Modelling the linkages between the Australian and G7 stock markets: Common stochastic trends and regime shifts

Applied Financial Economics

Volumn 14, Issue 14, 2004, Pages 991-1004

  Narayan, Paresh Kumar ^a   Smyth, Russell ^b  

^a GRIFFITH UNIVERSITY   (Australia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC RELATIONS; MARKET CONDITIONS; MODELING; STOCHASTICITY; STOCK MARKET;

AUSTRALASIA; AUSTRALIA; EASTERN HEMISPHERE; WORLD;

EID: 7244224910     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000261871     Document Type: Article

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