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https://dukespace.lib.duke.edu/items/4509d93c-9f46-4a7d-bf5c-1090bd86e528/full
Superexogeneity and the dynamic linkages among international equity markets
In this article, we combine the Johansen procedure for cointegration testing with tests of weak exogeneity and invariance in order to ascertain whether a...
and theinternational equitydynamiclinkagesamong