Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique
| Year of publication: |
2013
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|---|---|
| Authors: | Alexakis, Christos ; Dasilas, Apostolos ; Grose, Chris |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 28.2013, p. 1-8
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