1. B-share discount puzzle in China: a revisit of dual-share firms. (2020). Lien, Donald ; Chen, Chun-Da.
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2. EQUITY MARKET INTEGRATION AND DIVERSIFICATION: EVIDENCE FROM EMERGING AND DEVELOPED COUNTRIES. (2020). Setaputra, Robert ; Rim, Hong.
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3. Extreme dependence and risk spillovers across north american equity markets. (2019). Warshaw, Evan.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:47:y:2019:i:c:p:237-251.

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4. Free Trade Agreements and Volatility of Stock Returns and Exchange Rates: Evidence from NAFTA. (2018). Daniels, Joseph P ; Nourzad, Farrokh ; Daelemans, Bram.
   In: Open Economies Review.
   RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9472-x.

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5. How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, José Carlos ; Golpe, Antonio ; Iglesias, Jesus.
   In: Empirica.
   RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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6. Correlation Dynamics between Southeast European Capital Markets. (2018). Paskaleva, Mariya ; Stoykova, Ani.
   In: Economic Studies journal.
   RePEc:bas:econst:y:2018:i:4:p:49-82.

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7. A Study of Granger Causality in Latin American Stock Markets. (2017). Dash, Mihir.
   In: Journal of Applied Management and Investments.
   RePEc:ods:journl:v:6:y:2017:i:2:p:82-88.

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8. The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
   In: The Japanese Economic Review.
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9. International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

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10. The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: The Japanese Economic Review.
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11. Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis. (2014). Hua, Xiuping ; Yin, Shuxing ; Mazouz, Khelifa ; Adcock, Christopher.
    In: Journal of International Money and Finance.
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12. A spatial–temporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun.
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13. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
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    RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

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14. On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?. (2013). Pierdzioch, Christian ; Kizys, Renatas.
    In: International Economic Journal.
    RePEc:taf:intecj:v:27:y:2013:i:3:p:415-440.

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15. The impact of NAFTA on North American stock market linkages. (2013). Sylwester, Kevin ; Lahrech, Abdelmounaim.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:94-108.

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16. Are International Market Linkages Stronger? Comparison between 1990s and 2000s. (2013). Perez, Francisca.
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    RePEc:chb:bcchwp:687.

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17. Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data. (2012). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
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18. What Is the Degree of Convergence among Developed Equity Markets?. (2012). Dorodnykh, Ekaterina.
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19. A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model. (2011). Maller, Ross ; Fleischer, Petra ; Muller, Gernot.
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20. Determinants of cross-sectional stock return variations in emerging markets. (2011). Green, Christopher ; Bai, YE.
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21. Stock Market Co-Movement in the Caribbean. (2010). Moore, Winston ; Harrison, B.
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22. On the Chinese B-share price discount puzzle: Some new evidence. (2010). Wu, Yanhui ; Gilley, Otis ; Zhong, Maosen ; Darrat, Ali F..
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    RePEc:eee:jbrese:v:63:y:2010:i:8:p:895-902.

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23. Financial progress and the stability of long‐run money demand: Implications for the conduct of monetary policy in emerging economies. (2009). Alsowaidi, Saif S ; Darrat, Ali F.
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24. Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies. (2009). Al-Sowaidi, Saif S. ; Darrat, Ali F..
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25. Cointegration and dynamic linkages of international stock markets: an emerging market perspective. (2008). Ahmed, Walid.
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26. Information transmission and spillover in currency markets: A generalized variance decomposition analysis. (2007). Mansur, Iqbal ; Elyasiani, Elyas ; Kocagil, Ahmet E..
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27. A further look at linkages between NAFTA equity markets. (2006). Ciner, Cetin.
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1. Liquidez del mercado a plazo y volatilidad de precios a contado en el mercado de electricidad en España/Liquidity in the Contract Market and Price Volatility in the Spanish Electricity Spot Market. (2011). Milla, Julin Lpez ; Rubia, Antonio.
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2. Foreign Ownership and Volatility Dynamics of Indonesian Stocks. (2007). Wang, Jianxin.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:14:y:2007:i:3:p:201-210.

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3. EU-15 SOVEREIGN GOVERNMENTS COST OF BORROWING AFTER SEVEN YEARS OF MONETARY UNION. (2007). Gómez-Puig, Marta ; Gomez-Puig, Marta.
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4. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal.
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5. 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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6. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
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7. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
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8. Capital Structure with Risky Foreign Investment. (2006). Hines, James ; Desai, Mihir A. ; Foley, Fritz C..
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9. The Performance of International Equity Portfolios. (2006). Thomas, Charles.
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10. Portfolio allocations in the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
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11. Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices. (2006). Brännäs, Kurt ; Brannas, Kurt ; Soultanaeva, Albina .
    In: Umeå Economic Studies.
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12. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
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13. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
    In: Working Paper Series.
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14. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
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15. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
    In: International Finance.
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16. Valuing Volatility Spillovers. (2005). Thorp, Susan ; Milunovich, George.
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17. Agency Conflicts, Investment, and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
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18. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
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19. The Evolution of International Political Risk 1956-2001. (2005). Clark, Ephraim ; Tunaru, Radu.
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20. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
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21. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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22. Agency Conflicts, Investment and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui.
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23. Gaussian Tests of Extremal White Noise for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application. (2004). Hill, Jonathan.
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24. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; de Gracia, Prez F. ; J. Cuñado; J. Gómez, .
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25. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns. (2004). Vander Vennet, Rudi ; Baele, Lieven ; Landschoot, Van A..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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26. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, Kalvinder ; Olekalns, Nilss ; Henry, Ólan.
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27. The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model. (2004). Pennings, Enrico ; Altomonte, Carlo.
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28. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
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29. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
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30. Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness. (2004). Tay, Anthony S ; Hashmi, Aamir.
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31. Stock Market Volatility: Examining North America, Europe and Asia. (2004). Premaratne, Gamini ; Balasubramanyan, Lakshmi.
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32. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2003). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
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33. World market integration through the lens of foreign direct investors. (2003). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
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34. A contemporary analysis of Mexican stock market volatility. (2003). Spencer, Roger W. ; Gonzalez, Jorge G. ; Walz, Daniel T..
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35. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
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36. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
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37. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2002). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
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38. Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe. (2002). Habib, Maurizio Michael.
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39. The Precautionary Premium and the Risk-Downside Risk Tradeoff. (2002). Wang, X. ; Menezes, Carmen .
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40. Financial Development and Stock Returns: A Cross-Country Analysis. (2002). Dellas, Harris ; Hess, Martin.
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41. Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period. (2002). Voth, Hans-Joachim.
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42. An Evaluation of International Asset Pricing Models. (2002). Sallstrom, Torbjorn ; Dahlquist, Magnus.
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43. The Effects of the Brazilian ADRs Program on Domestic Market Efficiency.. (2002). Tabak, Benjamin ; Lima, Eduardo.
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44. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
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45. Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina. (2000). Susmel, Raul ; Rabinovitch, Ramon ; Silva, Ana.
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46. Uncovering country risk in emerging market bond prices. (1999). Ng, David.
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47. Dating the Integration of World Equity Markets. (1998). Harvey, Campbell ; Bekaert, Geert ; Lumsdaine, Robin L..
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48. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
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49. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
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50. Asymmetric Volatility and Risk in Equity Markets. (1997). Wu, Guojun ; Bekaert, Geert.
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