Long memory linkages amongst Latin American stock markets. A fractional cointegration approach

JC Vides - Spanish Journal of Finance and Accounting/Revista …, 2022 - Taylor & Francis
This paper examines long-run relationships amongst six Latin American stock markets as
possible evidence for their economic development, by using fractional cointegration which is …

Long memory linkages amongst Latin American stock markets: a fractional cointegration approach

JC Vides - Revista española de financiación y contabilidad, 2022 - dialnet.unirioja.es
This paper examines long-run relationships amongst six Latin American stock markets as
possible evidence for their economic development, by using fractional cointegration which is …

Long memory linkages amongst Latin American stock markets: a fractional cointegration approach

JC Vides - Revista española de financiación y …, 2022 - produccioncientifica.ucm.es
This paper examines long-run relationships amongst six Latin American stock markets as
possible evidence for their economic development, by using fractional cointegration which is …