A revisit of international stock market linkages : new evidence from rank tests for nonlinear cointegration
Year of publication: |
2006
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Authors: | Li, Xiaoming |
Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 219222-6. - Vol. 53.2006, 2, p. 174-197
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Subject: | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Kointegration | Cointegration | Australien | Australia | Japan | Großbritannien | United Kingdom | Neuseeland | New Zealand | USA | United States | Nichtlineare Regression | Nonlinear regression |
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