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Cointegration
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ECONIS (ZBW)
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RePEc
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201
An examination of financial integration for the group of seven (G7) industrialized countries using an I (2) cointegration model
Tahai, Alireza
;
Rutledge, Robert W.
;
Karim, Khondkar E.
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 327-335
Persistent link: https://www.econbiz.de/10001939402
Saved in:
202
Long-run stock market integration and economic convergence in the European Monetary Union (EMU)
Phengpis, Chanwit
-
2004
Persistent link: https://www.econbiz.de/10003550193
Saved in:
203
Predicting returns in US financial sector indices
Joseph, Nathan Lael
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 351-367
Persistent link: https://www.econbiz.de/10001793005
Saved in:
204
On country-fund price behavior : an empirical analysis of cointegrating factors
Chiang, Thomas C.
;
Kim, Doseong
- In:
Advances in financial planning and forecasting
11
(
2003
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001762170
Saved in:
205
Random walks and market efficiency : evidence from international real estate markets
Kleinman, Robert T.
;
Payne, James E.
;
Sahu, Anandi Prasad
- In:
The journal of real estate research
24
(
2002
)
3
,
pp. 279-297
Persistent link: https://www.econbiz.de/10001714729
Saved in:
206
Dynamic interactions between Main Street and Wall Street
Laopodis, Nikiforos
;
Sawhney, Bansi L.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
4
,
pp. 803-815
Persistent link: https://www.econbiz.de/10001714904
Saved in:
207
Stock market linkages : evidence from Latin America
Chen, Gong-meng
;
Firth, Michael Anthony
;
Rui, Oliver Meng
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1113-1141
Persistent link: https://www.econbiz.de/10001670768
Saved in:
208
Stochastic trends and cycles in national stock market indices : evidence from the US, the UK and Switzerland
Westermann, Frank
- In:
Swiss journal of economics and statistics
138
(
2002
)
3
,
pp. 317-328
Persistent link: https://www.econbiz.de/10001700696
Saved in:
209
Japanese yen and the S&P 500 stock index linkage : evidence in the spot and futures markets
Ghosh, Asim K.
;
Johnson, Keith H.
;
Boldin, Robert J.
- In:
Journal of business and economic perspectives
28
(
2002
)
2
,
pp. 16-24
Persistent link: https://www.econbiz.de/10001782425
Saved in:
210
Interrelationships among regional stock indices
Ratanapakorn, Orawan
;
Sharma, Subhash Chandra
- In:
Review of financial economics : RFE
11
(
2002
)
2
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001720455
Saved in:
211
Expiration and maturity effect : empirical evidence from the Spanish spot and futures stock index
Aragó, Vicent
;
Fernández Poncet, Adrián
- In:
Applied economics
34
(
2002
)
13
,
pp. 1617-1626
Persistent link: https://www.econbiz.de/10001692502
Saved in:
212
A study of the cointegrated relationship between Australian All Ord. index and share index futures using the Granger causality method
Parasuraman, Aloysius
;
Evans, John P.
-
2001
Persistent link: https://www.econbiz.de/10001585344
Saved in:
213
Market architecture and nonlinear dynamics of Australian stock and future indices
Anderson, Heather M.
;
Vahid, Farshid
-
2001
Persistent link: https://www.econbiz.de/10001586610
Saved in:
214
Index arbitrage with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
Saved in:
215
Short-term and long-term linkages among the Colombian capital market indexes
Arbeláez, Harvey
;
Urrutia, Jorge L.
;
Abbas, Nidal
- In:
International review of financial analysis
10
(
2001
)
3
,
pp. 237-273
Persistent link: https://www.econbiz.de/10001634891
Saved in:
216
Market architecture and nonlinear dynamics of Australian stock and futures indices
Anderson, Heather M.
;
Vahid, Farshid
- In:
Australian economic papers
40
(
2001
)
4
,
pp. 541-566
Persistent link: https://www.econbiz.de/10001982968
Saved in:
217
Comovements in international stock markets : what can we learn from a common trend-common cycle analysis?
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
3
,
pp. 395-406
Persistent link: https://www.econbiz.de/10001508864
Saved in:
218
A vector error correction model of the Singapore stock market
Maysami, Ramin Cooper
;
Koh, Tiong Sim
- In:
International review of economics & finance : IREF
9
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001481136
Saved in:
219
Local and global price memory of international stock markets
Knif, Johan
;
Pynnönen, Seppo
- In:
Journal of international financial markets, …
9
(
1999
)
2
,
pp. 129-147
Persistent link: https://www.econbiz.de/10001402163
Saved in:
220
Fractional cointegration and futures hedging
Lien, Donald
;
Tse, Yiu Kuen
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001378245
Saved in:
221
Stochastic trends and conintegration in the market for equities
Ackert, Lucy F.
;
Racine, Marie D.
- In:
Journal of economics & business
51
(
1999
)
2
,
pp. 133-143
Persistent link: https://www.econbiz.de/10001418217
Saved in:
222
Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs
Chu, Quentin C.
;
Hsieh, Wen-liang Gideon
;
Tse, Yiuman
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10001446431
Saved in:
223
What is the intrinsic value of the Dow?
Lee, Charles M. C.
;
Myers, James
;
Swaminathan, Bhaskaran
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1693-1741
Persistent link: https://www.econbiz.de/10001430865
Saved in:
224
An empirical investigation of the comovement between stock market indeses
Parker, Michael E.
;
Rapp, Tammy
- In:
Studies in economics and finance
19
(
1999
)
2
,
pp. 108-122
Persistent link: https://www.econbiz.de/10001441714
Saved in:
225
Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
Saved in:
226
The long-run relationship between spot and futures prices of the S&P 500 index : evidence from cointegration tests
Darrat, Ali F.
;
Rahman, Shafiqur
- In:
Advances in investment analysis and portfolio …
6
(
1999
),
pp. 47-54
Persistent link: https://www.econbiz.de/10001438944
Saved in:
227
Local and global price memory of international stock markets
Knif, Johan
;
Pynnönen, Seppo
-
1997
Persistent link: https://www.econbiz.de/10000639898
Saved in:
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