Integration of 22 emerging stock markets: A three-dimensional analysis

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Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis (2015, methodology): “As in previous 262 studies (e.g., Rua and Nunes, 2009; Madaleno and Pinho, 2012; Graham et al., 2012; Akoum et al., 2012), we employ the 263 Monte Carlo simulations to assess the statistical significance.”
Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? Evidence from smooth time-varying cointegration analysis (2018, background): “Internationally-segmented stock markets, on the other hand, enable portfolio managers to diversify and take advantage of the differences in the various markets (Graham et al., 2012).”