참고문헌
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- 경영학연구 v.23 no.4 자본시장 개방이 환율·주가·금리간의 상호연관성에 미치는 영향 박상용;연강흠
- 증권학회지 v.26집 no.10 국내 현물환 및 NDF시장과 주식시장간의 가격 및 변동성 전이효과에 관한 실증연구 박진우
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- Journal of Economic Dynamics and Control v.12 Multivariate estimates of the permanent components of GNP and stock prices Cochrane, John H.;Argia M. Sbordone https://doi.org/10.1016/0165-1889(88)90042-5
- International Economic Journal v.13 Are financial deepening and economic growth causally related ? : another look at the evidence Darrat, Ali F.
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- Applied Econometric Time Series Enders;Walter
- Econometrica v.55 Co-integration and error correction : representation, estimation and testing Engle, R.F;C.W.J. Granger https://doi.org/10.2307/1913236
- Journal of Econometrics v.21 Comparing alternative tests of causality in temporal systems Geweke;John;Richard Meese;Warren Dent https://doi.org/10.1016/0304-4076(83)90012-X
- Journal of Economic Dynamics and Control v.12 Statistical analysis of cointegrated vectors in gaussian vector autoregressive model Johansen, S.
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- Oxford Bulletin of Economics and Statistics v.63 Causality tests for cross-country panels : a new look at FDI and economic growth in developing contries Nair-Reichert;Diana Weinhold https://doi.org/10.1111/1468-0084.00214
- Journal of Monetary Economics v.10 Trends and random walk in macroeconomic time series : some evidence and implications Nelson, C. R.;C. Plosser https://doi.org/10.1016/0304-3932(82)90012-5
- Biometrika v.75 Testing for a unit root in time series regression Phillips, Peter C. B.;Pierre Perron https://doi.org/10.1093/biomet/75.2.335
- Journal of Econometrics v.39 Causal relationships and replicability Poirier, Dale J. https://doi.org/10.1016/0304-4076(88)90046-2
- Applied Economics v.30 Real business cycle theory and monetary policy : the multiplier approach Smant, David J. C. https://doi.org/10.1080/000368498325219
- Economic Letter v.22 Does real GNP have a unit root? Stock, James H.;Mark W. Watson https://doi.org/10.1016/0165-1765(86)90222-3
- Journal of the Americal Statistical Association v.83 Testing for common trends Stock, James H.;Mark W. Watson https://doi.org/10.2307/2290142