Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets

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Stock Market Integration For The Transition Economies: Time‐Varying Conditional Correlation Approach (2008, unknown): “In the case of the EU, the effect of the Euro on the linkage among the developed EU stock markets is investigated by Cheung and Westermann (2001), Billio and Pelizzon (2003), Westermann (2004) and Kim et al (2005).”
U.S. and Latin American Stock Market Linkages (2011, methodology): “This model was applied by Leybourne et al. (1997), Leybourne and Mizen (1999) and more recently by Chelley-Steeley (2005) and Berben and Jansen (2005).”
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis (2010, background): “Scheicher (2001), Chelley-Steeley (2005), and Yang, Hsiao and Wang (2006) examine extent and effects of stock market integration in Central and Eastern Europe, both within the region and with advanced markets, while Chen, Firth and Rui (2002) look at evidence of regional linkages among Latin…”
The dynamics of Central European equity market comovements (2008, background): “Comparing the periods 1994–1996 and 1996–1998, Chelley-Steeley (2005) found increasing correlations between the CE equity markets and those of the UK, Germany, and other developed countries.”