Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis
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References listed on IDEAS
- MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.
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- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics.
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More about this item
KeywordsMutual Fund; Dhaka Stock Exchange; Vector Auto Regressive; Augmented Dickey-Fuller; Cointegration; Stationarity;
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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