. Global diversification and bidder gains: A comparison between cross-border and domestic acquisitions. (2005). Schlingemann, Frederik ; Moeller, Sara B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:3:p:533-564.

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  876. Is learning a dimension of risk?. (2005). Simonov, Andrei ; Massa, Massimo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2605-2632.

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  877. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. (2005). Wu, Eliza ; Kim, Suk-Joong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2475-2502.

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  878. Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets. (2005). Soydemir, Gokce.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:4:p:285-313.

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  879. Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106.

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  880. World market integration through the lens of foreign direct investors. (2005). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:66:y:2005:i:2:p:267-295.

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  881. Winter blues and time variation in the price of risk. (2005). Kramer, Lisa ; Kamstra, Mark ; Garrett, Ian .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:2:p:291-316.

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  882. The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?. (2005). van Dijk, Dick ; de Zwart, Gerben ; van der Hart, Jaap, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:3:p:238-262.

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  883. Risk and ex ante cost of equity estimates of emerging market firms. (2005). Mishra, Dev ; O'Brien, Thomas J..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:2:p:107-120.

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  884. Turnover and return in global stock markets. (2005). Dey, Malay K..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:1:p:45-67.

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  885. Financial liberalization and the stability of currency pegs. (2005). Bhattacharya, Utpal.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:11:y:2005:i:1-2:p:351-374.

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  886. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: Working Papers.
    RePEc:ecl:upafin:06-3.

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  887. European Union enlargement and equity markets in accession countries. (2005). Podpiera, Richard ; Dvorak, Tomas .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005552.

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  888. Measuring market and inflation risk premia in France and in Germany. (2005). Guene, Stephane ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005436.

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  889. Stockmarket comovements revisited. (2005). Da Costa, Jr Newton ; Nunes, Silvia ; da Silva, Sergio ; Ceretta, Paulo .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2005:i:3:p:1-9.

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  890. Stockmarket comovements revisited. (2005). Da Silva, Sergio ; Da Costa, Jr Newton ; Nunes, Silvia ; Ceretta, Paulo .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05g10001.

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  891. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

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  892. Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests. (2005). Voronkova, Svitlana ; Lucey, Brian M.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2005_012.

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  893. Banks� participation in the Eurosystem auctions and money market integration. (2005). Scalia, Antonio ; Bruno, Giuseppe ; Ordine, Ernesto Maurizio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_562_05.

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  894. Capital Market Governance: How Do Security Laws Affect Market Performance?. (2005). Ng, David ; Lee, Charles ; Daouk, Hazem ; Ng, David T. C., ; Ng, David T. C., ; Lee, Charles M. C., ; Lee, Charles M. C., .
    In: Working Papers.
    RePEc:ags:cudawp:127078.

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  895. Business Cycle Fluctuations and International Financial Integration. (2004). Pierdzioch, Christian ; Kizys, Renatas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1197.

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  896. International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects.. (2004). El Hedi, AROURI Mohamed .
    In: International Finance.
    RePEc:wpa:wuwpif:0410001.

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  897. Time-varying Correlations of Russian and U.S. Equity Returns. (2004). Jithendranathan, Thadavillil.
    In: International Finance.
    RePEc:wpa:wuwpif:0403006.

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  898. Housekeeping and plumbing - the investability of emerging markets. (2004). Ladekarl, Jeppe ; Zervos, Sara.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3229.

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  899. An examination of financial integration for the group of seven (G7) industrialized countries using an I( ) cointegration model. (2004). Tahai, A. ; Rutledge, Robert W. ; Karim, Khondkar E..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:5:p:327-335.

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  900. Portfolio diversification: alive and well in Euro-land!. (2004). Danthine, Jean-Pierre ; Adjaoute, Kpate.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:17:p:1225-1231.

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  901. A note on transition stock return behaviour. (2004). Verschoor, Willem ; Jansen, Paul F G, .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:1:p:11-13.

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  902. The Downside Risk and Equity Evaluation: Emerging Market Evidence. (2004). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:3:y:2004:i:1:p:77-93.

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  903. Global Growth Opportunities and Market Integration. (2004). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10990.

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  904. The Stock Market and Investment: Evidence from FDI Flows. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Foley, Fritz C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10559.

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  905. Does Financial Liberalization Spur Growth?. (2004). Harvey, Campbell ; Bekaert, Geert.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200405-9.

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  906. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1411004.

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  907. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191.

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  908. Industry Risk and Market Integration. (2004). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang.
    In: Management Science.
    RePEc:inm:ormnsc:v:50:y:2004:i:2:p:207-221.

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  909. Financial Integration; A New Methodology and An Illustration. (2004). Rose, Andrew ; Flood, Robert P.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/110.

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  910. Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events.. (2004). lucey, brian ; Aggarwal, Raj ; Muckley, Cal ; O'Rourke, Kevin .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp019.

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  911. Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration.. (2004). Melnik, Arie ; Nissim, Doron .
    In: ICER Working Papers.
    RePEc:icr:wpicer:03-2004.

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  912. Privatization and Stock Market Liquidity. (2004). Schindele, Ibolya ; Nicodano, Giovanna ; de Jong, Frank ; Bortolotti, Bernardo.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0023.

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  913. Winter blues and time variation in the price of risk. (2004). Kramer, Lisa ; Kamstra, Mark ; Garrett, Ian .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-8.

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  914. The determinants of stock returns in a small open economy. (2004). Isakov, Dusan ; Hoesli, Martin ; Cauchie, Severine.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:13:y:2004:i:2:p:167-185.

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  915. Contagion: evidence from international banking industry. (2004). Tai, Chu-Sheng .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:4-5:p:353-368.

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  916. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1137-1158.

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  917. Expected returns, risk and the integration of international bond markets. (2004). priestley, richard ; Barr, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:1:p:71-97.

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  918. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach. (2004). Brandt, Michael W. ; Kang, Qiang .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:72:y:2004:i:2:p:217-257.

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  919. Information transmission between the NASDAQ and Asian second board markets. (2004). Rui, Oliver ; Lee, Bong-Soo ; Wang, Steven Shuye.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:7:p:1637-1670.

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  920. Can bank be a source of contagion during the 1997 Asian crisis?. (2004). Tai, Chu-Sheng .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:2:p:399-421.

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  921. International transmission of uncertainty implicit in stock index option prices. (2004). Nikkinen, Jussi ; Sahlstrom, Petri .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15.

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  922. Equity market integration in Latin America: A time-varying integration score analysis. (2004). Barari, Mahua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:649-668.

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  923. Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

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  924. Equity market integration in the Asia-Pacific region: A smooth transition analysis. (2004). Chelley-Steeley, Patricia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:621-632.

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  925. International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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  926. A multilateral approach to examining the comovements among major world equity markets. (2004). Hsin, Chin-Wen .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:4:p:433-462.

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  927. Looking for risk premium and contagion in Asia-Pacific foreign exchange markets. (2004). Tai, Chu-Sheng .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:4:p:381-409.

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  928. An empirical examination of UK emerging market unit trust performance. (2004). Abel, Ernest ; Fletcher, Jonathan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:4:p:389-408.

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  929. Currency risk in emerging equity markets. (2004). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:3:p:317-339.

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  930. Housekeeping and plumbing: the investability of emerging markets. (2004). Ladekarl, Jeppe ; Zervos, Sara.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:3:p:267-294.

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  931. The risk and predictability of equity returns of the EU accession countries. (2004). Mateus, Tiago.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:241-266.

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  932. Risk and return characteristics of property indices in emerging markets. (2004). Rodriguez, Mauricio ; Barry, Christopher B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:131-159.

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  933. Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects. (2004). Hwang, Soosung ; Pedersen, Christian S..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:1:p:109-128.

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  934. Financial openness and growth: short-run gain, long-run pain?. (2004). Fratzscher, Marcel ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004348.

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  935. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.. (2004). El Hedi, AROURI Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2004:i:3:p:1-13.

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  936. The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.. (2004). AROURI, Mohamed ; El Hedi, AROURI Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-03f30007.

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  937. Countrymetrics and economic performance evaluation of countries.A systemic approach. (2004). Coccia, Mario.
    In: CERIS Working Paper.
    RePEc:csc:cerisp:200413.

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  938. Inferring the Forward Looking Equity Risk Premium from Derivative Prices. (2004). Chiarella, Carl ; Runggaldier, Wolfgang J. ; Bhar, Ramaprasad.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:8:y:2004:i:1:n:3.

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  939. AFRICAN EQUITY MARKETS AND THE PROCESS OF GLOBAL FINANCIAL INTEGRATION. (2004). Collins, Daryl ; Abrahamson, Mark.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:72:y:2004:i:4:p:658-683.

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  940. Political Uncertainty, Financial Crisis and Market Volatility. (2004). Mei, Jianping ; Guo, Limin .
    In: European Financial Management.
    RePEc:bla:eufman:v:10:y:2004:i:4:p:639-657.

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  941. An Economic Measure of Diversification Benefits. (2003). Li, Lingfeng.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm371.

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  942. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2003). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Finance.
    RePEc:wpa:wuwpfi:0310015.

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  943. Firm-Specific Variation and Openness in Emerging Markets. (2003). Morck, Randall ; Yeung, Bernard ; Li, Kan ; Yang, Fan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2003-623.

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  944. World market integration through the lens of foreign direct investors. (2003). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3060.

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  945. Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3046.

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  946. Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

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  947. Volatility Spillover Effects in European Equity Markets. (2003). Baele, L.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:dae0be49-4f32-433e-822b-1c1eb900773f.

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  948. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Discussion Paper.
    RePEc:tiu:tiucen:dae0be49-4f32-433e-822b-1c1eb900773f.

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  949. Systematic risk and timescales. (2003). Whitcher, Brandon ; Genay, Ramazan.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:3:y:2003:i:2:p:108-116.

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  950. Asset pricing dynamics. (2003). Markellos, Raphael ; Mills, Terence .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:9:y:2003:i:6:p:533-556.

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  951. Financial crisis and African stock market integration. (2003). Yang, Jian ; Bessler, David.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:9:p:527-533.

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  952. Asymmetry of Information in Emerging Markets: Should a Firm Issue its Securities Locally or Abroad?. (2003). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:2:y:2003:i:1:p:1-40.

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  953. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:03/189.

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  954. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9614.

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  955. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9510.

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  956. Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets. (2003). Edison, Hali ; Warnock, Francis E.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/236.

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  957. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_008.

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  958. Contagion: an empirical test. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:775.

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  959. Cross-board listings, capital controls, and equity flows to emerging markets. (2003). Warnock, Francis ; Edison, Hali.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:770.

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  960. Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium. (2003). Kramer, Lisa ; Kamstra, Mark ; Donaldson, Glen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-4.

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  961. Degrees Of Integration In International Portfolio Diversification: Effective Systemic Risk. (2003). Thalassinos, Eleftherios ; El. Thalassinos, ; Th. Kiriazidis, .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:vi:y:2003:i:1-2:p:119-130.

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  962. Striking Oil: Another Puzzle. (2003). Jacobsen, B. ; Driesprong, G. ; Maat, B..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:1017.

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  963. The interdependence of share markets in the developed economies of East Asia. (2003). Felmingham, Bruce ; Chan Leong, Su, .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:2:p:219-237.

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  964. Are Fama-French and momentum factors really priced?. (2003). Tai, Chu-Sheng .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:359-384.

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  965. Volatility and shocks spillover before and after EMU in European stock markets. (2003). Pelizzon, Loriana ; Billio, Monica.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:323-340.

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  966. Economic integration and stock market comovement in the Americas. (2003). Johnson, Robert .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:13:y:2003:i:1:p:85-100.

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  967. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:6:p:777-811.

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  968. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

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  969. Are the East Asian markets integrated? Evidence from the ICAPM. (2003). Batten, Jonathan ; Gerard, Bruno ; Thanyalakpark, Kessara.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:585-607.

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  970. Financial liberalisation: from segmented to integrated economies. (2003). Taşkın, Fatma ; Muradoglu, Yaz.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:529-555.

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  971. Foreign listings, corporate governance, and equity valuations. (2003). Salva, Carolina .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:463-485.

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  972. The relevance of currency risk in the EMU. (2003). Gerard, Bruno ; Hillion, Pierre ; De Santis, Giorgio .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:427-462.

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  973. Short-term reaction of stock markets in stressful circumstances. (2003). Melnik, Arie ; Lasfer, Meziane ; Thomas, Dylan C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:10:p:1959-1977.

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  974. Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets. (2003). Tai, Chu-Sheng .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:4:p:291-311.

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  975. Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange. (2003). Young, Allan ; Tse, Yiuman ; Wu, Chunchi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332.

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  976. The persistence of international diversification benefits before and during the Asian crisis. (2003). Rose, Lawrence ; Meyer, Thomas O..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:2:p:217-242.

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  977. The empirical relationship between risk and return: evidence from the UK stock market. (2003). Howe, John S. ; Xing, Xuejing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:329-346.

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  978. On market price of risk in Asian capital markets around the Asian flu. (2003). Girard, Eric ; Zaher, Tarek ; Rahman, Hamid .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:241-265.

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  979. A simple measure of the intensity of capital controls. (2003). Warnock, Francis ; Edison, Hali.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:81-103.

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  980. Diversification benefits of emerging markets subject to portfolio constraints. (2003). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:57-80.

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  981. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

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  982. Income inequality: the aftermath of stock market liberalization in emerging markets. (2003). Mohapatra, Sanket ; Das, Mitali.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:217-248.

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  983. Emerging markets and trading costs: lessons from Casablanca. (2003). Ghysels, Eric ; Cherkaoui, Mouna .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:169-198.

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  984. Stock selection strategies in emerging markets. (2003). van Dijk, Dick ; Slagter, Erica ; van der Hart, Jaap, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:105-132.

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  985. Returns on ADRs and arbitrage in emerging markets. (2003). SILVA, ANA CRISTINA ; Susmel, Raul ; Rabinovitch, Ramon .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:3:p:225-247.

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  986. Mexicos integration into the North American capital market. (2003). Adler, Michael ; Qi, Rong .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:2:p:91-120.

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  987. The euro area financial system: structure, integration and policy initiatives. (2003). Maddaloni, Angela ; Manganelli, Simone ; Hartmann, Philipp.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003230.

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  988. Is Long Memory a Property of Thin Stock Markets? International Evidence Using Arab Countries. (2003). Limam, Imed .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:1:y:2003:i:3:n:4.

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  989. The World Price of Earnings Opacity. (2003). Bhattacharya, Utpal ; Daouk, Hazem ; Welker, Michael.
    In: Working Papers.
    RePEc:ags:cudawp:127185.

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  990. How integrated are the European retail financial markets? A cointegration analysis. (2002). Heinemann, Friedrich ; Schuler, Martin .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:875.

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  991. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2002). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
    In: Working Papers.
    RePEc:yca:wpaper:2002_6.

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  992. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0102.

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  993. Financial development and stock returns: A cross country analysis. (2002). Dellas, Harris ; Hess, Martin K..
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0218.

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  994. World capital markets and Finnish stock returns. (2002). Vaihekoski, Mika ; Nummelin, Kim .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:3:p:322-343.

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  995. Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

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  996. Conditional Asset Pricing in Emerging Stock Markets. (2002). Zimmermann, Heinz ; Drobetz, Wolfgang ; Sturmer, Susanne.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-iv-11.

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  997. The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets Stocks. (2002). Serra, Ana Paula.
    In: FEP Working Papers.
    RePEc:por:fepwps:120.

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  998. Financial Globalization and Emerging Markets: With or Without Crash?. (2002). Rey, Helene ; Martin, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9288.

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  999. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. (2002). Brandt, Michael W. ; Kang, Qiang .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9056.

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  1000. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

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  1001. Expropriation Risk and Return in Global Equity Markets. (2002). Bansal, Ravi ; Dahlquist, Magnus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0008.

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  1002. Financial Liberalization and the Changing Characteristics of Nordic Stock Returns. (2002). Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_004.

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  1003. Informational Integration and FX Trading. (2002). Evans, Martin ; Lyons, Richard K..
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~02-02-11.

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  1004. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

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  1005. Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts. (2002). FEARNLEY, Tom A..
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp97.

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  1006. Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds. (2002). FEARNLEY, Tom A..
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp95.

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  1007. Conditional Dependency of Financial Series: The Copula-GARCH Model. (2002). Rockinger, Michael ; Jondeau, Eric.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp69.

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  1008. Testing Stock Market Convergence: A Non-linear Factor Approach. (2002). Caporale, Guglielmo Maria ; Erdogan, Burcu ; Kuzin, Vladimir .
    In: EcoMod2010.
    RePEc:ekd:002596:259600051.

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  1009. Analyst forecast revisions and asset allocation in Asia-Pacific markets. (2002). Dallas, Isabel ; Chang, Millicent.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:391-409.

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  1010. International cross-listings towards more liquid markets: the impact on domestic firms. (2002). faff, robert ; Hodgson, Allan ; Saudagaran, Shahrokh .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:365-390.

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  1011. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:931-956.

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  1012. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:879-903.

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  1013. Informational integration and FX trading. (2002). Lyons, Richard ; Evans, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:807-831.

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  1014. The dynamics of emerging market equity flows. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, R. L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350.

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  1015. Dating the integration of world equity markets. (2002). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine Robin L., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:65:y:2002:i:2:p:203-247.

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  1016. The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence. (2002). Rui, Oliver ; Lee, Bong-Soo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:1:p:51-78.

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  1017. Before and after international cross-listing: an intraday examination of volume and volatility. (2002). Melvin, Michael ; Lowengrub, Paul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:12:y:2002:i:2:p:139-155.

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  1018. The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.

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  1019. Research in emerging markets finance: looking to the future. (2002). Harvey, Campbell ; Bekaert, Geert.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448.

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  1020. Further evidence on Asian stock return behavior. (2002). Verschoor, Willem ; de Groot, Caspar G. M., ; Verschoor, Willem F. C., .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:2:p:179-193.

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  1021. Robustness of size and value effects in emerging equity markets, 1985-2000. (2002). Rodriguez, Mauricio ; Barry, Christopher B. ; Lockwood, Larry ; Goldreyer, Elizabeth.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:1:p:1-30.

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  1022. Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?. (2002). Hodrick, Robert ; Vassalou, Maria.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1275-1299.

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  1023. Financial Development and Stock Returns: A Cross-Country Analysis. (2002). Dellas, Harris ; Hess, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3681.

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  1024. Financial Globalization and Emerging Markets: With or Without Crash?. (2002). Rey, Helene ; Martin, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3378.

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  1025. An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

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  1026. Is Disinflation Good for the Stock Market?. (2002). .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:4:p:1617-1648.

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  1027. The World Price of Insider Trading. (2002). Bhattacharya, Utpal.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:1:p:75-108.

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  1028. Measuring capital market integration. (2002). Emiris, Marina .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:12-11.

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  1029. Asset Allocation in Transition Economies.. (2002). Rockinger, Michael ; Jondeau, Eric.
    In: Working papers.
    RePEc:bfr:banfra:90.

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  1030. The Halloween Indicator, Sell in May and Go Away: Another Puzzle. (2002). Bouman, Sven ; Jacobsen, Ben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:5:p:1618-1635.

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  1031. Filtering Equity Risk Premia From Derivative Prices. (2001). Chiarella, Carl ; Bhar, Ram ; Runggaldier, Wolfgang .
    In: Research Paper Series.
    RePEc:uts:rpaper:69.

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  1032. Time Varying Market Integration and Expected Rteurns in Emerging Markets. (2001). de Roon, F A ; de Jong, F. C. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:78cd4e06-eb31-47f2-9413-75c9bd2ccf96.

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  1033. Time Varying Market Integration and Expected Rteurns in Emerging Markets. (2001). de Jong, Frank ; de Jong, F. C. J. M., ; de Roon, F. A..
    In: Discussion Paper.
    RePEc:tiu:tiucen:78cd4e06-eb31-47f2-9413-75c9bd2ccf96.

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  1034. Time-Varying Market Integration and Expected Returns in Emerging Markets. (2001). de Jong, Frank ; de Roon, Frans A..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010113.

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  1035. Positive feedback trading in emerging capital markets. (2001). Koutmos, Gregory ; Saidi, Reza.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:11:y:2001:i:3:p:291-297.

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  1036. Long-Term Global Market Correlations. (2001). Rouwenhorst, K. ; Goetzmann, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8612.

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  1037. Does Financial Liberalization Spur Growth?. (2001). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8245.

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  1038. Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks. (2001). Delgado, Francisco A. ; Goldberg, Cathy S..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:5:y:2001:i:4:p:259-301.

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  1039. The price of inflation and foreign exchange risk in international equity markets. (2001). Robotti, Cesare.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-26.

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  1040. A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets. (2001). Tai, Chu-Sheng .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:41:y:2001:i:4:p:441-460.

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  1041. Selecting macroeconomic variables as explanatory factors of emerging stock market returns. (2001). Bilson, Christopher M. ; Hooper, Vincent J. ; Brailsford, Timothy J..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:9:y:2001:i:4:p:401-426.

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  1042. Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis. (2001). Song, Chi-Young ; Park, Yung Chul.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:15:y:2001:i:2:p:199-224.

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  1043. Extreme observations and diversification in Latin American emerging equity markets. (2001). Susmel, Raul .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:7:p:971-986.

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  1044. Long and short term dynamic causal transmission amongst international stock markets. (2001). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:4:p:563-587.

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  1045. Tests of conditional asset pricing models in the Brazilian stock market. (2001). Garcia, René ; Bonomo, Marco.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:1:p:71-90.

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  1046. Time-varying persistence in expected returns. (2001). priestley, richard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:7:p:1271-1286.

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  1047. Intertemporal risk-return relationship in the Asian markets around the Asian crisis. (2001). Girard, Eric ; Zaher, Tarek ; Rahman, Hamid .
    In: Financial Services Review.
    RePEc:eee:finser:v:10:y:2001:i:1-4:p:249-272.

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  1048. Emerging markets, downside risk and the asset allocation decision. (2001). Stevenson, Simon.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:2:y:2001:i:1:p:50-66.

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  1049. Increasing convergence among European stock markets?: A recursive common stochastic trends analysis. (2001). Rangvid, Jesper .
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:3:p:383-389.

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  1050. Emerging equity markets and economic development. (2001). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:66:y:2001:i:2:p:465-504.

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  1051. Financial market integration in Europe: on the effects of EMU on stock markets. (2001). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:200148.

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  1052. Portfolio allocation in transition economies. (2001). Rockinger, Michael ; Jondeau, Eric.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0740.

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  1053. Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?. (2001). Hodrick, Robert ; Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3056.

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  1054. Sovereign Risk and Return in Global Equity Markets. (2001). Bansal, Ravi ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3034.

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  1055. Conditional Dependency of Financial Series: An Application of Copulas.. (2001). Rockinger, Michael ; Jondeau, Eric.
    In: Working papers.
    RePEc:bfr:banfra:82.

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  1056. Investment opportunities in Central and Eastern European equity markets: an econometric examination of the risk-return relationships for western investors. (2000). Schröder, Michael ; Schroder, Michael .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5325.

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  1057. Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time. (2000). Madhavan, Ananth ; Domowitz, Ian ; Glen, Jack .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2000-322.

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  1058. Infering Forward Looking Financial Market Risk Premia from Derivatives Prices. (2000). Chiarella, Carl ; Bhar, Ram.
    In: Research Paper Series.
    RePEc:uts:rpaper:42.

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  1059. Time-varying risk in the German stock market. (2000). Scheicher, Martin.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:1:p:70-91.

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  1060. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
    In: Working Papers.
    RePEc:szg:worpap:0006.

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  1061. Legal Determinants of the Return on Equity. (2000). Pagano, Marco ; Lombardo, Davide .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:24.

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  1062. Driving Factors of Efficiency of CEE Capital Markets. (2000). Ratkovicova, Miriam .
    In: CASE-CEU Working Papers.
    RePEc:sec:ceuwps:0035.

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  1063. Emerging Equity Markets and Economic Development. (2000). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7763.

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  1064. Capital Flows and the Behavior of Emerging Market Equity Returns. (2000). Harvey, Campbell R. ; Bekaert, Geert.
    In: NBER Chapters.
    RePEc:nbr:nberch:6168.

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  1065. Unconditional international asset pricing models: empirical tests. (2000). Vaihekoski, Mika.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:13:y:2000:i:2:p:71-88.

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  1066. Arbitrage Possibilities in Russian Spot and Future Markets. (2000). Viktor, Chetverikov .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:98-057e.

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  1067. Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

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  1068. When an event is not an event: the curious case of an emerging market. (2000). Bhattacharya, Utpal ; Utpal, Bhattacharya ; Carl-Heinrich, Kehr ; Brian, Jorgenson ; Hazem, Daouk.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:55:y:2000:i:1:p:69-101.

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  1069. The Evolution of Stock Markets in Transition Economies. (2000). Urga, Giovanni ; Rockinger, Michael.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:28:y:2000:i:3:p:456-472.

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  1070. Cross-sectional variations in the degree of global integration: the case of Russian equities. (2000). Sarkissian, Sergei ; Fedorov, Pavel.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:10:y:2000:i:2:p:131-150.

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  1071. Return behavior and pricing of American depositary receipts. (2000). Patro, Dilip Kumar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:10:y:2000:i:1:p:43-67.

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  1072. Pacific Basin stock markets and international capital asset pricing. (2000). Hung, Mao-Wei ; Jan, Yin-Ching ; Chou, Peter Shyan-Rong.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:11:y:2000:i:1-2:p:1-16.

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  1073. Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

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  1074. Visualizing time-varying correlations across stock markets. (2000). Groenen, Patrick ; Franses, Philip Hans.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:7:y:2000:i:2:p:155-172.

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  1075. Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:1:y:2000:i:2:p:127-151.

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  1076. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Working Papers.
    RePEc:ecl:upafin:00-2.

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  1077. Law and Equity Markets: a Simple Model. (1999). Pagano, Marco ; Lombardo, Davide .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:25.

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  1078. How Much Did Excess Debt Contribute to the 1997 Currency Crisis in Korea?. (1999). Qin, Duo.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp407.

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  1079. The Dynamics of Emerging Market Equity Flows. (1999). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7219.

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  1080. Globalization of Equity Markets and the Cost of Capital. (1999). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7021.

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  1081. The Role of Equity Markets in International Capital Flows. (1999). Hatsopoulos, George N. ; Friedman, Stephen ; Stulz, Rene M. ; Tesar, Linda L..
    In: NBER Chapters.
    RePEc:nbr:nberch:9800.

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  1082. International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi ; Young, Allan.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40.

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  1083. Political Risk, Financial Crisis, and Market Volatility. (1999). Mei, Jianping.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-049.

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  1084. Assessing the impact of short-sale constraints on the gains from international diversification. (1999). Wang, Zhenyu ; Li, Kai.
    In: Staff Reports.
    RePEc:fip:fednsr:89.

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  1085. Tests of conditional asset pricing models in the brazilian stock market. (1999). Garcia, René ; Bonomo, Marco.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:350.

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  1086. Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets. (1999). Ito, Akitoshi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:283-330.

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  1087. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. (1999). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:251-282.

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  1088. Correlation in price changes and volatility of major Latin American stock markets. (1999). Christofi, A. ; PERICLI, A..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:9:y:1999:i:1:p:79-93.

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  1089. Capturing downside risk in financial markets: the case of the Asian Crisis. (1999). Pownall, Rachel ; Koedijk, Kees G. ; Pownall, Rachel A. J., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:18:y:1999:i:6:p:853-870.

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  1090. The market reaction to international cross-listings:: evidence from Depositary Receipts. (1999). Miller Darius P., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:51:y:1999:i:1:p:103-123.

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  1091. Financial deregulation and integration: an Australian perspective1. (1999). Ragunathan, Vanitha .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:51:y:1999:i:6:p:505-514.

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  1092. Mean reversion and the forecasting of country betas: a note. (1999). faff, robert ; Brooks, Robert ; Gangemi, Michael .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:2:p:231-245.

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  1093. Competitiveness and the convergence of international business practice: North American evidence after NAFTA. (1999). Braun, Gary P. ; Traichal, Patrick A..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:1:p:107-122.

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  1094. Mean reversion in Southeast Asian stock markets. (1999). priestley, richard ; Malliaropulos, Dimitrios.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:4:p:355-384.

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  1095. Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

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  1096. Law and Equity Markets: A Simple Model. (1999). Pagano, Marco ; Lombardo, Davide .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2276.

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  1097. Legal Determinants of the Return on Equity. (1999). Pagano, Marco ; Lombardo, Davide .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2275.

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  1098. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

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  1099. Currency crisis theories : Some explanations for the Russian case. (1999). Komulainen, Tuomas .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:1999_001.

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  1100. The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets.. (1999). Rockinger, Michael ; Jondeau, Eric.
    In: Working papers.
    RePEc:bfr:banfra:66.

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  1101. Common long-term and short-term price memory in two Scandinavian stock markets. (1998). Knif, Johan ; Pynnonen, Seppo.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:8:y:1998:i:3:p:257-265.

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  1102. Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel. (1998). Garcia, René.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:74:y:1998:i:3:p:467-484.

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  1103. Short-term returns and the predictability of Finnish stock returns. (1998). Vaihekoski, Mika.
    In: MPRA Paper.
    RePEc:pra:mprapa:13984.

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  1104. Dating the Integration of World Equity Markets. (1998). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6724.

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  1105. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6669.

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  1106. Regime-Switching in Emerging Stock Market Returns. (1998). Assoe, Kodjovi G..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:2:y:1998:i:2:p:101-132.

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  1107. An entropic approach to equity market integration and consumption-based capital asset pricing models. (1998). Tu, Teng-Tsai .
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1998010108000012895.

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  1108. Risk factors in the Malaysian stock market. (1998). priestley, richard ; Clare, Andrew D..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:103-114.

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  1109. The world ex ante risk premium: an empirical investigation. (1998). Ostdiek, Barbara .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:6:p:967-999.

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  1110. Superexogeneity and the dynamic linkages among international equity markets. (1998). Francis, Bill B. ; Leachman, Lori L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:3:p:475-492.

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  1111. Structural change and asset pricing in emerging markets. (1998). Ghysels, Eric ; Garcia, René.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:3:p:455-473.

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  1112. Another look at the role of the industrial structure of markets for international diversification strategies. (1998). Karolyi, G. ; Griffin John M., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:50:y:1998:i:3:p:351-373.

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  1113. How big is the premium for currency risk?. (1998). De Santis Giorgio, ; Bruno, Gerard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:49:y:1998:i:3:p:375-412.

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  1114. Variances and covariances of international stock returns: the international capital asset pricing model revisited. (1998). Ramchand, Latha ; Susmel, Raul .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:1:p:39-57.

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  1115. Expected stock returns, risk premiums and volatilities of economic factors1. (1998). Li, Yuming.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:5:y:1998:i:2:p:69-97.

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  1116. Extreme Observations and Diversification in Latin American Emerging Equity Markets. (1998). Susmel, Raul .
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:138.

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  1117. TIME VARIATIONS IN RISK PREMIA, VOLATILITY, AND REWARD-TO-VOLATILITY. (1998). Li, Yuming.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:21:y:1998:i:4:p:431-446.

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  1118. L’intégration des marchés émergents et la modélisation des rendements des actifs risqués. (1997). Boyer, Marcel ; Ghysels, Eric ; Cherkaoui, Mouna .
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:73:y:1997:i:1:p:311-330.

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  1119. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6312.

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  1120. Asymmetric Volatility and Risk in Equity Markets. (1997). Wu, Guojun ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6022.

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  1121. Re-emerging Markets. (1997). Jorion, Philippe ; Goetzmann, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5906.

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  1122. Tests of Conditional Asset Pricing Models in the Brazilian Stock Market. (1997). Garcia, René ; Bonomo, Marco.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9715.

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  1123. Los ADRS Chilenos y sus Implicancias en Precio y Varianza en sus Activos Subyacentes. (1997). Parisi, Franco.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:34:y:1997:i:102:p:217-236.

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  1124. Stock returns and volatility in emerging financial markets. (1997). Imrohoroglu, Selahattin ; De Santis, Giorgio .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:4:p:561-579.

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  1125. Emerging equity market volatility. (1997). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:43:y:1997:i:1:p:29-77.

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  1126. International portfolio diversification: a synthesis and an update. (1997). Mikhail, Azmi D. ; Kuenzel, Rolf ; Shawky, Hany A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327.

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  1127. An examination of the effects of major political change on stock market volatility: the South African experience. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:7:y:1997:i:3:p:255-275.

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  1128. Global coskewness and the pricing of Finnish stocks: empirical tests. (1997). Nummelin, Kim .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:7:y:1997:i:2:p:137-155.

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  1129. Tests of Conditional Asset Pricing Models in the Brazilian Stock Market. (1997). Garcia, René ; Bonomo, Marco.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:97s-20.

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  1130. Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies. (1996). Karolyi, G. ; Griffin, John M..
    In: Research in Financial Economics.
    RePEc:wop:ohsrfe:9608.

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  1131. The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US. (1996). Karolyi, G. ; Stephen R. Foerster and, .
    In: Research in Financial Economics.
    RePEc:wop:ohsrfe:9606.

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  1132. Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. (1996). Stulz, René ; Karoly, Andrew G..
    In: Research in Financial Economics.
    RePEc:wop:ohsrfe:9603.

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  1133. Stock market development and long-run growth. (1996). Levine, Ross ; Zervos, Sara.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1582.

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  1134. Financial Dependence and Growth. (1996). Zingales, Luigi ; Rajan, Raghuram.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5758.

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  1135. Risk and return in the Philippine equity market: A multifactor exploration. (1996). Chung, Peter Y. ; Bailey, Warren .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:197-218.

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  1136. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-34.

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  1137. Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS. (1995). Stulz, René ; Karolyi, G..
    In: Research in Financial Economics.
    RePEc:wop:ohsrfe:9501.

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  1138. A measure of stock market integration for developed and emerging markets. (1995). Korajczyk, Robert.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1482.

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  1139. Emerging Equity Market Volatility. (1995). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5307.

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  1140. Diversification, Integration and Emerging Market Closed-End Funds. (1995). Bekaert, Geert ; Urias, Michael S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4990.

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  1141. Conditional Asset Allocation in Emerging Markets. (1994). Harvey, Campbell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4623.

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  1142. Predictable Risk and Returns in Emerging Markets. (1994). Harvey, Campbell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4621.

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  1143. Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (). Wallenius, Laura ; Collan, Mikael ; Ahmed, Sheraz ; Fedorova, Elena .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:594:p:1-17.

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  1144. International linkages of Indian equity market: evidence from panel co-integration approach. (). Singhal, Shelly ; Choudhary, Sangita.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00165-2.

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