Stochastic trends and cointegration in the market for equities
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- Ackert, Lucy F. & Racine, M. D., 1999. "Stochastic trends and cointegration in the market for equities," Journal of Economics and Business, Elsevier, vol. 51(2), pages 133-143, March.
References listed on IDEAS
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Keywords
Cointegration; Financial markets;NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-1998-12-09 (Corporate Finance)
- NEP-ETS-1998-12-09 (Econometric Time Series)
- NEP-IFN-1998-12-09 (International Finance)
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