1. Obstfeld, Maurice (1994). "Risk-taking, Global Diversification, and Growth". American Economic Review 9 (4): 73–96
2. Eargly, Robert; V. Kerry Smith (1976). "Domestic and International Integration of the London Money Market". Journal of Economic History 36: 198–212
3. Lothian, James (2000). Capital Market Integration and Exchange Rate Regimes in Historical Perspective. New York: Elsevier Science, Inc
4. Bora, A., E.M. Pinar, S.K. Baris and E. Bülent, 2009. Behaviour of emerging stock markets in the global financial meltdown: Evidence from brica. Afr. J. Bus. Manage, 3(7): 396-404.
5. Brooks, C., 2002. Introductory econometrics for finance. 1st Edn., London: Cambridge University Press.
6. Campbell, J. and Y. Hamao, 1992. Predictable stock returns in the United States and Japan: A study of long-term capital market integration. Journal of Finance, 47(1): 43-69.
7. Khalid, A. and G. Rajaguru, 2007. The global impact of the Russian financial crisis: Evidence using granger causality and impulse responses in a VAR model. Working Paper. Globalisation and Development Centre: Bond university.
8. Kozluk, T., 2008. Global and regional links between stock markets - The case of Russia and China. Discussion Paper No. 4/2008. Helsinki. Institute for Economies in Transition: Bank of Finland
9. Eun, C.S. and S. Shim, 1989. International transmission of stock market movements. Journal of Financial and Quantitative Analysis, 24(2): 241-56