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• W3125651559 abstract "Within a nonlinear framework, this article studies the market integration hypothesis between the French and American stock markets, on a short- and long-term basis. We use two nonlinear Error Correction Models (ECM): the Exponential Switching Transition ECM (ESTECM) and the nonlinear ECM-Rational Polynomial (NECM-RP). Our results provide strong evidence of integration between French and American stock markets. They show that the stock market integration process is non-linear and timevarying and that it has strengthened over time." @default.
• W3125651559 created "2021-02-01" @default.
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• W3125651559 date "2008-01-01" @default.
• W3125651559 modified "2023-09-23" @default.
• W3125651559 title "Are American and French Stok Markets Integrated" @default.
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