Cointegration of stock markets between New Zealand, Australia and the G7 economies : searching for co-movement under structural change
Year of publication: |
2005
|
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Authors: | Narayan, Paresh Kumar ; Smyth, Russell |
Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 44.2005, 3, p. 231-247
|
Subject: | Aktienmarkt | Stock market | Kointegration | Cointegration | Marktintegration | Market integration | Schätzung | Estimation | Neuseeland | New Zealand | Australien | Australia | G7-Staaten | G7 countries | 1967-2003 |
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