Chang, Tsangyao; Nieh, Chien-Chung; Wei, Ching-Chun - In: Applied Economics 38 (2006) 19, pp. 2277-2283
This paper employs four cointegration test approaches, PO, HI, JJ and KSS, to test for pairwise long-run equilibrium relationships between Taiwan's stock price index and each of the stock price indexes of four European markets - French, German, Dutch, and British stock markets. The results from...