Multivariate cointegration analysis of the Finnish-Japanese stock markets
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- Ashok Parikh & David Lovatt, 1997. "A multivariate cointegration approach to the determination of reserves and money balances in India," Applied Financial Economics, Taylor & Francis Journals, vol. 7(3), pages 213-221.
- Abul Masih & Rumi Masih, 1997. "A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 59-74.
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