Research in International Business and Finance · 2015 · 107 citations · 42 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceEquity MarketsFinancial GlobalizationInternational Financial IntegrationInternational Financial MarketsMarket IntegrationStock MarketsGlobal Capital MarketsInternational Equity MarketsInternational Financial Market IntegrationInternational Market IntegrationStock Market Integration
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Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
Time‐Varying World Market Integration
Geert Bekaert, Campbell R. Harvey · The Journal of Finance · 1995 · 2.1K citations · Full text