- Adler, M., Dumas, B., 1983. International portfolio selection and corporation finance: A synthesis. Journal of Finance 38, 925-984.
Paper not yet in RePEc: Add citation now
Adler, M., Qi, R., 2003. Mexico’s integration into the North American capital market. Emerging Markets Review 4, 91-120.
Arouri, M., Nguyen, D.K., Pukthuanthong, K., 2012. An international CAPM for partially integrated markets: Theory and empirical evidence. Journal of Banking and Finance 36, 2473-2493.
- Bailey, W., Stulz, R.M., 1990. Benefits of international diversification: the case of Pacific Basin stock markets. Journal of Portfolio Management 16, 57-61.
Paper not yet in RePEc: Add citation now
Barr, D., Priestley R., 2004. Expected Returns, Risk and the Integration of International Bond Markets. Journal of International Money and Finance 23, 71-97.
Bekaert, G., 1995. Market integration and investment barriers in emerging equity markets. World Bank Economic Review 9 75-107.
Bekaert, G., Harvey, C.R., 1995. Time-varying world market integration. Journal of Finance 50, 403-444.
Bekaert, G., Harvey, C.R., 1997. Emerging Equity Market Volatility. Journal of Financial Economics 43, 29-77.
Bekaert, G., Harvey, C.R., 2000. Foreign speculators and emerging equity Markets. Journal of Finance 55, 565613.
Bekaert, G., Harvey, C.R., Lumsdaine, R., 2002. The dynamics of emerging market equity flows. Journal of International Money and Finance 21, 295-350.
Bekaert, G., Urias, M.S., 1996. Diversification, integration, and emerging market closed-end funds. Journal of Finance 51, 835-870.
Bhattacharya, U., Daouk, H., 2002. The world price of insider trading. Journal of Finance 57, 75-108.
Carrieri, F., 2001. The effects of liberalization on market and currency risk in the European Union. European Financial Management 7, 259-290.
Carrieri, F., Errunza, V., Hogan, K., 2007. Characterizing world market integration through time. Journal of Financial and Quantitative Analysis 42, 915-940.
Chambet, A., Gibson, R., 2008. Financial integration, economic instability and trade structure in emerging markets. Journal of International Money and Finance 27, 654-675.
Chinn, M., Forbes, K., 2003. A Decomposition of global linkages in financial markets over time. NBER Working Paper n 9555.
Dumas B., Harvey C., RUIZ, P., 2003. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? Journal of International Money and Finance 22, 777-811 Engle, R., 1982. Autoregressive conditional heteroskedasticity with estimates of the variance of U.K Inflation.
Engle, R., 2002. Dynamic conditional correlation: A simple class of multivariate GARCH models. Journal of Business and Economic Statistics 20, 339-350.
Errunza, V., Losq, E., 1985. International asset pricing under mild segmentation: theory and test. Journal of Finance 40, 105-124.
Errunza, V., Padmanabhan, P., 1992. Tests of integration, mild segmentation and segmentation hypothesis. Journal of Banking and Finance 16, 949-972.
- Errunza, V.R., Padmanabhan, P., 1988. Further evidence on the benefits of portfolio investments in emerging markets. Financial Analysts Journal 44, 76-78.
Paper not yet in RePEc: Add citation now
Freudenberg, M., Fontagne, L., Peridy, N., 1998. Commerce international et structures de marché : une vérification empirique. Économie et Prévision 135, 147-167.
- Griffin, J., 2001. Are the Fama and French factors global or country-specific? Review of Financial Studies 15, 783-803.
Paper not yet in RePEc: Add citation now
Guesmi, K., Nguyen, D.K., 2011. How strong is the global integration of emerging market regions? An empirical assessment. Economic Modelling 28, 2517-2527.
Hardouvelis, G.A., Malliaropulos, D., Priestley, R., 2006. EMU and European stock market integration. Journal of Business 79, 365-373.
- Hibou, B., 1997. La Grèce dans l’Europe: le révélateur budgétaire. Cahiers d’Etude sur la Méditerranée Orientale et le monde Turko-Iranien, 23, 12-18 Hodrick, R., Prescott, E., 1997. Post war US business cycles: A descriptive empirical investigation. Journal of Money, Credit and Banking 29(1), 1-16.
Paper not yet in RePEc: Add citation now
Karolyi, A., Stulz, R., 2002. Are financial assets priced locally or globally? In G.M. Constantinides, M. Harris, and R.M. Stulz (ed.), Handbook of the Economics of Finance, Elsevier, North-Holland.
Levine, R., Zervos, S., 1998. Capital control liberalization and stock market development. World Development 26, 1169-1183.
Manzocchi, S., Ottaviano, G.I.P., 2000. Outsiders in economic integration: the case of a transition economy, CEPR Discussion Paper 2385.
Markusen, J.R., 1995. The boundaries of multinational enterprises and the theory of international trade. Journal of Economic Perspectives 9(2), 169-189.
Petri, P.A., 2006. Is East Asia becoming more interdependent? Journal of Asian Economics 17, 381-394.
Stiglitz, J.E., 2002. Information and the change in the paradigm in economics. American Economic Review 92, 460-501.
Tai, C-S., 2007. Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets. Emerging Markets Review 8, 264-283.