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European Stock Markets Research Paper
1. RELATIONSHIPS AMONG EUROPEAN EQUITY MARKETS: MULTIVARIATE COINTEGRATION AND CAUSALITY EVIDENCE ACROSS DEVELOPED AND EMERGING COUNTRIES OANA ARIANA BATORI Purdue university
7. 3. EMPIRICAL RESULTS 3.1. STATIONARITY - PANEL UNIT ROOT TESTS The level series of daily index quotations are non-stationary, while the first differenced series are stationary
17. VARIANCE DECOMPOSITION Stock markets continue to influence each other even after a 10 day interval – consistent with the cointegration test results