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Short-run and long-run dynamic linkages among international stock markets

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  • Hassan, M. Kabir
  • Naka, Atsuyuki
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  • Hassan, M. Kabir & Naka, Atsuyuki, 1996. "Short-run and long-run dynamic linkages among international stock markets," International Review of Economics & Finance, Elsevier, vol. 5(4), pages 387-405.
    • Handle: RePEc:eee:reveco:v:5:y:1996:i:4:p:387-405
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    References listed on IDEAS

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    22. Granger, Clive W J, 1986. "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 213-228, August.
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