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Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period

  • Masih, A. Mansur M.
  • Masih, Rumi

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Article provided by Elsevier in its journal Global Finance Journal.

Volume (Year): 13 (2002)
Issue (Month): 1 ()
Pages: 63-91

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Handle: RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620162

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  32. Masih , Abul M.M. & Masih, Rumi, 1994. "On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 47(2-3), pages 160-180.
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