Cointegration, Market Integration, and Market Efficiency

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Cointegration, Market Integration, and Market Efficiency

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Lence, Sergio H.
Falk, Barry L.

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Abstract

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Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 11468.

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Length: 18 pages
Date of creation: 02 Mar 2004
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Publication status: Published in Journal of International Money and Finance, 2005, Vol. 24, pp. 873-890.
Handle: RePEc:isu:genres:11468

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Article
- Lence, Sergio & Falk, Barry, 2005. "Cointegration, market integration, and market efficiency," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 873-890, October. [Downloadable!] (restricted)

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.)

Raper, Kellie Curry & Thornsbury, Suzanne & Aguilar, Cristobal, 2009. "Regional Wholesale Price Relationships in the Presence of Counter-Seasonal Imports," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), April. [Downloadable!]
Juan A. Lafuente & Javier Ordoñez, 2007. "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC 2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
Chris Higson & Sean Holly & Ivan Petrella, 2009. "The Financial Integration of the European Union: Common and Idiosyncratic Drivers," Working Paper / FINESS 1.1d, DIW Berlin, German Institute for Economic Research. [Downloadable!]
Guglielmo Maria Caporale & Mario Cerrato, 2006. "Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Other versions:
- Guglielmo Maria Caporale & Mario Cerrato, 2005. "Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics," Public Policy Discussion Papers 05-04, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
- Guglielmo Maria Caporale & Mario Cerrato, 2005. "Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics," Economics and Finance Discussion Papers 05-04, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
- Guglielmo Maria Caporale & Mario Cerrato, 2008. "Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics," Review of International Economics, Blackwell Publishing, vol. 16(3), pages 401-412, 08. [Downloadable!] (restricted)
Miljkovic, Dragan, 2006. "U.S. and Canadian Livestock Prices: Market Integration and Trade Dependence," 2006 Annual meeting, July 23-26, Long Beach, CA 21396, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
Other versions:
- Miljkovic, Dragan, 2006. "U.S. and Canadian Livestock Prices: Market Integration and Trade Dependence," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 18996, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
- Dragan Miljkovic, 2009. "US and Canadian livestock prices: market integration and trade dependence," Applied Economics, Taylor and Francis Journals, vol. 41(2), pages 183-193. [Downloadable!] (restricted)

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