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This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using recently-developed co-integration techniques that allow for structural shifts in the long-run relationship. Our results suggest that, if we apply conventional co-integration tests, we do not find evidence of a long run relationship between the Asian stock markets. In contrast, if we introduce the possibility...
Motivated by recent regulatory changes, this study investigates the degree of integration in retail lending in six core European Union (EU) countries using co-integration methodology which allows to investigate the presence and effects of structural breaks. While in the pre-break period we could detect integration to a limited degree, the evidence for integration weakened in the post-1992 period....
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