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Economics Letters
Volumn 78, Issue 2, 2003, Pages 197-203
Assessing European stock markets (co)integration
Author keywords

Cointegration; Stock market integration
Indexed keywords

EID: 0037293590     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00245-8     Document Type: Article
Times cited : (70)
References (7)
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    • Cheung, Y.-W., 1993. Finite sample sizes of Johansen's likelihood ratio tests for cointegration. Oxford Bulletin of Economics and Statistics 55, 313-328.
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    • Cheung, Y.-W.1
  • 2
    • 38249006793 scopus 로고
    • Common stochastic trends in European stock markets
    • Corhay, A.A., Rad, T., Urbain, J., 1993. Common stochastic trends in European stock markets. Economics Letters 42, 385-390.
    • (1993) Economics Letters , vol.42 , pp. 385-390
    • Corhay, A.A.1    Rad, T.2    Urbain, J.3
  • 3
    • 0012265849 scopus 로고    scopus 로고
    • International Financial Statistics, International Monetary Fund, Washington, DC
    • International Financial Statistics, 2001. In: International Monetary Fund, Washington, DC.
    • (2001)
  • 4
    • 0000158117 scopus 로고
    • Estimation and Hypothesis testing of cointegrating vectors in gaussian vector autoregressive models
    • Johansen, S., 1991. Estimation and Hypothesis testing of cointegrating vectors in gaussian vector autoregressive models. Econometrica 59, 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 5
    • 0002653201 scopus 로고
    • Common stochastic trends in international stock markets
    • Kasa, K., 1992. Common stochastic trends in international stock markets. Journal of Monetary Economics 29, 95-124.
    • (1992) Journal of Monetary Economics , vol.29 , pp. 95-124
    • Kasa, K.1
  • 6
    • 0042367653 scopus 로고    scopus 로고
    • Increasing convergence among European stock markets? A recursive common stochastic trends analysis
    • Rangvid, J., 2001. Increasing convergence among European stock markets? A recursive common stochastic trends analysis. Economics Letters 71, 383-389.
    • (2001) Economics Letters , vol.71 , pp. 383-389
    • Rangvid, J.1
  • 7
    • 0000923251 scopus 로고
    • Comovements in national stock market returns: Evidence of predictability, but not cointegration
    • Richards, A.J., 1995. Comovements in national stock market returns: Evidence of predictability, but not cointegration. Journal of Monetary Economics 36, 631-654.
    • (1995) Journal of Monetary Economics , vol.36 , pp. 631-654
    • Richards, A.J.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.