IMPLICATIONS FOR NATIONAL EQUITY MARKET COMOVEMENTS: AN APPLICATION OF THE ENGLE‐GRANGER TWO‐STEP PROCEDURE

Lori L. Leachman, Bill Francis and Ivan Marcott

Studies in Economics and Finance, 1994, vol. 15, issue 2, 31-59

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Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:eme:sefpps:eb028712

DOI: 10.1108/eb028712

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