Comovements in international stock markets : what can we learn from a common trend-common cycle analysis?
Year of publication: |
2000
|
---|---|
Authors: | Hecq, Alain W. J. ; Palm, Franz C. ; Urbain, Jean-Pierre |
Published in: |
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association. - Dordrecht : Kluwer, ISSN 0013-063X, ZDB-ID 216123-0. - Vol. 148.2000, 3, p. 395-406
|
Subject: | Aktienmarkt | Stock market | Preiskonvergenz | Price convergence | Kointegration | Cointegration | Aktienindex | Stock index | Großbritannien | United Kingdom | USA | United States | Deutschland | Germany | Japan | Kanada | Canada | 1974-1999 |
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