Showing 1 - 10 of 24,159
Persistent link: https://www.econbiz.de/10010425678
In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we find that the set of six country stock price indices, including that of the United...
Persistent link: https://www.econbiz.de/10014395829
Persistent link: https://www.econbiz.de/10003741675
Persistent link: https://www.econbiz.de/10003480584
Persistent link: https://www.econbiz.de/10008666220
Persistent link: https://www.econbiz.de/10003525227
Persistent link: https://www.econbiz.de/10008654621