Nonlinear integration of London and Amsterdam stock markets in the 1700s

E-ISSN： 1466-4283|47|9|928-939

ISSN： 1466-4283

Source： Applied Economics, Vol.47, Iss.9, 2015-02, pp. : 928-939

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Assessing European stock markets (co)integration

By Garcia Pascual A.

Economics Letters, Vol. 78, Iss. 2, 2003-02 ,pp. : 197-203

Elsevier

Access to resources Recommend Favorite

A note on cointegration methodology in studying stock markets integration

By Yang Fan

Applied Economics Letters, Vol. 19, Iss. 16, 2012-11 ,pp. : 1583-1586

Routledge Ltd

Access to resources Recommend Favorite

Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets

By Chen Shu-Ling Kim Hyeongwoo

International Economic Journal, Vol. 25, Iss. 2, 2011-06 ,pp. : 239-250

Routledge Ltd

Access to resources Recommend Favorite

On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange: comment

By Milionis Alexandros E. Moschos Demetrios

Applied Economics Letters, Vol. 7, Iss. 7, 2000-07 ,pp. : 419-421

Routledge Ltd

Access to resources Recommend Favorite

Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data

INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol. 20, Iss. 3, 2015-07 ,pp. : 276-290

John Wiley & Sons Inc

Access to resources Recommend Favorite