Implications for national equity market comovements : an application of the Engle-Granger two-step procedure
Lori L. Leachman, Bill Francis and Ivan Marcott
| Year of publication: |
1994
|
|---|---|
| Authors: | Leachman, Lori L. |
| Other Persons: | Francis, Bill B. (contributor) ; Marcott, Ivan (contributor) |
| Published in: |
Studies in economic analysis. - Columbia, SC, ISSN 0198-8263, ZDB-ID 1045223-0. - Vol. 15.1994, 2, p. 31-59
|
| Subject: | Arbitrage | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | G7-Staaten | G7 countries | 1950-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001176448