Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices
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More about this item
KeywordsInternational stock markets; I ( 2 ) cointegration analysis; common trends; identification; purchasing power parity; temporal stability;
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
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