Integration of stock markets using autoregressive distributed lag bounds test approach
Year of publication: |
2022
|
---|---|
Authors: | Patel, Nikunj ; Patel, Bhavesh |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 26.2022, 1, p. 37-64
|
Subject: | ARDL | autoregressive distributed lag | bounds testing | cointegration | COVID-19 | stock market integration | structural breaks | UK | USA | Kointegration | Cointegration | Aktienmarkt | Stock market | Strukturbruch | Structural break | Schätzung | Estimation | Marktintegration | Market integration | Lag-Modell | Lag model | United States | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Coronavirus |
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