Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan
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Bibliographic InfoArticle provided by University of Chicago Press in its journal Journal of Business.
Volume (Year): 46 (1973)
Issue (Month): 1 (January)
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Web page: http://www.journals.uchicago.edu/JB/
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- Demian, Calin-Vlad, 2011. "Cointegration in Central and East European markets in light of EU accession," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 144-155, February.
- Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.
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