1Karelyi G. Andrew, Stulz Rene M.. Why Do Markets Move Together? An Investigation of U. S. - Japan Stock Return Co - movements [J]. Journal of Finance,1996,51:951 -986.
2Gong - meng Chen, Michael Firth, Oliver Meng Rui. Stock Market Linkages:Evidence from Latin Amcrica[J].Journal of Banking and Finance,2002, (26) :1113 -1141.
3Tom Engsted, Carsten Tanggaard. The Co - movement of US and UK Stock Markets[ J]. European Financial Management,200#, (10) :593 - 607.
6Bae Kee- Hong, Karolyi G.Andrew, Stulz Rene M.A New Approach to Measuring Financial Contagion. Review of Financial Studies, 2003, March: 717 - 763
7Beeker Kent G., Finnerty Joseph E., Gupta, Manoj., The Intertemporal Relation Between the U.S. and Japanese Stock Markets. Journal of Finance, 1990, December: 1297- 1306
8Connolly R.A., Wang F.A.. International Equity Markets Comovements: Economic Fundamentals or Contagion?. Pacific - Basin Finance Journal, 2003, Nonember: 23 - 43
9Hamao Yasushi., Masuhs Ronald W., and Victor Ng.. Correlations in Price Changes and Volatility Across International Stock Markets. Review of Financial Studies, 1990, February: 281 - 307
10Karolyi G.Andrew, Stulz Rene M.. "Why Do Markets Move Together."? An Investigation of U.S. - Japan Stock Re- turnCo -movements. Journal of Finance, 1996, 51:951 - 986
2Morana C,Beltratti A.Comovements in international stock markets [J] .Internationale Financial Markets Institutions&Money.2008,(18):31-45.
3Mohamed El Hedi Arouri and Due Khuong Nguyen. Time varying characteristics of cross -market linkages with empirical application to Gulf stock markets [J]. Managerial Finance 2010,01:55-70.
