… on the linkages across international stock markets has been … for the four major international
stock market indices, namely the … comovements in prices, returns and volatility, comovements …

… We analyse the time variations in the comovements of Latin American stock markets. … market
comovements. Main findings are as follows. First, the degree of cross-market comovements …

… the comovement of international stock returns depends on the frequency. In general, we find
that comovement between markets … that the benefits from international diversification may be …

… We examine the comovements of stock markets simultaneously across the world as well as
… We provide an analysis of the comovements of international stock markets across the globe …

… between the major international stock markets in Canada, Japan, … The presence of co-movements
is investigated to try to detect … , among international stock markets. The implications for …

… varying behavior of long run stock market relationships. For investors … stock market co-movements
they would need to possess reliable information on the stability of the observed market …

… The first type is in the context of empirical finance research on international stock market
comovements; to be specific, pinning down previously-accumulated mixed evidence for how …

… and stock markets comovements, independently of the removal of capital flows controls. In
the light of the above considerations, in this paper international stock market comovements …

… to analyse co-movements in international stock markets from … relationships between the stock
markets of Taiwan and each of … to co-movements among stock markets internationally, and …

… the degree of comovements both across the markets as well … comovements differs across
the countries’ stock markets. The US stock market is strongly correlated with the stock markets …