Aarhus University Seal / Aarhus Universitets segl

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Translated title of the contributionCommon stochastic trends in international stock prices and dividends. An example of testing overidentifying restrictions on multiple cointegration vectors
Original languageEnglish
JournalApplied Financial Economics
Issue7
Pages (from-to)659-665
Number of pages7
ISSN0960-3107
Publication statusPublished - 1997

    Research areas

  • HHÅ forskning

See relations at Aarhus University Citationformats

ID: 32313549