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International stock market linkages: Evidence from the pre- and post-October 1987 period. (1993). Doukas, John ; Arshanapalli, Bala .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:17:y:1993:i:1:p:193-208.

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  81. Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets. (2014). Bekiros, Stelios.
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  84. The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe. (2013). Wirjanto, Tony ; Kolkiewicz, Adam W. ; Li, Xindan ; Zhang, Min.
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  85. Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets. (2013). Bekiros, Stelios.
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  86. Volatility and dynamic conditional correlations of European emerging stock markets. (2013). Lyócsa, Štefan ; Baumohl, Eduard.
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  87. The Impulsive Stock Market of Bangladesh and the Great Recession. (2013). Hossain, Saif.
    In: International Journal of Business and Social Research.
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  88. Dynamic interdependence between US and Asian markets: an empirical study. (2013). Gopalaswamy, Arun Kumar ; Babu, Suresh ; Dhanaraj, Sowmya.
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  89. Are International Market Linkages Stronger? Comparison between 1990s and 2000s. (2013). Perez, Francisca .
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  90. Stock market capitalization and financial integration in the Asia Pacific region. (2012). Tan, Hui-Boon ; Cheah, Jeremy Eng Tuck ; Chuah, Chong-Hin ; Sung, Ming-Chien ; Johnnie E. V. Johnson, ; Johnnie E. V. Johnson, .
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  91. Opportunities for international portfolio diversification in the balkans’ markets. (2012). Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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  92. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
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  93. International Evidence on Market Linkages After the 2008 Stock Market Crash. (2012). Smeltz, Wayne ; Meric, Ilhan ; Lentz, Christine .
    In: The International Journal of Business and Finance Research.
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  94. The International Integration of the Eastern Europe and two Middle East Stock Markets. (2012). Soares da Fonseca, José.
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  95. How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis. (2012). Chang, Chiao Yi ; Shie, Fu Shuen ; Lee, Chingnun.
    In: Pacific-Basin Finance Journal.
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  96. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
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  97. Overnight public information, order placement, and price discovery during the pre-opening period. (2012). Nguyen, Lily ; Moshirian, Fariborz ; Pham, Peter Kien .
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    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2837-2851.

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  98. The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets. (2012). Neaime, Simon.
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  99. Co-integration of Karachi Stock Exchange (KSE) With Major Asian Markets. (2012). Sarfraz, Asma ; Shehzadi, Sumbal ; ALTAF, Mohsin ; HUSSAIN, Haroon .
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2012:i:5:p:118-129.

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  100. Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011. (2011). Panait, Iulian ; Slavescu, Ecaterina Oana .
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  101. Financial crisis and the changing nature of volatility contagion in the Asia-Pacific region. (2011). Chakrabarti, Gagari.
    In: Journal of Asset Management.
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  102. Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis. (2011). .
    In: Asia-Pacific Financial Markets.
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  103. Stock Market Capitalization and Financial Integration in the Asia Pacific Region. (2011). Tan, Hui-Boon ; Chuah, Chong Hin ; Sung, Ming-Chien ; Johnson, Johnnie ; Cheah, Eng Tuck .
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  104. International Stock Markets: A Co-integration Analysis. (2011). Thalassinos, Eleftherios ; POLITIS, EVANGELOS.
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  105. Time-varying Diversification Benefits: The Impact of Capital Market Integration on European Portfolio Holdings. (2011). Horobet, Alexandra ; Dumitrescu, Sorin .
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  106. The Economic Crisis and European Integration. (2011). .
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  107. Do market capitalization and stocks traded converge? New global evidence. (2011). Narayan, Seema ; Mishra, Sagarika.
    In: Journal of Banking & Finance.
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  108. The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010. (2011). EICHHORN, Benjamin ; Meric, Ilhan ; McCCALL, Charles .
    In: Review of Economic and Business Studies.
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  109. Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration. (2010). Schindler, Felix ; Voronkova, Svitlana .
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  110. Linkages in international stock markets: evidence from a classification procedure. (2010). Sosvilla-Rivero, Simon ; Rodriguez, Pedro.
    In: Applied Economics.
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  111. Assessing Financial Integration in the European Union Equity Markets: Panel Unit Root and Multivariate Cointegration and Causality Evidence. (2010). Worthington, Andrew ; Higgs, Helen .
    In: Journal of Economic Integration.
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  112. Integrácia akciových trhov: DCC MV-GARCH model. (2010). Výrost, Tomáš ; Baumohl, Eduard ; Vrost, Toma ; Farkaovska, Maria .
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  113. Indian stock market volatility in recent years: Transmission from global market, regional market and traditional domestic sectors. (2009). Sen, Chitrakalpa ; Chakrabarti, Gagari ; Sarkar, Amitava.
    In: Journal of Asset Management.
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  114. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2009). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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  115. International financial integration in Asian bond markets. (2009). Vo, Xuan Vinh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:1:p:90-106.

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  116. Dynamic linkages between the center and periphery in international stock markets. (2009). Ozdemir, Zeynel ; Saracoglu, Bedriye ; Olgun, Hasan .
    In: Research in International Business and Finance.
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  117. Linkages between international stock markets: A multivariate long-memory approach. (2009). Ozdemir, Zeynel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:12:p:2461-2468.

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  118. Stock market crashes, firm characteristics, and stock returns. (2009). Meric, Gulser ; Liu, Zugang ; Wang, Jia.
    In: Journal of Banking & Finance.
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  119. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
    In: Global Finance Journal.
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  120. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2008). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
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  121. International nonlinear causality between stock markets. (2008). RAYMOND, Helene ; CAPELLE-BLANCARD, Gunther ; Beine, Michel.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:14:y:2008:i:8:p:663-686.

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  122. Reassessing co-movements among G7 equity markets: evidence from iShares. (2008). lucey, brian ; Barari, M. ; Voronkova, S..
    In: Applied Financial Economics.
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  123. The dynamics among G7 government bond and equity markets and the implications for international capital market diversification. (2008). Smith, Kenneth L. ; Swanson, Peggy E..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:2:p:222-245.

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  124. Parametric and nonparametric Granger causality testing: Linkages between international stock markets. (2008). Gooijer, Jan G. ; De Gooijer, Jan G. ; Sivarajasingham, Selliah .
    In: Physica A: Statistical Mechanics and its Applications.
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  125. 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.
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  126. International linkages of the Japanese stock market. (2008). Yan, Kit Ming ; CHONG, Terence Tai Leung ; Wong, Ying-Chiu.
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  127. Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi .
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  128. Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model. (2008). Ozdemir, Zeynel ; Olgun, Hasan .
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  129. Global Financial Integration and the MENA Countries: Evidence from Equity and Money Markets. (2008). Soofi, Abdol.
    In: Review of Middle East Economics and Finance.
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  130. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
    In: European Financial Management.
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  131. COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE. (2008). Kouretas, Georgios ; Constantinou, Eleni ; Kazandjian, Avo ; Tahmazian, Vera.
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  132. Regional financial integration in Asia: present and future. (2008). Bank for International Settlements, ; Malaysia, Bank Negara .
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  133. Integration of Indias stock market with global and major regional markets. (2008). Bank for International Settlements, .
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  134. A Time Series Model for the Romanian Stock Market. (2007). Thalassinos, Eleftherios ; Țîrcă (Pociovalisteanu), Diana-Mihaela.
    In: European Research Studies Journal.
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  135. Are international value premiums driven by the same set of fundamentals?. (2007). Black, Angela ; McMillan, David G. ; Fraser, Patricia .
    In: International Review of Economics & Finance.
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  136. Information transmission and spillover in currency markets: A generalized variance decomposition analysis. (2007). Kocagil, Ahmet E. ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: The Quarterly Review of Economics and Finance.
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  137. Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis. (2007). Peng, KE ; Choudhry, Taufiq ; Lu, Lin.
    In: International Review of Financial Analysis.
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  138. Interdependence of Nordic and Baltic Stock Markets. (2007). Nielsson, Ulf.
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  139. Wavelet Analysis of Price and Volatility Spillovers in Stock Markets: The Case of India and the US. (2006). Mohanty, Prabir Kumar ; Biswal, Pratap Chandra.
    In: Journal of Quantitative Economics.
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  140. The Dynamic Relationship between Main Investors Net Long Position and the Trading Volume of KTB Futures Market. (2006). .
    In: Journal of Emerging Market Finance.
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  141. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.. (2006). AROURI, Mohamed.
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  142. International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets. (2006). Yavas, Burhan F. ; Rezayat, Fahimeh.
    In: Journal of Multinational Financial Management.
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  143. A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market. (2006). Chang, Tsangyao ; Caudill, Steven B.
    In: International Review of Financial Analysis.
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  144. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698.

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  145. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsang Yao ; Lu, Yang-Cheng.
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  146. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsangyao ; Lu, Yang-Cheng.
    In: Economics Bulletin.
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  147. The Effects of G-7 Countries’ Stock Markets on the Istanbul Stock Exchange. (2006). ceylan, nildag.
    In: Istanbul Stock Exchange Review.
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  148. Measuring Default Risk in Turkey: Econometric Approach. (2006). Bildirici, Melike ; Salman, Mehmet .
    In: Istanbul Stock Exchange Review.
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  149. The Relationship Between Macroeconomic Volatility and Stock Market Volatility. (2006). Kasman, Saadet Kirbas .
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  150. A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION. (2006). Li, Xiao-Ming.
    In: Scottish Journal of Political Economy.
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  151. The Dynamics of Central European Equity Market Integration. (2005). lucey, brian ; Gilmore, Claire G. ; McManus, Ginette M..
    In: The Institute for International Integration Studies Discussion Paper Series.
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  152. Portfolio allocations and the emerging equity markets of Central Europe. (2005). Tezel, Ahmet ; McManus, Ginette M. ; Gilmore, Claire G..
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  153. Entrepreneurship, small and medium size business markets and European economic integration. (2005). Kenourgios, Dimitris ; Samitas, Aristeidis G..
    In: Journal of Policy Modeling.
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  154. Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan. (2005). Kim, Suk-Joong.
    In: Journal of the Japanese and International Economies.
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  155. Stock prices and exchange rate dynamics. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
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  156. International bond market linkages: a structural VAR analysis. (2005). Yang, Jian.
    In: Journal of International Financial Markets, Institutions and Money.
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  157. Portfolio diversification benefits within Europe: Implications for a US investor. (2005). Laopodis, Nikiforos.
    In: International Review of Financial Analysis.
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  158. Bad news and Dow Jones make the Spanish stocks go round. (2005). Del Rio, Cristina ; Santamaria, Rafael ; Corredor, Pilar ; Blasco, Natividad .
    In: European Journal of Operational Research.
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  159. International Diversification Benefits between US, Turkish and Egyptian Stock Markets. (2005). Maneschiold, Per-Ola .
    In: Review of Middle East Economics and Finance.
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  160. US, UK and European Stock Market Integration. (2005). Oyefeso, Oluwatobi ; Fraser, Patricia .
    In: Journal of Business Finance & Accounting.
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  161. Interactions of stock markets within the greater China economic bloc. (2004). Shin, Seung-myo ; Bahng, Seungwook .
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  162. Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia. (2004). Gunasekarage, Abeyratna.
    In: Journal of Emerging Market Finance.
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  163. The effects of terrorism on global capital markets. (2004). Siems, Thomas ; Chen, Andrew H..
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:20:y:2004:i:2:p:349-366.

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  164. 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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  165. A multilateral approach to examining the comovements among major world equity markets. (2004). Hsin, Chin-Wen .
    In: International Review of Financial Analysis.
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  166. Interrelationships of Secondary Equity Markets at Domestic and International Level. (2004). Samitas, Aristeidis G..
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  167. International interdependence and dynamic linkages between developed stock markets. (2003). Balios, Dimitris ; Xanthakis, Manolis .
    In: South-Eastern Europe Journal of Economics.
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  168. Explaining movements in UK stock prices: How important is the US market?. (2003). Sensier, Marianne ; Osborn, Denise ; Aslanidis, N.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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  169. Has 1997 Asian crisis increased information flows between international markets. (2003). Climent, Francisco ; Meneu, Vicente .
    In: International Review of Economics & Finance.
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  170. The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets. (2003). Kim, Suk-Joong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:5:p:611-630.

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  171. 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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  172. 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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  173. The interrelatedness of global equity markets, money markets, and foreign exchange markets. (2003). Swanson, Peggy E..
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  224. Pre and post-October 1987 stock market linkages between U.S. and Asian markets. (1995). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
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