مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for international equity market integration using regime switching cointegration techniques

Title of article :

Testing for international equity market integration using regime switching cointegration techniques

Author/Authors :

Andrew Davies، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

305

To page :

321

Keywords :

Markov switching , Cointegration , Stock markets

Journal title :

Review of Financial Economics

Serial Year :

2006

Journal title :

Review of Financial Economics

Record number :

231337

Link To Document :