WHO DRIVES WHOM? INVESTIGATING THE RELATIONSHIP BETWEEN THE MAJOR STOCK MARKETS
In this paper we examine the relationships between the major stock markets including the U.S., the U.K, Japan, Germany and France covering a long period from July 1987 to December 2015 and employing Carrion-i-Silvestre et al. (2009) unit root tests and Maki (2012) cointegration test, both of...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
“Victor Slăvescu” Centre for Financial and Monetary Research
2016-06-01
|
| Series: | Financial Studies |
| Subjects: | |
| Online Access: | http://fs.icfm.ro/vol20i2p6-24.pdf |