Abasinejad, H. & Gudarzi Farahani, Y. (2014). Applied econometric, with Eviews and Microfit software. (1th ed). Noor Elm publication, Tehran. (in Persian)
Abounoori, E. & Abdollah, M. (2011). Relationship between Iran, USA, Turkey and Malaysia Stock Markets in a Multivariate GARCH Model. Journal of Securities Exchange, 4(14), 61-79. (in Persian)
Abrishami, H. (2002). Applied Econometrics (New Approaches). (1th ed). Publication of Tehran University. (in Persian)
Diamandis, P.F. (2009). International stock market linkages, Evidence from Latin America. Global Financial Journal, 20(1), 13-30.
Dimitris, B. & Xanthakis, M, (2003). International interdependence and dynamic linkagesbetween developed stock markets. South Eastern Europe Journal of Economics, (1), 105-130.
Eun Cheul, S. & Shim, S. (1989). International transmission of stock market movement. Journal of Financial and Quantitative Analysis, 24(2), 241-256.
Felihi, N. & Teimouri, M. & Shah Karam ughly, M. (2013). Analysis the effect of international stock market on Iran stock market: using of Dynamical systems approach and GARCH. Quarterly of economy science, 8 (27), 89-105.
Flad, M. & Jung, T.R.C. (2005). A common factor analysis for the US and German stock markets during overlapping trading hours, Available at: http://www.sciencedirect.com
Gonzalo, J. & Granger, C.W. (1995). Estimation of common long memory component in cointegration systems. Journal of Business and Economic Statistics, (13), 27-35.
Karimzade, M. (2006). Investigation of long term relation of stock price index with Monterey variables. Quarterly of Iran economy investigations. 8 (26), 41-54. (in Persian)
Kasa, K, (1992). Common stochastic trends in international stock markets. Journal of Empirical Finance, (1), 343-364.
Noufarasti, M. (2008). Unit Root & Co-Integration in Econometrics. (2nd ed). Publication of cultural service of Rasa (in Persian)
Ozdemir, Z.A. & Cakan, E. (2007). Non-linear dynamic linkages in the international stock markets. Physica A: Statistical Mechanics and its Applications, 377(1), 173-180.
Phylaktis,K, & Ravazzolo,F, (2005). Stock market linkages in emerging markets: implications for international portfolio diversification, Journal of International Financial Markets, Institutions and Money, No.15: 91-106.
Rezaei, E. & Garegoz, G. (2009). Financial convergence in west of Asia: econometrics evaluation. Complex articles of 19th annual conference of monetary and Foreign Exchange. Tehran. Monetary and bank institute. (in Persian)
Saei, A. & Taghavi, M. (2004). International Political Economy. The Struggle for Power and Wealth. Ghoomes Publishing, Tehran. (in Persian)
Seied Hosseini, S. M. & Ebrahimi, S. B. (2014). Investigation of Latm permeation between stock markets: (Case Study: Iran, Turkey, Emirate Stock Market). Quarterly of financial knowledge. Aanalysis of stock exchange, 6 (19), 81-97. (in Persian)
Syllignakis, M. & Kouretas, G.P. (2010). German, US and Central and Eastern European stovk market integration. Open Economics Review, 21(4), 607–628.
Wong, W. & Terrel, R.D & Lim, K. (2004). The relationship between stock market of major developed countries and Asian emerging markets. Journal of Applied Mathematics and Decision Sciences, 8(4), 201-208.
Yazdan Parast, A. & Vahedi Serkani, S. Y. (2014). Investigation of the relationship of financial crisis in main world stock markets with stock indexes of Tehran stock exchange, before, current and after crisis. Scientific- investigation finance knowledge quarterly of analysis of stock exchange, 6 (19), 1-12.
Zahedi Teharani, P. (2012). Explained of strategy of fluctuation permeation of international investment markets on Tehran stock exchange. Strategy management studies, 3(11), 131-153. (in Persian)