Linkages between the US and European stock markets : a fractional cointegration approach
Year of publication: |
April 2016
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Orlando, James C. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 21.2016, 2, p. 143-153
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Subject: | Stock markets | linkages | fractional integration | fractional cointegration | Schätzung | Estimation | Kointegration | Cointegration | Aktienmarkt | Stock market | USA | United States | Börsenkurs | Share price | EU-Staaten | EU countries | Großbritannien | United Kingdom | Inflationserwartung | Inflation expectations | Theorie der Arbeitslosigkeit | Unemployment theory |
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