Testing for international equity market integration using regime switching cointegration techniques

Review of Financial Economics

Volumn 15, Issue 4, 2006, Pages 305-321

  Davies, Andrew ^a  

^a NONE   (United Kingdom)

Author keywords

Cointegration; Markov switching; Stock markets

Indexed keywords

EID: 33751110513     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2005.11.002     Document Type: Article

References (19)

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