Browsing Department of Finance and Real Estate by Author "Khan, Aamir"
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Cointegration, Causality And Price Discovery In The NAFTA Markets: A Study Of Sector Indices And Trade Flow Data From The Perspective Of US Markets
Khan, Aamir (Finance & Real Estate, 2014-09-17)This dissertation examines the long-run linkage among the equity markets and sectors of the NAFTA economies by employing Cointegration and Vector Error Correction Model (VECM) framework. In addition, I also seek to identify ...