Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105
This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the … high degree of persistence with orders of integration about 1 or higher than 1, implying that shocks to these stock markets …