Cointegration networks in stock markets
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DOI: 10.1080/13504851.2017.1355534
Abstract: ABSTRACT We use a novel approach based on a combination of network and cointegration analysis to examine linkages between stock markets across market cycles. Our results show that long-run linkages are likely to be global… read more here.
Keywords: stock markets; networks stock; stock; cointegration networks ... See more keywords