Stock market dynamics and the relative importance of domestic, foreign, and common shocks
Year of publication: |
2022
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Authors: | Ademmer, Martin ; Horn, Wolfram ; Quast, Josefine |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 4, p. 3911-3923
|
Subject: | financial linkages | heteroskedasticity | identification | spillovers | stock markets | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Schock | Shock | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Kointegration | Cointegration |
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