Long and short term dynamic causal transmission amongst international stock markets

Rumi Masih، نويسنده , , Abul M. M. Masih، نويسنده ,

روزنامه با شماره پیاپی سال 2001

25

563

587

Integration , Unit roots , Granger causality , Integrated processes , Cointegration , Vector error-correction modeling , Vector autoregression , Linkages , Stock price/market

Journal of International Money and Finance

2001

Journal of International Money and Finance

191296