The instability of cointegrating relationships among stock indices - The case of Pacific Basin and major stock markets

Authors
Bos, T Fetherston, TA Theerathon, P
Citation
T. Bos et al., The instability of cointegrating relationships among stock indices - The case of Pacific Basin and major stock markets, ADV P B FIN, 6, 2000, pp. 137-175
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN PACIFIC BASIN FINANCIAL MARKETS, VOL 6 - 2000 → ACNP
Volume
6
Year of publication
2000
Pages
137 - 175
Database
ISI
SICI code