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SSRN Electronic Journal 2015

Linkages between the US and European Stock Markets: A Fractional Cointegration Approach

Caporale, Guglielmo Maria, Gil-Alana, Luis A., Orlando, C. James
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2664493
File:
PDF, 566 KB
english, 2015
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