Local and global price memory of international stock markets

Authors: Vendeville S.; Bourel L.; Davioud-Charvet E.; Grellier P.; Deprez B.; Sergheraert C.; Knif J.; Pynnonen S.¹

Source: Journal of International Financial Markets, Institutions & Money, Volume 9, Number 2, April 1999 , pp. 129-147(19)

Publisher: Elsevier

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Keywords: Short-term dynamics; Cointegration; Stock markets; [JEL classification codes] G15; [JEL classification codes] C32

Language: English

Document Type: Research article

DOI: 10.1016/S1042-4431(99)00003-7

Affiliations: 1: bDepartment of Mathematics and Statistics, University of Vaasa, P.O. Box 700, 65101, Vaasa, Finland

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