References
- Berument , H and Ince , O . 2005 . Effect of S&P500’S return on emerging markets: Turkish experience . Applied Financial Economics Letters , 1 : 59 – 64 .
- Cha , B and Oh , S . 2000 . The relationship between developed equity markets and the Pacific Basin's emerging equity markets . International Review of Economics and Finance , 9 : 299 – 322 .
- Rapach , DE and Wohar , ME . 2006 . In-sample vs. out-of-sample tests of stock return predictability in the context of data mining . Journal of Empirical Finance , 13 : 231 – 47 .
- Zha , T . 1999 . Block recursion and structural vector autoregressions . Journal of Econometrics , 90 : 291 – 316 .