This document has not been cited yet.

1. 1 Bekaert G., Harvey C. R. Time-varying world market integration Journal of Finance 1995; 50: 403-44

2. 10 Heston S. L., Rouwenhorst K. G., Wessels R. E. The structure of international stock returns and the integration of capital markets Journal of Empirical Finance 1995; 2: 173-97

3. 11 Lo A., MacKinlay A. C. Data-snooping biases in tests of financial asset pricing models Review of Financial Studies 1990; 3: 431-67

4. 2 Bekaert G., Harvey C. R. Emerging equity market volatility Journal of Financial Economics 1997; 43: 29-77

5. 4 Claessens S., Dasgupta S., Glen J. Return behavior in emerging stock markets World Bank Economic Review 1995; 9(1): 131-51

6. 5 Claessens S., Dasgupta S., Glen J. The cross-section of stock returns: evidence from the emerging markets Emerging Markets Quarterly 1998; 4-13Winter

7. 6 Dimson E., Mussavian M. Three centuries of asset pricing Journal of Banking and Finance 1999; 23: 1745-69

8. 7 Fama E., French K. Size and book-to-market factors in earnings and returns Journal of Finance 1995; 50: 131-55

1. EMU and European government bond market integration. (2009). Gómez-Puig, Marta ; Chuliá, Helena ; Abad, Pilar ; Gomez-Puig, Marta ; Chulia, Helena.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20091079.

   Full description at Econpapers || Download paper

2. 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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

5. 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.

   Full description at Econpapers || Download paper

6. 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.

   Full description at Econpapers || Download paper

7. 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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

12. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

16. 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.

    Full description at Econpapers || Download paper

17. 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.

    Full description at Econpapers || Download paper

18. 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.

    Full description at Econpapers || Download paper

19. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

21. 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.

    Full description at Econpapers || Download paper

22. 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.

    Full description at Econpapers || Download paper

23. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

25. 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.

    Full description at Econpapers || Download paper

26. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

37. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

39. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

42. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

45. 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.

    Full description at Econpapers || Download paper

46. 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.

    Full description at Econpapers || Download paper

47. 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.

    Full description at Econpapers || Download paper

48. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

50. 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.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:31:32 || Missing content? Let us know