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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Menezes, R. & Dionísio, A.  (2011). Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks. Chinese Science Bulletin. 56 (34), 3707-3716
Exportar Referência (IEEE) 
R. M. Menezes and A. Dionísio,  "Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks", in Chinese Science Bulletin, vol. 56, no. 34, pp. 3707-3716, 2011
Exportar BibTeX 
@article{menezes2011_1732224945732,
	author = "Menezes, R. and Dionísio, A. ",
	title = "Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks",
	journal = "Chinese Science Bulletin",
	year = "2011",
	volume = "56",
	number = "34",
	doi = "10.1007/s11434-011-4755-x",
	pages = "3707-3716",
	url = "http://link.springer.com/article/10.1007%2Fs11434-011-4755-x"
}
Exportar RIS 
TY  - JOUR
TI  - Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks
T2  - Chinese Science Bulletin
VL  - 56
IS  - 34
AU  - Menezes, R.
AU  - Dionísio, A. 
PY  - 2011
SP  - 3707-3716
SN  - 1001-6538
DO  - 10.1007/s11434-011-4755-x
UR  - http://link.springer.com/article/10.1007%2Fs11434-011-4755-x
AB  - This paper analyzes the process of long-run co-movements and stock market globalization on the basis of cointegration tests and vector error correction (VEC) models. The cointegration tests used here allow for structural breaks to be explicitly modeled and breakpoints to be computed on a relative-time basis. The data used in our empirical analysis were drawn from Datastream and comprise the natural logarithms of relative stock market indexes since 1973 for the G7 countries. The main results point to the conclusion that significant causal cointegration effects occur in this context and that there is a long-run relationship that governs the worldwide process of market integration. Globalization, however, is a complex adjustment process and in many cases there is only evidence of weak market integration which means that non-proportional price transmission occurs in the market along with proportional changes. The worldwide markets, as expected, appear to be driven in general by the US stock market.
ER  -