The price linkages between country funds and national stock markets: Evidence from cointegration and causality tests of Germany, Japan and UK Funds

Journal of Business Finance and Accounting

Volumn 23, Issue 7, 1996, Pages 1005-1017

  Ben Zion, Uri ^a   Choi, Jongmoo Jay ^a   Hauser, Shmuel ^a  

^a TEMPLE UNIVERSITY   (United States)

Author keywords

Causality; Cointegration; Country funds; International market linkages; Japanese and European capital markets

Indexed keywords

EID: 0000902018     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.1996.tb01037.x     Document Type: Article

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