Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Year of publication: |
2013
|
---|---|
Authors: | Aloy, Marcel ; Boutahar, Mohamed ; Gente, Karine ; Péguin-Feissolle, Anne |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 7/9, p. 817-828
|
Subject: | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Börsenkurs | Share price | Kointegration | Cointegration | Brasilien | Brazil | Frankreich | France | Deutschland | Germany | Großbritannien | United Kingdom | Hongkong | Hong Kong | Japan | Argentinien | Argentina | USA | United States |
-
International interdependence and dynamic linkages between developed stock markets
Balios, Dimitris, (2003)
-
International stock return predictability under model uncertainty
Schrimpf, Andreas, (2010)
-
International stock return predictability under model uncertainty
Schrimpf, Andreas, (2008)
- More ...
-
Aloy, Marcel, (2011)
-
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed, (2009)
-
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed, (2008)
- More ...