Reference health
Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets
1 of 35 checkable references need attention · checked 2026-08-16
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1787/eag-2008-tablea3_7-en
The 34 checked references that resolve
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The rise in comovement across national stock markets: market integration or IT bubble?
resolves10.1111/j.1540-6261.1992.tb03978.x
Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration
resolves10.1093/jjfinec/nbl005
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
resolves10.1016/j.jimonfin.2008.02.007
Financial integration, economic instability and trade structure in emerging markets
resolves10.1016/j.matcom.2007.10.003
Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries
resolves10.1080/01621459.1979.10482531
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
resolves10.1016/S1044-0283(97)90019-3
Co-movements of major European community stock markets: A vector autoregression analysis
resolves10.2307/1912791
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
resolves10.1016/j.mulfin.2008.10.001
Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective
resolves10.1016/s1057-5219(00)00031-4
Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle
resolves10.2307/2938278
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
resolves10.1016/j.irfa.2004.02.013
International equity market integration: Theory, evidence and implications
resolves10.1093/wber/10.2.267
A Measure of Stock Market Integration for Developed and Emerging Markets
resolves10.1093/rfs/7.3.507
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
resolves10.1016/0261-5606(94)00001-h
Is the correlation in international equity returns constant: 1960–1990?
resolves10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-t
Numerical distribution functions for unit root and cointegration tests
resolves10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-r
Numerical distribution functions of likelihood ratio tests for cointegration
resolves10.1016/j.jfineco.2008.12.004
Global market integration: An alternative measure and its application☆
resolves10.1016/j.iref.2011.01.006
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets
resolves10.1016/j.intfin.2008.08.002
Dynamic correlations and volatility effects in the Balkan equity markets
resolves10.2307/1926980
The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control
resolves10.1080/09603100500447529
International correlations across stock markets and industries: trends and patterns 1988–2002
The 10 references without a DOI — listed, not checked
no DOI — not checkedEmerging Markets: A Quantitative Perspective
no DOI — not checkedInternationally Diversified Portfolios: Welfare Gains and Capital Loss
no DOI — not checkedThe Co-movement Dynamics of European Frontier Stock Markets
no DOI — not checkedInternational Diversification of Investment Portfolios
no DOI — not checkedInterdependencies between European, US and Japanese Stock Markets: Did the Euro Promote Further Integration?
no DOI — not checkedref35
no DOI — not checkedref36
no DOI — not checkedref42
no DOI — not checkedref44
no DOI — not checkedref47
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