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Applied Economics Volume 40, 2008 - Issue 19
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Original Articles

Time-varying inter-market linkage of international stock markets

Y.-P. Hu Department of International Business Studies, National Chi-Nan University, Taiwan 545, R.O.C.
,
L. Lin Department of Banking and Finance, National Chi-Nan University, Taiwan 545, R.O.C.Correspondence[email protected]
&
J.-W. Kao Department of International Business Studies, National Chi-Nan University, Taiwan 545, R.O.C.
Pages 2501-2507 | Published online: 11 Apr 2011

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Julien Chevallier & Stéphane Goutte. (2017) Cross-country performance of Lévy regime-switching models for stock markets. Applied Economics 49:2, pages 111-137.
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Wei-Chun Hsu, Lin Lin & Chen-Yu Li. (2014) Forecasting automobile sales: the Peña-Box approach. Transportation Planning and Technology 37:6, pages 568-580.
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Articles from other publishers (2)

Hongbo He, Shou Chen, Shujie Yao & Jinghua Ou. (2014) Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period. Journal of International Financial Markets, Institutions and Money 33, pages 434-444.
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Sergey K. Aityan, Alexey K. Ivanov-Schitz & Sergey S. Izotov. (2010) Time-shift asymmetric correlation analysis of global stock markets. Journal of International Financial Markets, Institutions and Money 20:5, pages 590-605.
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