Research in International Business and Finance · 2019 · 25 citations · 58 references
BusinessEconomicsFinanceFinancial MarketsInternational FinanceRegional IntegrationCapital MarketsCross-border Regional IntegrationFinancial GlobalizationGlobal IntegrationInternational Financial IntegrationMarket IntegrationInternational Financial Market IntegrationInternational Market IntegrationRegional Financial IntegrationRegional Market IntegrationStock Market Integration
58
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
Domestic Saving and International Capital Flows
Martin Feldstein, Charles Yuji Horioka · The Economic Journal · 1980 · 2.8K citations