Equity market linkage and multinational trade accords: The case of NAFTA

Journal of International Money and Finance

Volumn 24, Issue 5, 2005, Pages 793-817

  Darrat, Ali F ^a   Zhong, Maosen ^b  

^a LOUISIANA TECH UNIVERSITY   (United States)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Cointegration; Equity market linkage; Generalized variance decompositions; Long run price equilibrium; NAFTA; Speed of convergence

Indexed keywords

EID: 21044437839     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.04.006     Document Type: Article

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