References
- Bonser-Neal , C. , Brauer , G. , Neal , R. and Wheatley , S. 1990 . International investment restrictions and closed-end country fund prices . The Journal of Finance , 45 : 523 – 547 .
- Chowdhury , A. R. 1994 . Stock market interdependencies: evidence from the Asian NIEs . Journal of Macroeconomics , 16 forthcoming
- Kasa , K. 1994 . Measuring the gains from international portfolio diversification . Federal Reserve Bank of San Francisco Weekly Letter , 94-14
- Ng , V. K. , Chang , R. P. and Chou , R. Y. 1991 . “ An Examination of the behavior of Pacific-Basin stock market volatility ” . In Pacific-Basin Capital Markets Research , Edited by: Rhee , S. G. and Chang , R. P. Vol. II , Amsterdam : Elsevier Science Publishers .
- Ghon , R. S. and Chang , R. P. 1992 . The micro structure of Asian equity markets . Journal of Financial Services Research , 6 : 437 – 454 .
- Rogers , J. 1992 . Entry barriers and price movements between major and emerging markets , Pennsylvania State University Working Paper No. 10-91-4
- White , H. 1980 . A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity . Econometrica , 48 : 817 – 838 .