Keywords: Error correction
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Journal Articles
International Journal of Managerial Finance (2017) 13 (5): 560–577.
Published: 23 August 2017
... and Johansen’s cointegration test) are applied to determine long run relationship between the markets. Third, error correction estimation is carried out by applying Vector Error Correction Model (VECM) to determine the leading market. Findings The study finds that there is a long run relationship between...

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