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AN EMPIRICAL INVESTIGATION OF THE COMOVEMENT BETWEEN STOCK MARKET INDEXES

Michael E. Parker and Tammy Rapp

Studies in Economics and Finance, 1998, vol. 19, issue 1/2, 108-122

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Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:eme:sefpps:eb028755

DOI: 10.1108/eb028755

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