References
- Baharumshah, A.Z.; T. Sarmidi; and H.B. Tan. 2003. "Dynamic Linkages of Asian Stock Markets: An Analysis of Pre-Liberalization and Post-Liberalization Eras." Journal of the Asian Pacific Economy 8, no. 2 (June): 180-209.
- Bekaert, G., and G.B. Harvey. 1995. "Time-Varying World Market Integration." Journal of Finance 50, no. 2 (June): 403-444.
- Bhang, S. 2003. "The Response of the Indian Stock Market to the Movement of Asia's Emerging Markets: From Isolation Toward Integration." Global Economic Review 32, no. 2 (June): 43-58.
- Darrat, A.F.; K. Elkhal; and S.R. Hakim. 2000. On the Integration of Emerging Stock Markets in the Middle East." Journal of Economic Development 25, no. 2 (December): 119-129.
- Estonian Securities Markets Yearbook. 1998. Tallinn: Tallinn Stock Exchange.
- Feinberg, M., and D. Tokic. 2003. "Long-Run Diversification Potential in Latin American Stock Markets: Lessons from Argentina." Journal of Emerging Markets 8, no. 2 (Summer): 16-23.
- Gilmore, C.G., and G.M. McManus. 2002. "International Portfolio Diversification: U.S. and Central European Equity Markets." Emerging Markets Review 3, no. 1 (March): 69-83.
- Goldberg, C.S., and F.A. Delgado. 2001. "Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks." Multinational Finance Journal 5, no. 4 (December): 259-301.
- Granger, C.W.J. 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods." Econometrica 37, no. 3 (August): 424-438.
- Hatemi, J.A.; P.-O. Maneschiöld; and E. Rocca. 2005. "Is the Swedish Stock Market Becoming More Integrated with Those of Germany and France?" Working Paper, University of Skövde, Sweden.
- Johansen, S. 1988. "Statistical Analysis of Cointegrating Vectors." Journal of Economic Dynamics and Control 12, nos. 2-3 (June-September): 231-254.
- Korajczyk, R.A. 1996. "A Measure of Stock Market Integration for Developed and Emerging Markets." World Bank Economic Review 10, no. 2 (May): 267-289.
- Maneschiöld, P.-O. 2005. "International Diversification Benefits Between U.S., Turkish, and Egyptian Stock Markets." Review of Middle East Economics and Finance 3, no. 2 (August): 115-133.
- Osterwald-Lenum, M. 1992. "A Note with Quantils of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics." Oxford Bulletin of Economics and Statistics 54, no. 3 (August): 461-471.
- Phylaktis, K., and F. Ravazzolo. 2002. "Measuring Financial and Economic Integration with Equity Prices in Emerging Markets." Journal of International Money and Finance 21, no. 6 (November): 879-903.
- RSE Annual Report. 1998. Riga: Riga Stock Exchange.
- Seabra, F. 2001. "A Cointegration Analysis Between Mercosur and International Stock Markets." Applied Economics Letters 8, no. 7 (July): 475-478.
- Ten Years in Business. 2003. Vilnius: National Stock Exchange of Lithuania.
- Wang, Z.; J. Yang; and D.A. Bessler. 2003. "Financial Crisis and African Stock Market Integration." Applied Economics Letters 10, no. 9 (July): 527-533.
- World Bank. 2004. World Development Indicators. Washington, DC.
- Yang, J.; M.M. Khan; and L. Pointer. 2003a. "Increasing Integration Between the United States and Other International Stock Markets? A Recursive Cointegration Analysis." Emerging Markets Finance and Trade 39, no. 6 (November-December): 39-53.
- Yang, J.; J.W. Kolari; and I. Min. 2003b. "Stock Market Integration and Financial Crises: The Case of Asia." Applied Financial Economics 13, no. 7 (July): 477-486.