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Cointegration
global market integration
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APT model
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cointegration
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correlation dynamics
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industry country debate
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international diversification
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long-run equilibrium
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Choi, Hyung-Suk
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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Long-run equilibrium relationship in the international stock market factor systems
Choi, Hyung-Suk
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
32
(
2014
)
1
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pp. 101-119
Persistent link: https://www.econbiz.de/10010391070
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