Linkages between the US and European stock markets : a fractional cointegration approach
Guglielmo Maria Caporale, Luis A. Gil-Alana and James C. Orlando
| Year of publication: |
April 2016
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| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Orlando, James C. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 21.2016, 2, p. 143-153
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| Subject: | Stock markets | linkages | fractional integration | fractional cointegration | Kointegration | Cointegration | Aktienmarkt | Stock market | USA | United States | Schätzung | Estimation | Börsenkurs | Share price | Großbritannien | United Kingdom | Zeitreihenanalyse | Time series analysis | Preiskonvergenz | Price convergence | EU-Staaten | EU countries |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1537 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015180675