期刊論文| 1. | Bracker, K.、Docking, D. S.、Koch, P. D.(1999)。Economic determinants of evolution in international equity market integration。Journal of Empirical Finance，6(1)，1-27。   |
| 2. | Huyghebaert, N.、Wang, L.(2010)。The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?。China Economic Review，21(1)，98-112。 |
| 3. | Luo, W.、Brooks, R. D.、Silvapulle, P.(2011)。Effects of the Open Policy on the Dependence between the Chinese 'A' Stock Market and Other Equity Markets: An Industry Sector Perspective。Journal of International Financial Markets, Institutions and Money，21(1)，49-74。 |
| 4. | Tavares, J.(2009)。Economic integration and the comovement of stock returns。Economic Letters，103，65-67。 |
| 5. | Liu, Y. A.、Pan, M. S.、Shieh, C. P.(1998)。International transmission of stock price movements: Evidence from the U. S. and five Asian-Pacific markets。Journal of Economics and Finance，22，59-69。 |
| 6. | Chuang, I.-Y.、Lu, J.-R.、Tswei, K.(2007)。Interdependence of international equity variances: Evidence from east Asian markets。Emerging Markets Review，8(4)，311-327。 |
| 7. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。 |
| 8. | Groenewold, N.、Tang, S. H. K.、Wu, Y.(2004)。The dynamic interrelationships between the greater China share markets。China Economic Review，15(1)，45-62。 |
| 9. | Hilliard, J. E.(1979)。The relationship between equity indices on world exchanges。Journal of Finance，34(1)，103-114。 |
| 10. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。 |
| 11. | Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics，52(2)，169-210。 |
| 12. | Longin, Francois、Solnik, Bruno(1995)。Is the correlation in international equity returns constant: 1960-1990?。Journal of International Money and Finance，14(1)，3-26。 |
| 13. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society，48(1)，1-48。 |
| 14. | Wang, K.、Chen, Y. H.、Huang, S. W.(2011)。The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach。International Review of Economics and Finance，20(4)，654-664。 |
| 15. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 16. | Jiang, Yonghong、Yu, Mengmeng、Hashmi, Shabir Mohsin(2017)。The financial crisis and co-movement of global stock markets: a case of six major economies。Sustainability，9(2)。 |
| 17. | Zhang, Dayong、Hu, Min、Ji, Qiang(2020)。Financial markets under the global pandemic of COVID-19。Finance Research Letters，36。 |
| 18. | Ashraf, B. N.(2020)。Stock Markets' Reaction to COVID-19: Cases or Fatalities?。Research in International Business and Finance，54。 |
| 19. | Khan, Karamat、Zhao, Huawei、Zhang, Han、Yang, Huilin、Shah, Muhammad Haroon、Jahanger, Atif(2020)。The impact of COVID-19 pandemic on stock markets: An empirical analysis of world major stock indices。The Journal of Asian Finance, Economics and Business，7(7)，463-474。 |
| 20. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association，74(366)，427-431。 |
| 21. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。 |
| 22. | Bahrini, R.、Filfilan, A.(2020)。Impact of the novel coronavirus on stock market returns: evidence from GCC countries。Quantitative Finance and Economics，4(4)，640-652。 |
| 23. | Broadstock, D. C.、Zhang, D.(2019)。Social-media and intraday stock returns: The pricing power of sentiment。Finance Research Letters，30，116-123。 |
| 24. | Guo, H. F.、Zhao, X. Y.、Yu, H.、Zhang, X.(2021)。Analysis of global stock markets' connections with emphasis on the impact of COVID-19。Physica A: Statistical Mechanics and its Applications，569。 |
| 25. | Mokni, K.、Mansouri, F.(2017)。Conditional dependence between international stock markets: A long memory GARCH-copula model approach。Journal of Multinational Financial Management，42/43，116-131。 |
| 26. | So, K. P.、Chu, M. Y.、Chan, W. C.(2021)。Impacts of the COVID-19 pandemic on financial market connectedness。Finance Research Letters，38。 |
| 27. | Xuan, V. V.、Thi, T. A. T.(2020)。Modelling volatility spillovers from the US equity market to ASEAN stock markets。Pacific-Basin Finance Journal，59。 |
| 28. | Yao, S. J.、He, H. B.、Chen, S.、Ou, J. H.(2018)。Financial liberalization and cross-border market integration: Evidence from China's stock market。International Review of Economics & Finance，58，220-245。 |
| 29. | Youssef, M.、Mokni, K.、Ajmi, A. N.(2021)。Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?。Financial Innovation，7(1)。 |