Increasing convergence among European stock markets?: A recursive common stochastic trends analysis
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- Maurice Obstfeld, 2000.
"The Global Capital Market: Benefactor or Menace?,"
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- Tom Engsted & Jesper Lund, 1997. "Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 659-665.
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