haku: @indexterm cointegration / yhteensä: 76
viite: 68 / 76
| Tekijä: | Huth, W. |
| Otsikko: | International equity market integration |
| Lehti: | Managerial Finance
1994 : VOL. 20:4, p. 3-7 |
| Asiasana: | INTERNATIONAL COINTEGRATION MARKETS |
| Kieli: | eng |
| Tiivistelmä: | Economic interdependence between nations has been the focus of considerable research. A particular avenue of international relationship that has received a great deal of recent attention is the integration of international stock markets. The purpose of this study is to provide an additional test of equity market linkage using co-integrating regressions and Granger-causality for the major Western GATT trading partners. Empirical tests of international market efficiency and interconnection between the United States, the United Kingdom, France, Germany, Canada, and Japan are developed and reported. |
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