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Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords

  • Leachman, Lori L.
  • Francis, Bill
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    File URL: http://www.sciencedirect.com/science/article/pii/0164-0704(95)80083-2
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    Article provided by Elsevier in its journal Journal of Macroeconomics.

    Volume (Year): 17 (1995)
    Issue (Month): 4 ()
    Pages: 551-577

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    Handle: RePEc:eee:jmacro:v:17:y:1995:i:4:p:551-577
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622617

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    22. Cheung, Yin-Wong & Lai, Kon S, 1993. "A Fractional Cointegration Analysis of Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 103-12, January.
    23. Klein, Michael W., 1992. "Big effects of small interventions: The informational role of intervention in exchange rate policy," European Economic Review, Elsevier, vol. 36(4), pages 915-924, May.
    24. Froot, Kenneth A & Klemperer, Paul D, 1989. "Exchange Rate Pass-Through When Market Share Matters," American Economic Review, American Economic Association, vol. 79(4), pages 637-54, September.
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    38. George M. von Furstenberg & Bang Nam Jeon, 1989. "International Stock Price Movements: Links and Messages," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 20(1), pages 125-180.
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