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A vector error correction model of the Singapore stock market

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  • Maysami, Ramin Cooper
  • Koh, Tiong Sim

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  • Maysami, Ramin Cooper & Koh, Tiong Sim, 2000. "A vector error correction model of the Singapore stock market," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 79-96, February.
    • Handle: RePEc:eee:reveco:v:9:y:2000:i:1:p:79-96
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