Showing 1 - 10 of 214,919
Persistent link: https://www.econbiz.de/10011435978
Persistent link: https://www.econbiz.de/10009563786
Cointegration has frequently been used in the financial econometrics literature to assess the degree of interdependence … whether these indices are cointegrated. We show that while heteroscedasticity alone is able to mislead cointegration tests, it … features. We conclude that cointegration is not a suitable method to analyze stock market interdependence …
Persistent link: https://www.econbiz.de/10013008752
Persistent link: https://www.econbiz.de/10012671909
Persistent link: https://www.econbiz.de/10012608823
Persistent link: https://www.econbiz.de/10012205484
Persistent link: https://www.econbiz.de/10012120227
Persistent link: https://www.econbiz.de/10011824259
Persistent link: https://www.econbiz.de/10012174218
Persistent link: https://www.econbiz.de/10012314741