Showing 1 - 10 of 108
Persistent link: https://www.econbiz.de/10009629765
Persistent link: https://www.econbiz.de/10003807805
Persistent link: https://www.econbiz.de/10003886820
Persistent link: https://www.econbiz.de/10011474676
Persistent link: https://www.econbiz.de/10012543339
Persistent link: https://www.econbiz.de/10012021928
In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we find that the set of six country stock price indices, including that of the United...
Persistent link: https://www.econbiz.de/10014395829
Persistent link: https://www.econbiz.de/10001390828
Persistent link: https://www.econbiz.de/10001608204
Persistent link: https://www.econbiz.de/10001832506