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ID105740
Title ProperComovements in national stock market returns : Evidence of predictability but not cointegration
LanguageENG
AuthorRichards, Anthony
`In' analytical NoteIn Zu-Liu, Hu: Jumps martingales and foreign exchange futures prices Washington IMF, --(IMF WP/96/21- 246866)
Journal SourceIn Zu-Liu, Hu: Jumps martingales and foreign exchange futures prices Washington IMF, --(IMF WP/96/21- 246866)
Classification NumberIMF
Key WordsIMF