- Article
Do Markets Cointegrate after Financial Crises? Evidence from G-20 Stock Markets
- Mahfuzul Haque and
- Hannarong Shamsub
The results of the single-equation cointegration tests indicate that patterns of cointegration in the two main and four sub-periods are not homogeneous. Two key findings emerge from the study. First, fewer stock markets cointegrated with S&P 500...

