US, UK and European stock market integration

Journal of Business Finance and Accounting

Volumn 32, Issue 1-2, 2005, Pages 161-181

  Fraser, Patricia ^a   Oyefeso, Oluwatobi ^a  

^a UNIVERSITY OF ABERDEEN BUSINESS SCHOOL   (United Kingdom)

Author keywords

Long run convergence; Multivariate cointegration; Permanent and transitory components; Single common stochastic trend; Stock market integration

Indexed keywords

EID: 27844548083     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.0306-686X.2005.00591.x     Document Type: Article

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