International stock market cointegration under the risk-neutral measure

International Review of Financial Analysis - Tập 47 - Trang 243-255 - 2016
Marie-Hélène Gagnon1, Gabriel J. Power2, Dominique Toupin3
1Université Laval, CIRPÉE, Canada
2Université Laval, CIRPÉE, CRIB, Canada
3Université Laval, Canada

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