Testing for cointegration between international stock prices
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603100110050743
Reference23 articles.
1. International stock market linkages: Evidence from the pre- and post-October 1987 period
2. Does comovement among exchange rates imply market inefficiency?
3. Common Stochastic Trends in a System of Exchange Rates
4. FINITE-SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
5. Common stochastic trends in European stock markets
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