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Financial integration in emerging economies: an application of threshold cointegration - MaRDI portal

Financial integration in emerging economies: an application of threshold cointegration (Q2700566)

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Financial integration in emerging economies: an application of threshold cointegration
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    Financial integration in emerging economies: an application of threshold cointegration (English)
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    27 April 2023
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    asymmetric cointegration
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    asymmetric error correction model (AECM)
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    BRICS
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    stock markets
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