Persistent cointegration and regime-sensitive market leadership: Evidence from international tobacco stocks
This paper develops a data-driven framework combining fractional cointegration and structural break detection to examine long-run interdependence and market leadership among international tobacco equities. Using weekly data from May 2008 to October 2024 for Philip Morris International, Altria, Briti...
Uloženo v:
| Hlavní autoři: | , , , |
|---|---|
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
KeAi Communications Co., Ltd.
2025-12-01
|
| Edice: | Journal of Finance and Data Science |
| Témata: | |
| On-line přístup: | http://www.sciencedirect.com/science/article/pii/S2405918826000036 |
| Tagy: |
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|