| Author: | Östermark, R. |
| Title: | Multivariate cointegration analysis of the Finnish-Japanese stock markets |
| Journal: | European Journal of Operational Research
2001 : NOV, VOL. 134:3, p. 498-507 |
| Index terms: | STOCK MARKETS SHARE PRICES INTERNATIONALIZATION |
| Language: | eng |
| Abstract: | Evidence on the cointegration between the Finnish and Japanese markets is provided. The results - obtained by multivariate cointegration analysis - indicate that changes in the Nikkei financial market have an impact on the error correction mechanism of the Finnish stock market. |
SCIMA