Cointegration of stock markets between New Zealand, Australia and the G7 economies: searching for co-movement under structural change

Paresh Kumar Narayan, Russell Leigh Smyth

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)231 - 247
Number of pages17
JournalAustralian Economic Papers
Volume44
Issue number3
DOIs
Publication statusPublished - 2005

Cite this

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title = "Cointegration of stock markets between New Zealand, Australia and the G7 economies: searching for co-movement under structural change",
author = "Narayan, {Paresh Kumar} and Smyth, {Russell Leigh}",
year = "2005",
doi = "10.1111/j.1467-8454.2005.00262.x",
language = "English",
volume = "44",
pages = "231 -- 247",
journal = "Australian Economic Papers",
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number = "3",

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Cointegration of stock markets between New Zealand, Australia and the G7 economies: searching for co-movement under structural change. / Narayan, Paresh Kumar; Smyth, Russell Leigh.

In: Australian Economic Papers, Vol. 44, No. 3, 2005, p. 231 - 247.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Cointegration of stock markets between New Zealand, Australia and the G7 economies: searching for co-movement under structural change

AU - Narayan, Paresh Kumar

AU - Smyth, Russell Leigh

PY - 2005

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U2 - 10.1111/j.1467-8454.2005.00262.x

DO - 10.1111/j.1467-8454.2005.00262.x

M3 - Article

VL - 44

SP - 231

EP - 247

JO - Australian Economic Papers

JF - Australian Economic Papers

SN - 0004-900X

IS - 3

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