Keywords: Time series
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Journal Articles
Managerial Finance (2023) 49 (11): 1706–1721.
Published: 10 May 2023
... market. G7 stock markets China stock market Cointegration Time series VECM C32 F65 G11 G14 G15 We extend the global stock market integration research by examining the impact of major global stock markets on China's market. Major global or international stock markets are proxied...

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