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The Price Linkages Between Country Funds And National Stock Markets: Evidence From Cointegration And Causality Tests Of Germany, Japan And Uk Funds

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  • Uri Ben‐Zion
  • Jongmoo Jay Choi
  • Shmuel Hauser

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  • Uri Ben‐Zion & Jongmoo Jay Choi & Shmuel Hauser, 1996. "The Price Linkages Between Country Funds And National Stock Markets: Evidence From Cointegration And Causality Tests Of Germany, Japan And Uk Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(7), pages 1005-1017, October.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:7:p:1005-1017
    DOI: 10.1111/j.1468-5957.1996.tb01037.x
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    References listed on IDEAS

    as
    1. Choi, Jongmoo Jay & Lee, Insup, 1996. "Market Segmentation and the Valuation of Closed-End Country Funds: An Empirical Analysis," Review of Quantitative Finance and Accounting, Springer, vol. 7(1), pages 45-63, July.
    2. George M. von Furstenberg & Bang Nam Jeon, 1989. "International Stock Price Movements: Links and Messages," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 20(1), pages 125-180.
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