Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach
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DOI: 10.1016/j.jeca.2015.07.001
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More about this item
Keywords
Stock prices; Industrial production; Threshold cointegration approach; North of Euro-zone; South of Euro-zone;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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