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2 Hardouvelis, G., "What Moves the Discount on Closed-End Country Funds?"
3 Theodossiou, P., "Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets" 32 : 205-224, 1997
4 Fama, E. F, "Risk, Return, and Equilibrium: Empirical Tests" 81 : 607-636, 1973
5 Bollerslev, T, "Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances" 11 : 143-172, 1992
6 Arak, M, "Optimal Trading with Mean-Reverting Prices: Switching between Foreign Stocks and Closed-End Country Funds" 28 : 1067-1074, 1996
7 Lee, B. S, "On the Dual Characteristics of Closed-End Country Funds" 21 : 589-618, 2002
8 Chiang, T. C, "On Country Fund Price Behavior– An Empirical Analysis of Cointegrating Factors" 11 : 85-112, 2000
9 Campbell, J. Y, "No News Is Good News: An Asymmetric Model of Changing Volatility in Stock Returns" 31 : 281-318, 1992
10 Engle, R. F, "Multivariate Simultaneous Generalized ARCH" 11 : 122-150, 1995
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