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~subject:"Cointegration"
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ECONIS (ZBW)
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1
Russian equity market linkages before and after the 1998 crisis : evidence from stochastic and regime-switching cointegration tests
Lucey, Brian M.
;
Voronkova, Svitlana
- In:
Journal of international money and finance
27
(
2008
)
8
,
pp. 1303-1324
Persistent link: https://www.econbiz.de/10003804883
Saved in:
2
Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests
Lucey, Brian M.
;
Voronkova, Svitlana
-
2005
Persistent link: https://www.econbiz.de/10003174040
Saved in:
3
Equity market integration in the Asia Pacific region : evidence from discount factors
Claus, Edda
;
Lucey, Brian M.
- In:
Research in international business and finance
26
(
2012
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10009618268
Saved in:
4
Robust global stock market interdependencies
Lucey, Brian M.
;
Muckley, Cal
-
2011
Persistent link: https://www.econbiz.de/10009422171
Saved in:
5
Robust global stock market interdependencies
Lucey, Brian M.
;
Muckley, Cal
- In:
International review of financial analysis
20
(
2011
)
4
,
pp. 215-224
Persistent link: https://www.econbiz.de/10009295706
Saved in:
6
Dynamics of bond market integration between established and accession European Union countries
Kim, Suk-Joong
;
Lucey, Brian M.
;
Wu, Eliza
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003285774
Saved in:
7
The evolving relationship between gold and silver 1978 - 2002 : evidence from a dynamic cointegration analysis ; a note
Lucey, Brian M.
;
Tully, Edel
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10003301827
Saved in:
8
The dynamics of Central European equity market comovements
Gilmore, Claire Gilbert
;
Lucey, Brian M.
;
McManus, …
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
3
,
pp. 605-622
Persistent link: https://www.econbiz.de/10003747277
Saved in:
9
Uncovering long term relationships between oil prices and the economy : a time-varying cointegration analysis
Gogolin, Fabian
;
Kearney, Fearghal
;
Lucey, Brian M.
; …
- In:
Energy economics
76
(
2018
),
pp. 584-593
Persistent link: https://www.econbiz.de/10011976733
Saved in:
10
The dynamic linkages between crude oil and natural gas markets
Batten, Jonathan A.
;
Ciner, Cetin
;
Lucey, Brian M.
- In:
Energy economics
62
(
2017
),
pp. 155-170
Persistent link: https://www.econbiz.de/10011748073
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