Closed-end country fund discounts and systematic UK and US market movements: co-integration and error corrected Granger causality tests

Author: Bennett Andrea   Gronewoller Paul L   Estate Department of Finance  

Publisher: Emerald Group Publishing Ltd

ISSN: 0307-4358

Source: Managerial Finance, Vol.28, Iss.1, 2002-01, pp. : 73-92

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Abstract