Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
Year of publication: |
2015
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. ; Orlando, C. James |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | stock markets | linkages | fractional integration | fractional cointegration |
Series: | CESifo Working Paper ; 5523 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 836125312 [GVK] hdl:10419/123154 [Handle] RePec:ces:ceswps:_5523 [RePEc] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: |
-
Linkages between the US and European stock markets: A fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
- More ...
-
Linkages between the US and European stock markets: A fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
-
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria, (2015)
- More ...