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Applied Economics Letters Volume 21, 2014 - Issue 4
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Original Articles

A two-step approach to examine the dynamics of market convergence

Alexander KarmannTU Dresden, Faculty of Business and Economics, Dresden, Germany
&
Alexander LudwigTU Dresden, Faculty of Business and Economics, Dresden, GermanyCorrespondence[email protected]
Pages 284-288 | Published online: 26 Nov 2013

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Read on this site (2)

José Carlos Vides. (2022) Long memory linkages amongst Latin American stock markets. A fractional cointegration approach. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 51:1, pages 77-101.
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Aviral Kumar Tiwari & Alexander Ludwig. (2015) Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis. Journal of Applied Statistics 42:3, pages 662-675.
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Articles from other publishers (2)

José Carlos Vides, Antonio A. Golpe & Jesús Iglesias. (2017) How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. Empirica 45:4, pages 685-706.
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Monika Papież & Sławomir Śmiech. (2015) Dynamic steam coal market integration: Evidence from rolling cointegration analysis. Energy Economics 51, pages 510-520.
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