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		题名	作者	年代	出处	被引量
	1	Globalization and long-run co-movements in the stock market for the G7: An application of VECM under structural breaks显示文摘This paper analyzes the process of long-run co-movements and stock market globalization on the basis of cointegration tests and vector error correction (VEC) models. The cointegration tests used here allow for structural breaks to be explicitly modeled and breakpoints to be computed on a relative-time basis. The data used in our empirical analysis were drawn from Datastream and comprise the natural logarithms of relative stock market indexes since 1973 for the G7 countries. The main results point to the conclusion that significant causal cointegration effects occur in this context and that there is a long-run relationship that governs the worldwide process of market integration. Globalization, however, is a complex adjustment process and in many cases there is only evidence of weak market integration which means that non-proportional price transmission occurs in the market along with proportional changes. The worldwide markets, as expected, appear to be driven in general by the US stock market.	MENEZES Rui DIONíSIO Andreia	2011	Chinese Science Bulletin2011，56，34：	2
	2	The wide world of wide-area measurement显示文摘	Phadke A G Hector Volskis Rui Menezes de Mo- raes Tianshu Bi	2008	IEEE Power : Energy Magazine2008，5，6：	1

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