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The interrelatedness of global equity markets, money markets, and foreign exchange markets

  • Swanson, Peggy E.
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    File URL: http://www.sciencedirect.com/science/article/B6W4W-4899R2V-3/2/1d2ba0f68247f067992f9daa54eed053
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    Article provided by Elsevier in its journal International Review of Financial Analysis.

    Volume (Year): 12 (2003)
    Issue (Month): 2 ()
    Pages: 135-155

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    Handle: RePEc:eee:finana:v:12:y:2003:i:2:p:135-155
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620166

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    20. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    21. Becker, Kent G & Finnerty, Joseph E & Gupta, Manoj, 1990. " The Intertemporal Relation between the U.S. and Japanese Stock Markets," Journal of Finance, American Finance Association, vol. 45(4), pages 1297-1306, September.
    22. Bremnes, Helge & Gjerde, Oystein & Saettem, Frode, 1997. "A multivariate cointegration analysis of interest rates in the Eurocurrency market," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 767-778, September.
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