A spatial analysis of international stock market linkages-Reference-Cited by-同舟云学术

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A spatial analysis of international stock market linkages

Published:2013-12 Issue:12 Volume:37 Page:4738-4754
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Asgharian Hossein,Hess Wolfgang,Liu Lu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. International portfolio choice and corporation finance: a synthesis;Adler;Journal of Finance,1983

2. On the dynamic relation between stock prices and exchange rates;Ajayi;The Journal of Financial Research,1996

3. Spatial econometrics;Anselin,2006

4. Spatial panel econometrics;Anselin,2008

5. Modeling different kinds of spatial dependence in stock returns;Arnold;Empirical Economics,2013

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