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Original Articles

Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts

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Pages 991-1004 | Published online: 23 Aug 2006

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Zhuo Qiao, Yuming Li & Wing-Keung Wong. (2011) Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach. Applied Financial Economics 21:24, pages 1831-1841.
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Heng Chen, Russell Smyth & Wing-Keung Wong. (2008) Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market. Applied Financial Economics 18:9, pages 733-747.
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Md. Saifur Rahman & Farihana Shahari. (2019) Does the Financial Integration in ASEAN+3 Respond to Financial Cooperation Agreement and Influence the Real Sectors?. Review of Pacific Basin Financial Markets and Policies 22:01, pages 1950002.
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Md. Saifur Rahman & Farihana Shahari. (2017) The nexus between financial integration and real economy: Solow-growth model concept. Research in International Business and Finance 42, pages 1244-1253.
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Mei-Se Chien, Chien-Chiang Lee, Te-Chung Hu & Hui-Ting Hu. (2015) Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. Economic Modelling 51, pages 84-98.
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Salim Lahmiri. 2014. Encyclopedia of Information Science and Technology, Third Edition. Encyclopedia of Information Science and Technology, Third Edition 3818 3830 .
Kannan Sivananthan Thuraisamy. (2014) Intra-market sovereign linkages of key Latin American markets. Economic Systems 38:2, pages 140-160.
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Hooi Hooi Lean & Russell Smyth. 2014. Emerging Markets and the Global Economy. Emerging Markets and the Global Economy 603 622 .
Kannan Thuraisamy & Gerard Gannon. (2013) Modelling the sovereign linkages of key Latin American economies. Journal of International Financial Markets, Institutions and Money 23, pages 222-239.
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Walid M.A. Ahmed. (2012) On the interdependence structure of market sector indices: the case of Qatar Exchange. Review of Accounting and Finance 11:4, pages 468-488.
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R. Gupta & G.D. Donleavy. (2009) Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective. Journal of Multinational Financial Management 19:2, pages 160-177.
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Suk-Joong Kim & Do Quoc Tho Nguyen. (2008) The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed. Research in International Business and Finance 22:3, pages 378-395.
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Abbas Valadkhani, Surachai Chancharat & Charles Harvie. (2008) A factor analysis of international portfolio diversification. Studies in Economics and Finance 25:3, pages 165-174.
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Aktham Maghyereh. (2016) Regional Integration of Stock Markets in MENA Countries. Journal of Emerging Market Finance 5:1, pages 59-94.
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PARESH KUMAR NARAYAN & RUSSELL SMYTH. (2005) COINTEGRATION OF STOCK MARKETS BETWEEN NEW ZEALAND, AUSTRALIA AND THE G7 ECONOMIES: SEARCHING FOR CO-MOVEMENT UNDER STRUCTURAL CHANGE. Australian Economic Papers 44:3, pages 231-247.
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Huseyin Dagli, Ugur Sivri & Semra Bank. (2011) International Portfolio Diversification Opportinities between Turkey and Other Emerging Markets. SSRN Electronic Journal.
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Zhuo Qiao, Yuming Li & Wing-Keung Wong. (2011) Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach. SSRN Electronic Journal.
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