Testing for cointegration and Granger causality between the US and European financial markets
Year of publication: |
2005
|
---|---|
Authors: | Floros, Christos |
Published in: |
European review of economics and finance. - Lisboa, ZDB-ID 2072873-6. - Vol. 4.2005, 2, p. 27-41
|
Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | Kointegration | Cointegration | Kausalanalyse | Causality analysis | USA | United States | EU-Staaten | EU countries | 1998-2003 |
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