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A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets Author info | Abstract | Publisher info | Download info | Related research | Statistics Christian Jochum
Gebhard Kirchgässner
Mariusz Platek
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Article provided by Springer in its journal Weltwirtschaftliches Archiv .
Volume (Year): 135 (1999)
Issue (Month): 3 (September)
Pages: 454-479
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Handle: RePEc:spr:weltar:v:135:y:1999:i:3:p:454-479Contact details of provider: Web page: http://link.springer.de/link/service/journals/10290/index.htm
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Eun, Cheol S. & Shim, Sangdal, 1989.
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references Cited by : (explanations , 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.)
Frank Westermann, 2002.
"Stochastic Trends and Cycles in National Stock Market Indices: Evidence from the U.S., the U.K. and Switzerland ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 138(III), pages 317-328, September.
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