Mpirical Methods in Finance Cointegration

Topic:
Cointegration can be used to analyse potential long term relationships between financial variables. Outline this methodology and, using an empirical example, demonstrate how it can add to our knowledge about the behaviour of financial variables.
Harvard Referencing

References
Provide a list of works that are cited in your coursework at the end, with references presented in the following format:

Brooks, C. (2002), Introductory Econometrics for Finance, Cambridge University Press.

Fama, E.F and K. French, (1998),  Value versus Growth: The International Evidence Journal of Finance, Vol. 53, No. 6 pp. 1975-1999