Title of article
Long and short term dynamic causal transmission amongst international stock markets
Author/Authors
Rumi Masih، نويسنده , , Abul M. M. Masih، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
25
From page
563
To page
587
Keywords
Integration , Unit roots , Granger causality , Integrated processes , Cointegration , Vector error-correction modeling , Vector autoregression , Linkages , Stock price/market
Journal title
Journal of International Money and Finance
Serial Year
2001
Journal title
Journal of International Money and Finance
Record number
191296
Link To Document