TY  - JOUR 
AU  - Gil Alana, Luis A.
AU  - Infante, Juan
AU  - Martín Valmayor, Miguel Ángel
PY  - 2023
UR  - https://hdl.handle.net/20.500.12766/437
AB  - This paper investigates long memory, persistence and co-movements in the most representative stock
markets from all over the world. We look at seven stock market indices from Europe, Asia and North
America, first individually, by looking at the...
LA  - eng
PB  - Elsevier
TI  - Persistence and long run co-movements across stock market prices
DO  - 10.1016/j.qref.2022.10.001
T2  - The Quarterly Review of Economics and Finance
M2  - 347
KW  - Stock market prices
KW  - Fractional integration
KW  - Co-movements
KW  - Mean reversion
KW  - Long memory
VL  - 89
ER  -