Modelling the linkages between Australian and G7 stock markets: common stochastic trends and regime shifts

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21 Citations (Scopus)

Original language	English
Pages (from-to)	991 - 1004
Number of pages	14
Journal	Applied Financial Economics
Volume	14
DOIs	https://doi.org/10.1080/0960310042000261871
Publication status	Published - 2004

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title = "Modelling the linkages between Australian and G7 stock markets: common stochastic trends and regime shifts",

author = "Narayan, {Paresh Kumar} and Smyth, {Russell Leigh}",

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volume = "14",

pages = "991 -- 1004",

journal = "Applied Financial Economics",

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AU - Smyth, Russell Leigh

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