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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari, (2002)
EU stock markets vs. Germany, UK and US : analysis of dynamic comovements using time-varying DCCA correlation coefficients
Tilfani, Oussama, (2020)
Heimonen, Kari, (1999)
Intensifying international linkage of stock prices : cointegration and VEC analysis
Hirayama, Kenjiro, (1998)
Threshold effect in international linkage of stock prices
Market efficiency and international linkage of stock prices : an analysis with high-frequency data
Tsutsui, Yoshirō, (2004)