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A fractional cointegration VAR analysis of Islamic stocks: ..:

Salisu, Afees A. ; Ndako, Umar B. ; Adediran, Idris A..
The North American Journal of Economics and Finance.  51 (2020)  - p. 101056 , 2020
Link: https://doi.org/10.1016/j.najef.2019.101056