@incollection{,
	
					
					
					71E53E77F7C5EC0BD909A1AA9E9E46E0
				,
	author={{JaghoubiSalma} and {Al Majmaah University, Riyadh, Saudi Arabia}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}15102127
}

@incollection{b0,
	
	
		,
	title={{Volatility in emerging stock markets}}
		,
	author={{
			RAggarwal
		} and {
			CInclan
		} and {
			RLeal
		}}
		
		
	
	
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	journal={{Journal of Financial and Quantitative Analysis}}
		
			34
			
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	year={1999}
		
	

}

@incollection{b1,
	
	
		,
	title={{The Euro and European financial market dependence}}
		,
	author={{
			SMBartram
		} and {
			SJTaylor
		} and {
			YHWang
		}}
		
		
	
	
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			31
			
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	year={2007}
		
	

}

@incollection{b2,
	
	
		,
	title={{Time-varying world market integration}}
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	author={{
			GBekaert
		} and {
			CRHarvey
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	journal={{Journal of Finance}}
		
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}

@incollection{b3,
	
	
		,
	title={{Emerging equity market volatility}}
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	author={{
			GBekaert
		} and {
			CRHarvey
		}}
		
	
	
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	journal={{Journal of Financial Economics}}
		
			43
			
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	year={1997}
		
	

}

@book{b4,
	
	
		,
	title={{Detecting financial markets contagion using copula functions}}
		,
	author={{
			ABoubaker
		} and {
			SJaghoubi
		}}
		
		
			,
	year={2011}
			
		
	

}

@incollection{b5,
	
	
		,
	title={{The Greek financial crisis, extreme co-movements and contagion effects in the EMU: A copula approach}}
		,
	author={{
			ABoubaker
		} and {
			SJaghoubi
		}}
		
	
	
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	journal={{International Journal of Accounting and Financial Reporting}}
		
			2
			1
			,
	year={2012}
		
	

}

@incollection{b6,
	
	
		,
	title={{Greek Crisis, Stock Market Volatility and Exchange Rates in the European Monetary Union: A Var-Garch-Copula Model}}
		,
	author={{
			ABoubaker
		} and {
			SJaghoubi
		}}
		
	
	
		,
	journal={{Global Journal of Management and Business Research: C Finance}}
		
			14
			,
	year={2014}
		
	
	,
	note={Issue 2 Version 1.0}

}

@incollection{b7,
	
	
		,
	title={{Equity price dynamics before and after the introduction of the Euro: a note}}
		,
	author={{
			Y.-WCheung
		} and {
			FWestermann
		}}
		
	
	
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	journal={{Multinational Finance Journal}}
		
			5
			
			,
	year={2001}
		
	

}

@incollection{b8,
	
	
		,
	title={{International transmission of stock market movements}}
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	author={{
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			SShim
		}}
		
	
	
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			24
			
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}

@incollection{b9,
	
	
		,
	title={{Re-examining the Asymmetric Predictability of Conditional Variances: The Role of Sudden Changes in Variance}}
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			BEwing
		} and {
			FMalik
		}}
		
	
	
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	journal={{Journal of Banking and Finance}}
		
			29
			
			,
	year={2005}
		
	

}

@incollection{b10,
	
	
		,
	title={{Correlations in price changes and volatility across international stock markets}}
		,
	author={{
			YHamao
		} and {
			RWMasulis
		} and {
			VNg
		}}
		
		
	
	
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	journal={{Review of Financial Studies}}
		
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			2
			
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}

@incollection{b11,
	
	
		,
	title={{Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets}}
		,
	author={{
			SHammoudeh
		} and {
			HLi
		}}
		
	
	
		,
	journal={{International Review of Financial Analysis}}
		
			17
			
			,
	year={2008}
		
	

}

@incollection{b12,
	
	
		,
	title={{Shock and volatility spillovers among 14. equity sectors of the Gulf Arab stock markets}}
		,
	author={{
			SHammoudeh
		} and {
			YYuan
		} and {
			MMcaleer
		}}
		
		
	
	
		,
	journal={{Quarterly Review of Economics and Finance}}
		
			49
			
			,
	year={2009}
		
	

}

@incollection{b13,
	
	
		,
	title={{Volatility and links between national stock markets}}
		,
	author={{
			MKing
		} and {
			ESentana
		} and {
			SWadhwani
		}}
		
		
	
	
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	journal={{Econometrica}}
		
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}

@incollection{b14,
	
	
		,
	title={{Volatility spillover effects among six Asian countries}}
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	author={{
			JSLee
		}}
	
	
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	journal={{Applied Economic Letters}}
		
			16
			
			,
	year={2009}
		
	

}

@incollection{b15,
	
	
		,
	title={{Asymptotic theory for a vector ARMA-GARCH model}}
		,
	author={{
			SLing
		} and {
			MMcaleer
		}}
		
	
	
		,
	journal={{Econometric Theory}}
		
			19
			
			,
	year={2003}
		
	

}

@incollection{b16,
	
	
		,
	title={{Mean and volatility spillover effects in the U.S. and Pacific-Basin stock markets}}
		,
	author={{
			YALiu
		} and {
			MPan
		}}
		
	
	
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	journal={{Multinational Finance Journal}}
		
			1
			
			,
	year={1997}
		
	

}

@incollection{b17,
	
	
		,
	title={{Spillovers of stock return volatility to Asian equity markets fromJapan and the US}}
		,
	author={{
			TMiyakoshi
		}}
	
	
		,
	journal={{Journal of International Financial Markets}}
		
			13
			
			,
	year={2003}
		
	
	,
	note={Institutions and Money}

}

@incollection{b18,
	
	
		,
	title={{Volatility spillover effects from Japan and the US to the Pacific Basin}}
		,
	author={{
			ANg
		}}
	
	
		,
	journal={{Journal of International Money and Finance}}
		
			19
			
			,
	year={2000}
		
	

}

@incollection{b19,
	
	
		,
	title={{Volatility and cross correlation across major stock markets}}
		,
	author={{
			LRachmand
		} and {
			RSusmel
		}}
		
	
	
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	journal={{Journal of Empirical Finance}}
		
			5
			
			,
	year={1998}
		
	

}

@book{b20,
	
	
		,
	title={{}}
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	author={{
			CSSavva
		} and {
			DROsborn
		} and {
			LGill
		}}
		
		
		
			,
	year={2004}
		
		
			University of Manchester
		
	
	,
	note={Working Paper}

}

@incollection{b21,
	
	
		,
	title={{Dynamic Linkages Between Emerging European and Developed Stock Markets: Has the EMU any Impact?}}
		,
	author={{
			TSyriopoulos
		}}
	
	
		,
	journal={{International Review of Financial Analysis}}
		
			16
			1
			
			,
	year={2007}
		
	

}

@incollection{b22,
	
	
		,
	title={{Do Short-term International Capital Inflows Drive China's Asset Markets?}}
		,
	author={{
			BVeiga
		} and {
			MMcaleer
		}}
		
		
	
	
		,
	journal={{The Quarterly Review of Economics and Finance}}
		,
	editor={Wang, CH and al}
		
			25
			,
	year={2003. 2015}
		
	
	,
	note={Multivariate volatility and spillover effects in financial Markets}

}

@incollection{b23,
	
	
		,
	title={{Do bears and bulls swim across oceans? Market information transmission between Greater China and the rest of the world}}
		,
	author={{
			SSWang
		} and {
			KFirth
		}}
		
	
	
		,
	journal={{Journal of International Financial Markets}}
		
			14
			
			,
	year={2004}
		
	
	,
	note={Institutions and Money}

}

@incollection{b24,
	
	
		,
	title={{Stock Market and Macroeconomic Fundamental Dynamic Interactions: ASEAN-5 Countries}}
		,
	author={{
			PWongbangpo
		} and {
			SCSharma
		}}
		
	
	
		,
	journal={{Journal of Asian Economics}}
		
			13
			
			,
	year={2002}
		
	

}