LEAN, HOOI HOOI; NARAYAN, PARESH; SMYTH, RUSSELL - In: The Singapore Economic Review (SER) 56 (2011) 02, pp. 255-277
a structural break in the cointegrating vector, and for a panel using the Westerlund panel Lagrange multiplier (LM … prices. Employing the panel LM cointegration test with multiple structural breaks, we find that exchange rates and stock …