10.1016/0927-538X(94)90019-1
10.1016/0167-2231(86)90037-0
10.1016/S0261-5606(02)00076-1
10.1111/j.1540-6261.1997.tb02744.x
10.1016/S1042-4431(98)00041-9
10.1111/j.1475-6803.2001.tb00822.x
10.1111/j.1475-6803.1998.tb00689.x
10.1016/0304-3932(85)90038-8
10.1016/S0261-5606(00)00040-1
10.1016/S0304-405X(00)00084-2
10.1111/j.1475-6803.2000.tb00738.x
10.1016/0304-4076(94)90044-2
Haigh M.S., Causality and price discovery: An application of directed acyclic graphs, Journal of Business
Hansen H.andS.Johansen 1993.Recursive estimation in cointegrated VAR models. Unpublished manuscript University of Copenhagen .
10.1111/j.1540-6261.1995.tb04054.x
10.1016/S0304-405X(97)00023-8
10.1111/j.1475-6803.1999.tb00713.x
10.1016/S0927-538X(98)00023-7
10.1111/j.1468-0084.1992.tb00013.x
10.1111/j.1475-6803.2001.tb00766.x
10.1016/S1042-444X(00)00026-8
Scheines R., 1994, TETRAD II: User's Manual and Software
10.1007/978-1-4612-2748-9
10.1016/S0927-538X(99)00019-0
10.1016/S0378-4266(99)00121-1
10.1080/01621459.1997.10473634
Yang J., European stock market integration: Does EMU matter?, Journal of Business Finance and Accounting