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The nonseparability in aggregate consumption and tests of international equity market integration
Assoé, Kodjovi G., (1994)
Consumption-based versus production-based models of international equity markets
Kasa, Kenneth, (1997)
Extreme correlation of international equity markets
Longin, François M., (2000)
A test of the international CAPM using business cycles indicators as instrumental variables
Dumas, Bernard, (1994)
Partial- vs general-equilibrium models of the international capital market
Two-person dynamic equilibrium : trading in the capital market
Dumas, Bernard, (1986)