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Intervalling Effect on Intertemporal Stability among Asian Emerging Markets and Developed Markets

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  • Tang, Gordon Y. N.

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  • Tang, Gordon Y. N., 1996. "Intervalling Effect on Intertemporal Stability among Asian Emerging Markets and Developed Markets," Journal of Business Research, Elsevier, vol. 36(3), pages 257-265, July.
    • Handle: RePEc:eee:jbrese:v:36:y:1996:i:3:p:257-265
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    References listed on IDEAS

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    1. Meric, Ilhan & Meric, Gulser, 1989. "Potential gains from international portfolio diversification and inter-temporal stability and seasonality in international stock market relationships," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 627-640, September.
    2. Kaplanis, Evi C., 1988. "Stability and forecasting of the comovement measures of international stock market returns," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 63-75, March.
    3. Hilliard, Jimmy E, 1979. "The Relationship between Equity Indices on World Exchanges," Journal of Finance, American Finance Association, vol. 34(1), pages 103-114, March.
    4. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-675, September.
    5. Wahab, Mahmoud & Lashgari, Malek, 1993. "Covariance Stationarity of International Equity Markets Returns: Recent Evidence," The Financial Review, Eastern Finance Association, vol. 28(2), pages 239-260, May.
    6. Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice, 1976. "Comovement of International Equity Markets: A Taxonomic Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 415-432, September.
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