| Article ID: | iaor20021786 |
| Country: | Netherlands |
| Volume: | 134 |
| Issue: | 3 |
| Start Page Number: | 498 |
| End Page Number: | 507 |
| Publication Date: | Nov 2001 |
| Journal: | European Journal of Operational Research |
| Authors: | stermark Ralf |
| Keywords: | statistics: multivariate |
In this paper evidence on the cointegration between the Finnish and Japanese financial markets is provided. The results – obtained by multivariate cointegration analysis – indicate that changes in the Nikkei financial market have an impact on the error correction mechanism of the Finnish stock market.