Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1158|21|2|143-153

ISSN: 1076-9307

Source: INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol.21, Iss.2, 2016-04, pp. : 143-153

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Abstract