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Assessing the diversification risk of a single equity market: evidence from the largest European stock indexes. (2022). Bedri, Peci ; Artor, Nuhiu ; Florin, Aliu.
In: International Journal of Management and Economics.
RePEc:vrs:ijomae:v:58:y:2022:i:1:p:3-16:n:6.

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  53. Explaining co-movements between stock markets: The case of US and Germany. (2005). Favero, Carlo ; Bonfiglioli, Alessandra.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1299-1316.

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  54. Testing for contagion in international financial markets: which way to go?. (2003). Waelti, Sébastien.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heiwp04-2003.

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  55. Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia. (2003). Chan-Lau, Jorge ; Ivaschenko, Iryna.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:303-322.

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  56. Stochastic Trends and Cycles in National Stock Market Indices: Evidence from the U.S., the U.K. and Switzerland. (2002). Westermann, Frank.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-iii-5.

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  57. Common trends and convergence? South East Asian equity markets, 1988-1999. (2002). Manning, Neil .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:183-202.

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  58. Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. (2002). Christodoulakis, George ; Satchell, Stephen E..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:139:y:2002:i:2:p:351-370.

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  59. Returns synchronization and daily correlation dynamics between international stock markets. (2001). Poon, Ser-Huang ; Martens, Martin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:10:p:1805-1827.

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  60. Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33.

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  61. Contagion. (2000). Edwards, Sebastian.
    In: The World Economy.
    RePEc:bla:worlde:v:23:y:2000:i:7:p:873-900.

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  62. Does Correlation between Stock Returns Really Increase during Turbulent Period?.. (2000). Jondeau, Eric ; Chesnay, F..
    In: Working papers.
    RePEc:bfr:banfra:73.

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  63. Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model. (1999). Klaassen, Franc ; Klaassen, F. J. G. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:af43cd1c-9656-4e45-bfd1-f60ece37551b.

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  64. The benefits from international diversification for Nordic investors. (1997). Loflund, Anders ; Liljeblom, Eva ; Krokfors, Svante.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:4:p:469-490.

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  65. Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages. (1996). Kortian, Tro ; ORegan, James .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9609.

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  66. International Integration of Equity Markets and Contagion Effects. (1995). McDermott, Christopher ; Cashin, Paul ; Kumar, Manmohan S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1995/110.

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