Increasing integration between the United States and other international stock markets? A recursive cointegration analysis

Emerging Markets Finance and Trade

Volumn 39, Issue 6, 2003, Pages 39-53

  Yang, Jian ^a   Khan, Moosa M ^b   Pointer, Lucille ^c  

^a Department of Finance ^*  (United States)

^b PRAIRIE VIEW A AND M UNIVERSITY   (United States)

^c UNIVERSITY OF HOUSTON DOWNTOWN   (United States)

Author keywords

1987 crash; Capital control; International stock markets; Recursive cointegration analysis

Indexed keywords

EID: 2442463257     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1540496x.2003.11052558     Document Type: Article

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