References Briiggemann, R., Hardle, W., Mungo, J., & Trenkler, C. (2008). VAR Modeling for Dynamic Loadings Driving Volatility Strings. Journal of Financial Econometrics , 6 (3), 361-381. Buss, G. (2009, August 17). Comparing forecasts of Latvia's GDP using simple seasonal ARTMA models and direct versus indirect approach. Cointegration. (n.d.). Retrieved from http://en.wikipedia.org: http://en.wikipedia.org/wiki/cointegration Colombo Stock Exchange Website, (n.d.). Retrieved from http://www.cse.lk: http ://www.cse. Ik/welcome .htm Correlation and dependence, (n.d.). Retrieved from http://en.wikipedia.org: http://en.wikipedia.org/wiki/correlation Cryer, J. D., Nankervis, J. C , & Savin, N. E. (1990). Forecast Error Symmetry in ARIMA Models. Journal of the American Statistical Association, 85 (411). Elyasiani, E., Perera, P., & Puri, T. N. (1998). Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners. Journal of Multinational Financial Management, 8 (1), 89-101. Foreign Exchange Rates, (n.d.). Retrieved from http://www.federalreserve.gov: http://www.federalreserve.gov/releases/hlO/hist Gavin, William, T., Theodorou, & Athena, T. (2005). A common model approach to macroeconomics: using panel data to reduce sampling error. Journal of Forecasting . Gay, R. D., & Jr. (2008). Effect of Macroeconomic Variables on Stock Market Returns for Four Emerging Economies: Brazil, Russia, India and China, international Business & Economics Research Journal, 7 (3). Granger causality. (n.d.). Retrieved from http://en.wikipedia.org: http://en.wikipedia.org/wiki/Granger_Causality Guided tour on Johansen's cointegration analysis. (n.d.). Retrieved from http://econ.la.psu.edu: http://econ.la.psu.edu/~hbierens/EasyRegTours/COLNTJ.HTM Gujarati, D. N., & Sangeetha. Basic Econometrics. MEAN SQUARE DEVIATION, (n.d.). Retrieved from http://stats.oecd.org: http://stats.oecd.org/glossary/detail.asp?LD=3715 Pai, P. F., & Lin, C. S. (2004). A hybrid ARIMA and support vector machines model in stock price forecasting. 33 (6), 497-505. 142 Quantitative Micro Software, LLC. (2004, August 10). EViews 5 User's Guide. United States of America. Ramos, F. F. (1996, January). Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance. Ranasinghe, M. (2007). Scale invariance in financial time series. Economics Bulletin , 3 (24), 1-7. Sorensen, B. E. (2005, March 1). Cointegration. Retrieved from http://www.uh.edu: http://www.uh.edu/~bsorense/coint.pdf Wickremasinghe, G. B. (2006). Dynamic Relations between Stock Prices and Exchange Rates in Sri Lanka: Some Empirical Evidence. Wickremasinghe, G. B. (2006). Macroeconomic Forces and Stock Prices: Some Empirical Evidence from an Emerging Market. 143