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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.doc | 283.5 kB | Microsoft Word | View/Open |
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