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Browsing by Author "Leachman, LL"

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    • Superexogeneity and the dynamic linkages among international equity markets 

      Francis, BB; Leachman, LL (Journal of International Money and Finance, 1998-06-01)
      In this article, we combine the Johansen procedure for cointegration testing with tests of weak exogeneity and invariance in order to ascertain whether a system of equity markets is characterized by superexogeneity. ...