Comovements in national stock market returns: Evidence of predictability, but not cointegration
| Year of publication: |
1995
|
|---|---|
| Authors: | Richards, Anthony J. |
| Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 36.1995, 3, p. 631-654
|
| Publisher: |
Elsevier |