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Author:Metin, K.
Muradoglu, G.
Title:Forecasting integrated stock markets using international co-movements
Journal:Russian and East European Finance and Trade
2001 : SEP-OCT, VOL. 37:5, p. 45-63
Index terms:ECONOMIC FORECASTING
INTEGRATION
INTERNATIONAL RELATIONS
STOCK MARKETS
Language:eng
Abstract:This paper aims at forecasting stock returns in emerging markets using their interrelations to other stock exchanges including world leaders and counterparts in their regions.
SCIMA record nr: 231118
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