Interrelationships among regional stock indices

By Orawan Ratanapakorn, Subhash C. Sharma. 2002

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International portfolio diversification to Central European stock markets (2004, background): “…market deregulation and liberalization, multinational corporate activity, interest rate movements and international capital flows, financial crises and contagion effects (e.g. Jeon and Chiang, 1991; Chan et al., 1997; Gelos and Sahay, 2000; Chen et al., 2002; Ratanapakorn and Sharma, 2002).”
Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? (2007, unknown): “…2001; Sharma & Wongbangpo, 2002; Yang, Kolari et al., 2003; Yang, Min et al., 2003); on Latin American stock markets (e.g. Chen, Firth, & Rui, 2002); and on cross-regional stock market relations (e.g. Bessler & Yang, 2003; Chaudhuri & Wu, 2003; Masih & Masih, 1997; Ratanapakorn & Sharma, 2002).”
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets (2010, background): “Ratanapakorn and Sharma (2002) investigated how short- and long-run relationships changed across five regional stock markets for the pre- and post 1997 Asian crisis.”