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Indexing, cointegration and equity market regimes

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Alexander, C. and Dimitriu, A. (2005) Indexing, cointegration and equity market regimes. International Journal of Finance & Economics, 10 (3). pp. 213-231. ISSN 1099-1158

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To link to this item DOI: 10.1002/ijfe.261


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20521
Publisher:Wiley-Blackwell
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