Comovements in national stock market returns: Evidence of predictability, but not cointegration

Anthony Richards

Journal of Monetary Economics, 1995, vol. 36, issue 3, 631-654

Date: 1995
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Working Paper: Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:moneco:v:36:y:1995:i:3:p:631-654

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