Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets

International Review of Financial Analysis

Volumn 13, Issue 3, 2004, Pages 245-263

  Phengpis, Chanwit ^a   Apilado, Vince P ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Cointegration; Common stochastic trends; Economic interdependence; International financial markets

Indexed keywords

EID: 2942560191     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2004.02.008     Document Type: Article

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