Work

Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors

Year: 1997

Type: article

Source: Applied Financial Economics

DOI: 10.1080/758533857

Authors: Tom Engsted, Jesper Lund

Institution: Aarhus University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2051058409

FWCI:

Cites: 28

Cited by: 24

Related to: 10