id	sid	eid	entity	type
dem-18451	1	1	microsoft	ORG
dem-18451	1	2	2018	DATE
dem-18451	1	3	nicolaus copernicus university	ORG
dem-18451	8	1	18	CARDINAL
dem-18451	8	2	2018	DATE
dem-18451	9	1	49−65	CARDINAL
dem-18451	9	2	october 30, 2018 issn	DATE
dem-18451	9	3	2450-7067	DATE
dem-18451	9	4	1234-3862	CARDINAL
dem-18451	9	5	mitra lal	PERSON
dem-18451	9	6	nepalese	NORP
dem-18451	9	7	nepal	GPE
dem-18451	10	1	monthly	DATE
dem-18451	10	2	january 2006 to june 2018	DATE
dem-18451	11	1	johansen	PERSON
dem-18451	12	1	granger	PERSON
dem-18451	16	1	k e y w	PERSON
dem-18451	16	2	nepse index	ORG
dem-18451	16	3	j e l	PERSON
dem-18451	16	4	c22	ORG
dem-18451	16	5	mitra lal	PERSON
dem-18451	16	6	university of north georgia	ORG
dem-18451	16	7	department of management	ORG
dem-18451	16	8	mike cottrell college of business	PERSON
dem-18451	16	9	82	CARDINAL
dem-18451	16	10	dahlonega	GPE
dem-18451	16	11	ga	ORG
dem-18451	16	12	30597	DATE
dem-18451	16	13	united states	GPE
dem-18451	16	14	mldevkota@ung.edu	PERSON
dem-18451	16	15	humnath panta	PERSON
dem-18451	16	16	brenau university	ORG
dem-18451	16	17	500	CARDINAL
dem-18451	16	18	washington	GPE
dem-18451	16	19	gainesville	GPE
dem-18451	16	20	30501	DATE
dem-18451	16	21	united states	GPE
dem-18451	18	1	mitra lal	PERSON
dem-18451	18	2	18	CARDINAL
dem-18451	18	3	49–65 50	CARDINAL
dem-18451	18	4	1981	DATE
dem-18451	18	5	2007	DATE
dem-18451	18	6	2009	DATE
dem-18451	20	1	smyth	ORG
dem-18451	20	2	nandha	ORG
dem-18451	20	3	2003	DATE
dem-18451	20	4	lee	PERSON
dem-18451	20	5	2001	DATE
dem-18451	20	6	2008	DATE
dem-18451	22	1	mishra	GPE
dem-18451	22	2	das	GPE
dem-18451	22	3	mishra	PERSON
dem-18451	22	4	2010	DATE
dem-18451	24	1	alam	PERSON
dem-18451	24	2	uddhin	PERSON
dem-18451	24	3	2009	DATE
dem-18451	27	1	sujit	PERSON
dem-18451	27	2	kumar	PERSON
dem-18451	27	3	2011	DATE
dem-18451	31	1	sharma	PERSON
dem-18451	31	2	2007	DATE
dem-18451	32	1	first	ORDINAL
dem-18451	33	1	second	ORDINAL
dem-18451	34	1	third	ORDINAL
dem-18451	36	1	sharma	PERSON
dem-18451	36	2	2007	DATE
dem-18451	38	1	india	GPE
dem-18451	38	2	upadhyaya	GPE
dem-18451	38	3	mixon jr	PERSON
dem-18451	38	4	2018	DATE
dem-18451	38	5	sharma	PERSON
dem-18451	38	6	2007	DATE
dem-18451	39	1	18	CARDINAL
dem-18451	39	2	2018	DATE
dem-18451	39	3	49–65 51	CARDINAL
dem-18451	41	1	nepalese	NORP
dem-18451	42	1	first	ORDINAL
dem-18451	42	2	phillips perron	PERSON
dem-18451	43	1	second	ORDINAL
dem-18451	43	2	nepalese	NORP
dem-18451	47	1	section 1	LAW
dem-18451	48	1	section 2	LAW
dem-18451	49	1	section 3	LAW
dem-18451	51	1	1	CARDINAL
dem-18451	54	1	alam	PERSON
dem-18451	54	2	uddin	PERSON
dem-18451	54	3	2009	DATE
dem-18451	54	4	fifteen	CARDINAL
dem-18451	54	5	australia	GPE
dem-18451	54	6	bangladesh	GPE
dem-18451	54	7	canada	GPE
dem-18451	54	8	chile	GPE
dem-18451	54	9	colombia	GPE
dem-18451	54	10	germany	GPE
dem-18451	54	11	italy	GPE
dem-18451	54	12	jamaica	GPE
dem-18451	54	13	japan	GPE
dem-18451	54	14	malaysia	GPE
dem-18451	54	15	mexico	GPE
dem-18451	54	16	philippine	NORP
dem-18451	54	17	south africa	GPE
dem-18451	54	18	spain	GPE
dem-18451	54	19	venezuela	GPE
dem-18451	54	20	monthly	DATE
dem-18451	54	21	january 1988 to march 2003	DATE
dem-18451	55	1	six	CARDINAL
dem-18451	57	1	sharma	PERSON
dem-18451	57	2	2007	DATE
dem-18451	57	3	us	GPE
dem-18451	57	4	the first quarter of 1975	DATE
dem-18451	57	5	the fourth quarter of 1999	DATE
dem-18451	58	1	mitra lal	PERSON
dem-18451	58	2	18	CARDINAL
dem-18451	58	3	49–65 52	CARDINAL
dem-18451	60	1	graham	PERSON
dem-18451	60	2	2001	DATE
dem-18451	60	3	us	GPE
dem-18451	60	4	january, 1991	DATE
dem-18451	60	5	october, 2001	DATE
dem-18451	60	6	four	CARDINAL
dem-18451	60	7	six	CARDINAL
dem-18451	61	1	london	GPE
dem-18451	62	1	afternoon	TIME
dem-18451	63	1	levin	PERSON
dem-18451	63	2	montagnoli	PERSON
dem-18451	63	3	wright	PERSON
dem-18451	63	4	2006	DATE
dem-18451	66	1	smith (	ORG
dem-18451	66	2	2001	DATE
dem-18451	66	3	daily	DATE
dem-18451	66	4	weekly	DATE
dem-18451	66	5	monthly	DATE
dem-18451	66	6	1991 to 2001	DATE
dem-18451	67	1	four	CARDINAL
dem-18451	67	2	six	CARDINAL
dem-18451	69	1	granger causality	PERSON
dem-18451	70	1	moore	PERSON
dem-18451	70	2	1990	DATE
dem-18451	70	3	1970 to 1988	DATE
dem-18451	70	4	the colombia university business school	ORG
dem-18451	72	1	turkish	NORP
dem-18451	73	1	2010	DATE
dem-18451	73	2	seven	CARDINAL
dem-18451	73	3	turkish	NORP
dem-18451	74	1	2003	DATE
dem-18451	76	1	cypriot	NORP
dem-18451	77	1	vygodina	PERSON
dem-18451	77	2	2006	DATE
dem-18451	77	3	1987	DATE
dem-18451	78	1	granger	PERSON
dem-18451	80	1	18	CARDINAL
dem-18451	80	2	2018	DATE
dem-18451	80	3	49–65	CARDINAL
dem-18451	81	1	smyth	ORG
dem-18451	81	2	nandha	ORG
dem-18451	81	3	2003	DATE
dem-18451	81	4	bangladesh	GPE
dem-18451	81	5	india	GPE
dem-18451	81	6	pakistan	GPE
dem-18451	81	7	sri lanka	GPE
dem-18451	81	8	daily	DATE
dem-18451	81	9	six-year	DATE
dem-18451	81	10	1995	DATE
dem-18451	82	1	four	CARDINAL
dem-18451	83	1	india	GPE
dem-18451	83	2	sri lanka	GPE
dem-18451	83	3	bangladesh	GPE
dem-18451	83	4	pakistan	GPE
dem-18451	84	1	nieh	ORG
dem-18451	84	2	lee	PERSON
dem-18451	84	3	2001	DATE
dem-18451	84	4	g-7	ORG
dem-18451	84	5	daily	DATE
dem-18451	84	6	october 1, 1993 to february 15, 1996	DATE
dem-18451	85	1	g-7	ORG
dem-18451	86	1	a single day	DATE
dem-18451	86	2	g-7	ORG
dem-18451	86	3	the united states	GPE
dem-18451	87	1	wongbampo	PERSON
dem-18451	87	2	sharma	PERSON
dem-18451	87	3	2002	DATE
dem-18451	87	4	five	CARDINAL
dem-18451	87	5	five	CARDINAL
dem-18451	87	6	asian	NORP
dem-18451	87	7	malaysia	GPE
dem-18451	87	8	indonesia	GPE
dem-18451	87	9	philippines	GPE
dem-18451	87	10	singapore	GPE
dem-18451	87	11	thailand	GPE
dem-18451	88	1	monthly	DATE
dem-18451	88	2	1985 to 1996	DATE
dem-18451	90	1	mukherjee	PERSON
dem-18451	90	2	naka	ORG
dem-18451	90	3	1995	DATE
dem-18451	90	4	six	CARDINAL
dem-18451	90	5	japan	GPE
dem-18451	91	1	japan	GPE
dem-18451	92	1	srinivasan	GPE
dem-18451	92	2	2014	DATE
dem-18451	92	3	granger	PERSON
dem-18451	92	4	monthly	DATE
dem-18451	92	5	june 1990 to	DATE
dem-18451	92	6	april 2014	DATE
dem-18451	92	7	india	GPE
dem-18451	93	1	india	GPE
dem-18451	94	1	india	GPE
dem-18451	95	1	nepalese	NORP
dem-18451	95	2	2016	CARDINAL
dem-18451	96	1	nepse mitra lal	PERSON
dem-18451	96	2	18	CARDINAL
dem-18451	96	3	2018	DATE
dem-18451	96	4	49–65 54	CARDINAL
dem-18451	97	1	monthly	DATE
dem-18451	97	2	january 2006 to december 2016	DATE
dem-18451	98	1	nepal	GPE
dem-18451	99	1	one	CARDINAL
dem-18451	100	1	nepalese	NORP
dem-18451	105	1	2	CARDINAL
dem-18451	105	2	between january, 2006 to	DATE
dem-18451	105	3	2018	DATE
dem-18451	106	1	nrb	ORG
dem-18451	106	2	nepalese	NORP
dem-18451	106	3	nepse) limited	ORG
dem-18451	107	1	monthly	DATE
dem-18451	107	2	nepalese	NORP
dem-18451	109	1	the end of the day	DATE
dem-18451	109	2	the nepal stock exchange	ORG
dem-18451	110	1	the nepse index data	ORG
dem-18451	110	2	nepal stock exchange ltd	ORG
dem-18451	110	3	nrb	ORG
dem-18451	111	1	the last day of the month	DATE
dem-18451	113	1	monthly	DATE
dem-18451	113	2	quarterly	DATE
dem-18451	113	3	nrb	ORG
dem-18451	114	1	end of month	DATE
dem-18451	114	2	10-gram	QUANTITY
dem-18451	115	1	monthly	DATE
dem-18451	115	2	between us dollars	MONEY
dem-18451	115	3	nepalese	NORP
dem-18451	115	4	npr	ORG
dem-18451	116	1	18	CARDINAL
dem-18451	116	2	2018	DATE
dem-18451	116	3	49–65 55	CARDINAL
dem-18451	116	4	nrb	ORG
dem-18451	117	1	monthly	DATE
dem-18451	118	1	monthly	DATE
dem-18451	119	1	3	CARDINAL
dem-18451	119	2	3.1	CARDINAL
dem-18451	119	3	1	CARDINAL
dem-18451	123	1	1	CARDINAL
dem-18451	123	2	ni ir gp	PERSON
dem-18451	124	1	0.22	CARDINAL
dem-18451	124	2	1	CARDINAL
dem-18451	124	3	0.57	CARDINAL
dem-18451	124	4	0.79 1	CARDINAL
dem-18451	125	1	wooldridge	PERSON
dem-18451	125	2	2011	DATE
dem-18451	125	3	2011	DATE
dem-18451	125	4	10	CARDINAL
dem-18451	126	1	2	CARDINAL
dem-18451	127	1	3	CARDINAL
dem-18451	128	1	ols	ORG
dem-18451	128	2	5%	PERCENT
dem-18451	129	1	mitra lal	PERSON
dem-18451	129	2	18	CARDINAL
dem-18451	129	3	49–65 56	CARDINAL
dem-18451	129	4	2	CARDINAL
dem-18451	129	5	0.400	CARDINAL
dem-18451	129	6	1.687	CARDINAL
dem-18451	129	7	0.094 ir	QUANTITY
dem-18451	129	8	0.115	CARDINAL
dem-18451	130	1	0.116	CARDINAL
dem-18451	132	1	3.642	CARDINAL
dem-18451	133	1	0.1586	CARDINAL
dem-18451	133	2	146 degrees	QUANTITY
dem-18451	133	3	0.5153	CARDINAL
dem-18451	133	4	0.5053	CARDINAL
dem-18451	133	5	51.74	CARDINAL
dem-18451	133	6	3	CARDINAL
dem-18451	133	7	146	CARDINAL
dem-18451	133	8	5%	PERCENT
dem-18451	134	1	3	CARDINAL
dem-18451	136	1	3	CARDINAL
dem-18451	136	2	1.4133	CARDINAL
dem-18451	136	3	3.2663	MONEY
dem-18451	136	4	2001	DATE
dem-18451	136	5	first	ORDINAL
dem-18451	138	1	granger	PERSON
dem-18451	139	1	3.2	CARDINAL
dem-18451	139	2	ng-perron	ORG
dem-18451	139	3	2001	DATE
dem-18451	139	4	adf	ORG
dem-18451	139	5	first	ORDINAL
dem-18451	140	1	adf	ORG
dem-18451	142	1	2003	DATE
dem-18451	144	1	four	CARDINAL
dem-18451	144	2	mz0,mz2,msb	ORG
dem-18451	144	3	mpt	ORG
dem-18451	145	1	first	ORDINAL
dem-18451	145	2	two	CARDINAL
dem-18451	145	3	kontonikas	NORP
dem-18451	145	4	2006	DATE
dem-18451	145	5	harrison	PERSON
dem-18451	145	6	staehr	GPE
dem-18451	145	7	2013	DATE
dem-18451	145	8	2017	DATE
dem-18451	146	1	18	CARDINAL
dem-18451	146	2	49–65 57	DATE
dem-18451	149	1	2	CARDINAL
dem-18451	150	1	2lc	CARDINAL
dem-18451	150	2	msb	ORG
dem-18451	152	1	zero	CARDINAL
dem-18451	152	2	gls	ORG
dem-18451	154	1	gls	ORG
dem-18451	155	1	first	ORDINAL
dem-18451	156	1	first	ORDINAL
dem-18451	157	1	10	CARDINAL
dem-18451	158	1	4	CARDINAL
dem-18451	158	2	5	CARDINAL
dem-18451	158	3	first	ORDINAL
dem-18451	158	4	1	CARDINAL
dem-18451	158	5	𝐼(1	PERSON
dem-18451	160	1	3.3	CARDINAL
dem-18451	161	1	johansen	PERSON
dem-18451	161	2	1988	DATE
dem-18451	161	3	1991	DATE
dem-18451	161	4	1992	DATE
dem-18451	161	5	johansen	PERSON
dem-18451	161	6	juselius	PERSON
dem-18451	161	7	1990	DATE
dem-18451	162	1	granger	PERSON
dem-18451	162	2	1981	DATE
dem-18451	162	3	ecm	ORG
dem-18451	164	1	3	CARDINAL
dem-18451	165	1	nepse index	ORG
dem-18451	165	2	one	CARDINAL
dem-18451	166	1	[i. e. , i(1	PERSON
dem-18451	166	2	4	CARDINAL
dem-18451	166	3	4	CARDINAL
dem-18451	167	1	mitra lal	PERSON
dem-18451	167	2	18	CARDINAL
dem-18451	167	3	2018	DATE
dem-18451	167	4	49–65 58	DATE
dem-18451	167	5	4	CARDINAL
dem-18451	167	6	ng-perron	PERSON
dem-18451	168	1	ir −1.929 −0.307	ORG
dem-18451	170	1	−0.329 −0.021	ORG
dem-18451	170	2	5%	PERCENT
dem-18451	170	3	5	CARDINAL
dem-18451	170	4	ng-perron	PERSON
dem-18451	170	5	first	ORDINAL
dem-18451	172	1	5%	PERCENT
dem-18451	174	1	two	CARDINAL
dem-18451	175	1	λ-max	PERSON
dem-18451	177	1	3	CARDINAL
dem-18451	177	2	bhattacharjee	PERSON
dem-18451	177	3	2014	DATE
dem-18451	178	1	6	CARDINAL
dem-18451	179	1	one	CARDINAL
dem-18451	179	2	three	CARDINAL
dem-18451	179	3	λ-max	ORG
dem-18451	179	4	0.05	CARDINAL
dem-18451	180	1	kasa	ORG
dem-18451	180	2	1992	DATE
dem-18451	180	3	1997	DATE
dem-18451	181	1	cheung	PERSON
dem-18451	181	2	lai	PERSON
dem-18451	181	3	1993	DATE
dem-18451	181	4	at least one	CARDINAL
dem-18451	181	5	nepse index	ORG
dem-18451	181	6	nepal	GPE
dem-18451	183	1	3.741	CARDINAL
dem-18451	183	2	0.154	CARDINAL
dem-18451	184	1	18	CARDINAL
dem-18451	184	2	2018	DATE
dem-18451	184	3	49–65 59	CARDINAL
dem-18451	184	4	5%	PERCENT
dem-18451	185	1	6	CARDINAL
dem-18451	186	1	max	PERSON
dem-18451	186	2	5%	PERCENT
dem-18451	186	3	5%	PERCENT
dem-18451	187	1	56.62 47.86 0.006	QUANTITY
dem-18451	187	2	27.37	CARDINAL
dem-18451	187	3	0.0532	MONEY
dem-18451	187	4	29.80	MONEY
dem-18451	187	5	15.49	CARDINAL
dem-18451	187	6	0.175	CARDINAL
dem-18451	187	7	5%	PERCENT
dem-18451	187	8	3	CARDINAL
dem-18451	187	9	max-eigen	PERSON
dem-18451	187	10	10	CARDINAL
dem-18451	188	1	3.4	CARDINAL
dem-18451	188	2	granger	PERSON
dem-18451	188	3	johansen	PERSON
dem-18451	189	1	granger	PERSON
dem-18451	189	2	1987	DATE
dem-18451	189	3	one	CARDINAL
dem-18451	190	1	engle	PERSON
dem-18451	190	2	granger	PERSON
dem-18451	190	3	1987	DATE
dem-18451	190	4	two	CARDINAL
dem-18451	191	1	4	CARDINAL
dem-18451	191	2	5	CARDINAL
dem-18451	192	1	granger	PERSON
dem-18451	193	1	johansen	PERSON
dem-18451	193	2	section 3.3	LAW
dem-18451	194	1	granger	PERSON
dem-18451	194	2	syczewska	ORG
dem-18451	194	3	2014	DATE
dem-18451	194	4	, 2011	DATE
dem-18451	195	1	mitra lal	PERSON
dem-18451	195	2	18	CARDINAL
dem-18451	195	3	2018	DATE
dem-18451	195	4	49–65 60	CARDINAL
dem-18451	197	1	franklin jr,	PERSON
dem-18451	197	2	2018	DATE
dem-18451	198	1	1996)2	CARDINAL
dem-18451	198	2	7	CARDINAL
dem-18451	199	1	ni ⇒	PERSON
dem-18451	199	2	0.923	CARDINAL
dem-18451	199	3	2.666	CARDINAL
dem-18451	199	4	3.704	CARDINAL
dem-18451	199	5	0.041	CARDINAL
dem-18451	199	6	gp⇒ir	NORP
dem-18451	199	7	0.434	CARDINAL
dem-18451	199	8	0.076 0.408	QUANTITY
dem-18451	199	9	ir⇒er	NORP
dem-18451	199	10	0.333	MONEY
dem-18451	199	11	0.040 2.980	CARDINAL
dem-18451	199	12	ir⇒ni	GPE
dem-18451	199	13	0.128	CARDINAL
dem-18451	199	14	1.969	CARDINAL
dem-18451	199	15	3.420	CARDINAL
dem-18451	199	16	0.360	CARDINAL
dem-18451	199	17	granger	PERSON
dem-18451	199	18	1%	PERCENT
dem-18451	199	19	10%	PERCENT
dem-18451	200	1	7	CARDINAL
dem-18451	200	2	two	CARDINAL
dem-18451	202	1	two	CARDINAL
dem-18451	204	1	only one	CARDINAL
dem-18451	206	1	one	CARDINAL
dem-18451	207	1	2	CARDINAL
dem-18451	208	1	18	CARDINAL
dem-18451	208	2	49–65 61	DATE
dem-18451	208	3	index3	ORG
dem-18451	209	1	granger	PERSON
dem-18451	209	2	granger	PERSON
dem-18451	211	1	nepal	GPE
dem-18451	212	1	monthly	DATE
dem-18451	212	2	between january, 2006 to	DATE
dem-18451	212	3	2018	DATE
dem-18451	212	4	nrb	ORG
dem-18451	212	5	nepalese stock exchange	ORG
dem-18451	213	1	nepalese	NORP
dem-18451	217	1	first	ORDINAL
dem-18451	218	1	johansen	PERSON
dem-18451	223	1	two	CARDINAL
dem-18451	224	1	two	CARDINAL
dem-18451	225	1	only one	CARDINAL
dem-18451	227	1	3	CARDINAL
dem-18451	229	1	mitra lal	PERSON
dem-18451	229	2	18	CARDINAL
dem-18451	229	3	2018	DATE
dem-18451	229	4	49–65 62	DATE
dem-18451	230	1	granger	PERSON
dem-18451	230	2	granger	PERSON
dem-18451	232	1	smyth	ORG
dem-18451	232	2	2003	DATE
dem-18451	232	3	granger	PERSON
dem-18451	232	4	india	GPE
dem-18451	232	5	sri lanka	GPE
dem-18451	232	6	abdalla	PERSON
dem-18451	232	7	1997	DATE
dem-18451	232	8	granger	PERSON
dem-18451	232	9	pakistan	GPE
dem-18451	233	1	mishra et al.	PERSON
dem-18451	233	2	2010	DATE
dem-18451	233	3	2016	CARDINAL
dem-18451	234	1	2016	CARDINAL
dem-18451	235	1	two	CARDINAL
dem-18451	240	1	sharma	PERSON
dem-18451	240	2	2007	DATE
dem-18451	240	3	at least 30 years	DATE
dem-18451	244	1	the nepalese stock exchange	ORG
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dem-18451	246	2	49–65 63	DATE
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dem-18451	246	6	india	GPE
dem-18451	246	7	korea	GPE
dem-18451	246	8	pakistan	GPE
dem-18451	246	9	philippines	GPE
dem-18451	246	10	7(1	DATE
dem-18451	247	1	alam	PERSON
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dem-18451	247	8	s.	PERSON
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dem-18451	247	10	iii adrs	PERSON
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dem-18451	247	13	24	CARDINAL
dem-18451	247	14	43–59	CARDINAL
dem-18451	248	1	buyuksalvarci	PERSON
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dem-18451	248	4	turkey	GPE
dem-18451	248	5	european journal	ORG
dem-18451	248	6	14(3	CARDINAL
dem-18451	248	7	404–416	CARDINAL
dem-18451	249	1	cheung	PERSON
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dem-18451	249	8	55(3	DATE
dem-18451	249	9	313–328	CARDINAL
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dem-18451	250	4	k. (	PERSON
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dem-18451	250	8	3211–3219	CARDINAL
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dem-18451	250	10	r. f.	PERSON
dem-18451	250	11	granger	PERSON
dem-18451	250	12	c. w.	PERSON
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dem-18451	250	14	econometrica: journal	ORG
dem-18451	250	15	251–276	CARDINAL
dem-18451	250	16	fama	ORG
dem-18451	250	17	e. f. (	PERSON
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dem-18451	250	20	71	DATE
dem-18451	250	21	545–565	CARDINAL
dem-18451	250	22	h.	PERSON
dem-18451	250	23	2016	CARDINAL
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dem-18451	253	1	gregoriou, a.	PERSON
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dem-18451	253	3	a.	GPE
dem-18451	253	4	montagnoli	GPE
dem-18451	253	5	2006	DATE
dem-18451	253	6	euro	CARDINAL
dem-18451	253	7	university of glasgow	ORG
dem-18451	253	8	department of economics	ORG
dem-18451	253	9	2007_13	CARDINAL
dem-18451	254	1	s.	PERSON
dem-18451	254	2	2007	DATE
dem-18451	254	3	turkey	GPE
dem-18451	254	4	9(2	CARDINAL
dem-18451	255	1	harris	ORG
dem-18451	255	2	r.	NORP
dem-18451	255	3	r.	NORP
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dem-18451	255	5	wiley	PERSON
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dem-18451	256	2	s.	PERSON
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dem-18451	256	4	12	CARDINAL
dem-18451	256	5	231–254	CARDINAL
dem-18451	257	1	johansen	PERSON
dem-18451	257	2	s.	PERSON
dem-18451	257	3	1991	DATE
dem-18451	257	4	econometrica	PERSON
dem-18451	257	5	59	DATE
dem-18451	257	6	1551–1580	DATE
dem-18451	258	1	johansen	PERSON
dem-18451	258	2	s.	PERSON
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dem-18451	259	1	oxford	NORP
dem-18451	259	2	54(3	CARDINAL
dem-18451	259	3	383–397	CARDINAL
dem-18451	260	1	mitra lal	PERSON
dem-18451	260	2	18	CARDINAL
dem-18451	260	3	2018	DATE
dem-18451	260	4	49–65 64	DATE
dem-18451	260	5	s.	PERSON
dem-18451	260	6	juselius	PERSON
dem-18451	260	7	k.	PERSON
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dem-18451	260	9	oxford	NORP
dem-18451	260	10	52	CARDINAL
dem-18451	260	11	169–210	CARDINAL
dem-18451	260	12	kasa	ORG
dem-18451	260	13	1992	DATE
dem-18451	260	14	journal of monetary economics	ORG
dem-18451	260	15	29(1	CARDINAL
dem-18451	261	1	levin	PERSON
dem-18451	261	2	e. j.	PERSON
dem-18451	261	3	a.	PERSON
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dem-18451	262	1	mishra	PERSON
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dem-18451	262	4	j. r.	PERSON
dem-18451	262	5	mishra	PERSON
dem-18451	262	6	s. k.	PERSON
dem-18451	262	7	2010	DATE
dem-18451	262	8	india	GPE
dem-18451	263	1	american journal of scientific research	ORG
dem-18451	264	1	moore	PERSON
dem-18451	264	2	g. h.	PERSON
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dem-18451	265	1	33(4	CARDINAL
dem-18451	265	2	52–56	DATE
dem-18451	265	3	mukherjee	PERSON
dem-18451	265	4	t. k.	PERSON
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dem-18451	265	6	a. (	PERSON
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dem-18451	265	8	japanese	NORP
dem-18451	265	9	18	CARDINAL
dem-18451	265	10	223–237	CARDINAL
dem-18451	266	1	ng, s.	ORG
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dem-18451	266	3	2001	DATE
dem-18451	267	1	econometrica	PERSON
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dem-18451	267	3	1519–1554	CARDINAL
dem-18451	268	1	nieh	ORG
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dem-18451	268	4	c. f. (	PERSON
dem-18451	268	5	2001	DATE
dem-18451	268	6	g-7	ORG
dem-18451	268	7	quarterly	DATE
dem-18451	268	8	41(4	CARDINAL
dem-18451	268	9	477–490	CARDINAL
dem-18451	268	10	http://dx.doi.org/10.1016/s1062-9769(01)00085-0	TIME
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dem-18451	269	4	granger	PERSON
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dem-18451	269	6	129	CARDINAL
dem-18451	270	1	d.	NORP
dem-18451	270	2	2009	DATE
dem-18451	270	3	lithuania	GPE
dem-18451	271	1	65(5	CARDINAL
dem-18451	272	1	raihan	GPE
dem-18451	272	2	s.	PERSON
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dem-18451	273	1	sharma	PERSON
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dem-18451	273	4	us	GPE
dem-18451	273	5	17(5	DATE
dem-18451	273	6	369–377	CARDINAL
dem-18451	274	1	a.	PERSON
dem-18451	274	2	1997	DATE
dem-18451	274	3	european union stock markets	ORG
dem-18451	275	1	the manchester school	ORG
dem-18451	275	2	65(1	CARDINAL
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dem-18451	275	4	http://dx.doi.org/10.1111/1467-9957.00042	ORG
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dem-18451	275	10	1–16	CARDINAL
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dem-18451	276	6	south asia	LOC
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dem-18451	280	1	sujit	PERSON
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dem-18451	283	3	2003	DATE
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dem-18451	284	1	t., gunsel, n.	ORG
dem-18451	284	2	2008	DATE
dem-18451	285	1	istanbul	GPE
dem-18451	286	1	international research journal	ORG
dem-18451	286	2	22	CARDINAL
dem-18451	287	1	upadhyaya	GPE
dem-18451	288	1	r.	NORP
dem-18451	288	2	mixon jr, f. g.	PERSON
dem-18451	288	3	2018	DATE
dem-18451	289	1	india	GPE
dem-18451	290	1	18	CARDINAL
dem-18451	290	2	35–47	CARDINAL
dem-18451	291	1	vygodina	PERSON
dem-18451	291	2	a. v.	PERSON
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dem-18451	291	4	us	GPE
dem-18451	292	1	17(2	CARDINAL
dem-18451	292	2	214–223	CARDINAL
dem-18451	292	3	http://dx.doi.org/10.1016/j.gfj.2006.05.001	NORP
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dem-18451	293	2	s. c.	PERSON
dem-18451	293	3	2002	DATE
dem-18451	293	4	asian economics	ORG
dem-18451	293	5	13	DATE
dem-18451	293	6	27–51	DATE
dem-18451	294	1	wooldridge	PERSON
dem-18451	294	2	m. (	PERSON
dem-18451	294	3	2011	DATE
dem-18451	296	1	mcgraw hill	ORG
