Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/11953
Title: | Linkages between the US and European stock markets: A fractional cointegration approach |
Authors: | Caporale, GM Gil-Alana, LA Orlando, CJ |
Keywords: | Stock markets;Linkages;Fractional integration;Fractional cointegration |
Issue Date: | 2016 |
Publisher: | Wiley |
Citation: | International Journal of Finance and Economics, 21(2): pp. 143-153, (2016) |
URI: | http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1099-1158 http://bura.brunel.ac.uk/handle/2438/11953 |
DOI: | http://dx.doi.org/10.1002/ijfe.1537 |
ISSN: | 1099-1158 |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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Fulltext.doc | 283.5 kB | Microsoft Word | View/Open |
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