ID | 105740 |
Title Proper | Comovements in national stock market returns : Evidence of predictability but not cointegration |
Language | ENG |
Author | Richards, Anthony |
`In' analytical Note | In Zu-Liu, Hu: Jumps martingales and foreign exchange futures prices Washington IMF, --(IMF WP/96/21- 246866) |
Journal Source | In Zu-Liu, Hu: Jumps martingales and foreign exchange futures prices Washington IMF, --(IMF WP/96/21- 246866) |
Classification Number | IMF |
Key Words | IMF |