Long and short term dynamic causal transmission amongst international stock markets

Journal of International Money and Finance

Volumn 20, Issue 4, 2001, Pages 563-587

  Masih, Rumi ^a,b   Masih, Abul M M ^c  

^a Goldman Sachs Group   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c EDITH COWAN UNIVERSITY   (Australia)

Author keywords

C22; C51; C52; Cointegration; G15; Granger causality; Integrated processes; Integration; Linkages; Stock price market; Unit roots; Vector autoregression; Vector error correction modeling

Indexed keywords

EID: 0005540086     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00012-2     Document Type: Article

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