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

Research output: Contribution to journal › Article › Research › peer-review

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\}",

year = "2004",

doi = "10.1080/0960310042000261871",

language = "English",

volume = "14",

pages = "991 -- 1004",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor \& Francis",

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AU - Narayan, Paresh Kumar

AU - Smyth, Russell Leigh

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JO - Applied Financial Economics

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