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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)
ISSN: 1099-1158
Appears in Collections:Dept of Economics and Finance Research Papers

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