Linkages between the US and European stock markets: A fractional cointegration approach
Year of publication: |
2015
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. ; Orlando, C. James |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | stock markets | linkages | fractional integration | fractional cointegration |
Series: | DIW Discussion Papers ; 1505 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 835160068 [GVK] hdl:10419/119319 [Handle] RePEc:diw:diwwpp:dp1505 [RePEc] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
- More ...
-
Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
- More ...