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BILATERAL AND MULTILATERAL COINTEGRATION PROPERTIES BETWEEN THE GERMAN AND CENTRAL EUROPEAN EQUITY MARKETS

https://doi.org/10.1108/eb028768
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17/17 checkable references clean · checked 2026-08-29

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 17 checked references that resolve
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Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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Co-Integration and Error Correction: Representation, Estimation, and Testing
resolves10.1016/0304-4076(87)90085-6
Forecasting and testing in co-integrated systems
resolves10.1016/S1566-0141(01)00031-0
International portfolio diversification: US and Central European equity markets
resolves10.2307/1912791
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
resolves10.1016/0165-1889(88)90041-3
Statistical analysis of cointegration vectors
resolves10.1111/j.1468-0084.1990.mp52002003.x
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
resolves10.1080/096031098332646
Linkages between the US and European equity markets: further evidence from cointegration tests
resolves10.1016/0304-3932(92)90025-W
Common stochastic trends in international stock markets
resolves10.2307/2526578
Hypothesis Testing with Efficient Method of Moments Estimation
resolves10.1111/j.1468-0084.1992.tb00013.x
A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics<sup>1</sup>
resolves10.1093/biomet/75.2.335
Testing for a unit root in time series regression
resolves10.1111/j.1540-6261.1992.tb03977.x
Industrial Structure and the Comparative Behavior of International Stock Market Indices
The 2 references without a DOI — listed, not checked
no DOI — not checkedCritical values for cointegration tests in long-run econometric relationships
no DOI — not checkedCo-integration and the investment horizon in emerging capital markets
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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