Linkages between the US and European stock markets : a fractional cointegration approach

Bibliographic Details
Statement of responsibility:Guglielmo Maria Caporale, Luis A. Gil-Alana and James C. Orlando
Published in:International journal of finance & economics. - Chichester, Sussex : Wiley, 1996. - 21(2016), 2, Seite 143-153
Main Author: Caporale, Guglielmo Maria (Author)
Other Authors: Gil-Alaña, Luis A. (Other) Orlando, James C. (Other)
Format: Article
Language:English
Published: 2016
ISSN:1076-9307
FIV classifikation:
FIV-Subjects:
Europa ;
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