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ArticleCommon stochastic trends in European stock markets

Albert H. R. F. Corhay1993

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Common stochastic trends in European stock markets

Albert H. R. F. Corhay · Alireza Tourani‐Rad · Jean‐Pierre Urbain

183 citations·0/0 files stored·Economics Letters

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1990Asymptotic Properties of Residual Based Tests for Cointegration 1990COINTEGRATION AND UNIT ROOTS 1989International Investments.

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Year1993

Typearticle

Published1993-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations183

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0165-1765(93)90090-y

openalex_workW2035008408

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1997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages