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COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE. (2008). Kouretas, Georgios ; Constantinou, Eleni ; Kazandjian, Avo ; Tahmazian, Vera.
In: Bulletin of Economic Research.
RePEc:bla:buecrs:v:60:y:2008:i:4:p:327-349.

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  1. Cointegration Analysis of Financial Market Indices During Financial Shocks. Focus on Global Financial Crisis and COVID-19 ?andemic Crisis. (2022). Pedisic, Roko.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:9:y:2022:i:2:p:59-78.

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References

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  48. Common factors in international stock prices: Evidence from a cointegration study. (1996). Jeon, Bang ; Bachman, Daniel ; Choi, Jongmoo Jay ; Kopecky, Kenneth J..
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  49. Pre and post-October 1987 stock market linkages between U.S. and Asian markets. (1995). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
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  50. Comovements in national stock market returns: Evidence of predictability, but not cointegration. (1995). Richards, Anthony.
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