Long memory linkages amongst Latin American stock markets. A fractional cointegration approach-Reference-Cited by-同舟云学术

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Long memory linkages amongst Latin American stock markets. A fractional cointegration approach

Published:2021-10-28 Issue:1 Volume:51 Page:77-101
ISSN:0210-2412
Container-title:Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad
language:en
Short-container-title:Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad

Author:

Vides José Carlos¹^ORCID

Affiliation:

1. Departamento de Economía Aplicada, Estructura e Historia, Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Madrid, Spain

Funder

no funding associated with the work featured in this article

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/02102412.2021.1992867

Reference86 articles.

1. Economic policy uncertainty: Persistence and cross-country linkages

2. Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches

3. Modeling fractional cointegration between high and low stock prices in Asian countries

4. Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests

5. The comovements in international stock markets: new evidence from Latin American emerging countries

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