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A Tale of Two Indices: The Story of the NASDAQ and the SENSEX
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1993Testing for a Unit Root882 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
  • 1989Common Stochastic Trends in a System of Exchange Rates626 cited
  • 1988Are National Stock Markets Linked?79 cited
  • 1987Recent Developments in International Banking and Finance79 cited
  • 1993International Financial Market Integration

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