THE PRICE LINKAGES BETWEEN COUNTRY FUNDS AND NATIONAL STOCK MARKETS: EVIDENCE FROM COINTEGRATION AND CAUSALITY TESTS OF GERMANY, JAPAN AND UK FUNDS

Author:

Ben-Zion Uri,Choi Jongmoo Jay,Hauser Shmuel

Publisher

Wiley

Subject

Finance,Business, Management and Accounting (miscellaneous),Accounting

Reference13 articles.

1. D.E. Allen, and G. MacDonald (1992 ), 'The Long-Run Gains from International Equity Diversification: Australian Evidence from Cointegration Tests', Working paper (September).

2. Evaluating the Diversification Benefits of the New Country Funds

3. J.N. Bodurtha, D.S. Kim, and C.M. Lee (1994 ), 'Closed-End Country Funds and US Market Sentiment', Working paper (April).

4. E. Chang, C. Eun, and R. Kolodny (1992 ), 'International Diversification through Closed-End Country Funds', Working paper.

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