@incollection{, AF0D7E4E3F009168B8566B09DE43C752 , author={{Latifa FatnassiChaibi} and {Faculty of Economics and Management, Tunis, Tunisia}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}1421923 } @incollection{b0, , title={{Testing the existence of lead-lag effects between the U.S and Brazilian stock market}} , author={{ GOliveira } and { OMederos }} , booktitle={{Brazilian Businessreview, Vol6, Issue1}} , year={2009} } @incollection{b1, , title={{lead-lag relationship between spot price index and futures price of Nikkei stock average}} , author={{ YTse } and { K( }} , journal={{Journal of Forecasting}} 14 , year={1995} } @incollection{b2, , title={{co movements of US, uk and Asian stock markets before and after}} , author={{ IMeric } and { SKim } and { JKim } and { H }} , journal={{Journal of Money}} 3 , year={2008. September 11. 2001} , note={Investment and Brazilian} } @book{b3, , author={{ GEPena } and { BGuelman } and { HRabello }} , title={{Influência dos índices Dow Jones Industrial Avarage e Nikkei-225 sobre o Ibovespa. Faculdades Ibmec}} } @book{b4, , title={{O efeito lead-lag entre o mercado acionário brasileiro e o mercado de ADRs: uma revisão metodológica}} , author={{ RMNakamura }} , year={2009. 2009} 58 , address={Brasília} Universidade de Brasília , note={Monografia (Graduação em Administração)} } @book{b5, , author={{ AGMalliaris } and { JUrrutia }} , title={{the international crash of October 1987: causality tests. The Journal of Financial and Quantitative Analysis}} , year={1992} 27 }