Comovements in national stock market returns: Evidence of predictability, but not cointegration
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 36 (1995)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505566
Other versions of this item:
- Anthony J. Richards, 1996. "Comovements in National Stock Market Returns: Evidence of Predictability but not Cointegration," IMF Working Papers 96/28, International Monetary Fund.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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